Financial Econometrics and Empirical Market Microstructure /

In the era of Big Data our society is given the unique opportunity to understand the inner dynamics and behavior of complex socio-economic systems. Advances in the availability of very large databases, in capabilities for massive data mining, as well as progress in complex systems theory, multi-agen...

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書目詳細資料
企業作者: SpringerLink (Online service)
其他作者: Bera, Anil K. (Editor), Ivliev, Sergey (Editor), Lillo, Fabrizio (Editor)
格式: 電子書
語言:English
出版: Cham : Springer International Publishing : Imprint: Springer, 2015.
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實物特徵
總結:In the era of Big Data our society is given the unique opportunity to understand the inner dynamics and behavior of complex socio-economic systems. Advances in the availability of very large databases, in capabilities for massive data mining, as well as progress in complex systems theory, multi-agent simulation and computational social science open the possibility of modeling phenomena never before successfully achieved. This contributed volume from the Perm Winter School address the problems of the mechanisms and statistics of the socio-economics system evolution with a focus on financial markets powered by the high-frequency data analysis.
實物描述:1 online resource (viii, 284 pages) 109 illustrations
ISBN:9783319099460