WorldCat Identities

Chakraborti, Anirban

Overview
Works: 20 works in 97 publications in 3 languages and 2,429 library holdings
Genres: Conference papers and proceedings  Academic theses 
Roles: Editor, Contributor, Other, htt, Publishing director, Author, Opponent
Classifications: HB523, 332.015195
Publication Timeline
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Most widely held works by Anirban Chakraborti
Econophysics of income and wealth distributions by B. K Chakrabarti( )

9 editions published between 2012 and 2013 in English and held by 1,184 WorldCat member libraries worldwide

The distribution of wealth and income is never uniform, and philosophers and economists have tried for years to understand the reasons and formulate remedies for such inequalities. This book introduces the elegant and intriguing kinetic exchange models that physicists have developed to tackle these issues. This is the first monograph in econophysics focussed on the analyses and modelling of these distributions, and is ideal for physicists and economists. It is written in simple, lucid language, with plenty of illustrations and in-depth analyses, making it suitable for researchers new to this field as well as specialized readers. It explores the origin of economic inequality and examines the scientific steps that can be taken to reduce this inequality in the future.--Résumé de l'éditeur
Econophysics and sociophysics : trends and perspectives by B. K Chakrabarti( )

10 editions published between 2006 and 2007 in English and held by 352 WorldCat member libraries worldwide

Using tricks to handle coupled nonlinear dynamical many-body systems, several advancements have already been made in understanding the behavior of markets/economic/social systems and their dynamics. The book intends to provide the reader with updated reviews on such major developments in both econophysics and sociophysics, by leading experts in the respective fields. This is the first book providing a panoramic view of these developments in the last decade
Econophysics and data driven modelling of market dynamics by Frédéric Abergel( )

11 editions published in 2015 in English and held by 268 WorldCat member libraries worldwide

This book presents the works and research findings of physicists, economists, mathematicians, statisticians, and financial engineers who have undertaken data-driven modelling of market dynamics and other empirical studies in the field of Econophysics. During recent decades, the financial market landscape has changed dramatically with the deregulation of markets and the growing complexity of products. The ever-increasing speed and decreasing costs of computational power and networks have led to the emergence of huge databases. The availability of these data should permit the development of models that are better founded empirically, and econophysicists have accordingly been advocating that one should rely primarily on the empirical observations in order to construct models and validate them. The recent turmoil in financial markets and the 2008 crash appear to offer a strong rationale for new models and approaches. The Econophysics community accordingly has an important future role to play in market modelling. The Econophys-Kolkata VIII conference proceedings are devoted to the presentation of many such modelling efforts and address recent developments. A number of leading researchers from across the globe report on their recent work, comment on the latest issues, and review the contemporary literature
ECONOPHYSICS AND SOCIOPHYSICS : recent progress and future directions by Frédéric Abergel( )

11 editions published between 2017 and 2018 in English and German and held by 219 WorldCat member libraries worldwide

This book presents the proceedings from ECONOPHYS-2015, an international workshop held in New Delhi, India, on the interrelated fields of "econophysics" and "sociophysics", which have emerged from the application of statistical physics to economics and sociology. Leading researchers from varied communities, including economists, sociologists, financial analysts, mathematicians, physicists, statisticians, and others, report on their recent work, discuss topical issues, and review the relevant contemporary literature. A society can be described as a group of people who inhabit the same geographical or social territory and are mutually involved through their shared participation in different aspects of life. It is possible to observe and characterize average behaviors of members of a society, an example being voting behavior. Moreover, the dynamic nature of interaction within any economic sector comprising numerous cooperatively interacting agents has many features in common with the interacting systems of statistical physics. It is on these bases that interest has grown in the application within sociology and economics of the tools of statistical mechanics. This book will be of value for all with an interest in this flourishing field
New perspectives and challenges in econophysics and sociophysics( )

7 editions published in 2019 in English and held by 192 WorldCat member libraries worldwide

This book presents results on the latest perspectives and challenges within the interrelated fields of econophysics and sociophysics, which have emerged from the application of statistical physics to economics and sociology. Economic and financial markets appear to be in a permanent state of flux. Billions of agents interact with each other, giving rise to complex dynamics of economic quantities at the micro and macro levels. With the availability of huge data sets, researchers can address questions at a much more granular level than was previously possible. Fundamental questions regarding the aggregation of actions and information and the coordination, complexity, and evolution of economic and financial networks are currently receiving much attention in the econophysics research agenda. In parallel, the sociophysics literature has focused on large-scale social data and their interrelations. In this book, leading researchers from different communities - economists, sociologists, financial analysts, mathematicians, physicists, statisticians, and others - report on their recent work and their analyses of economic and social behavior.
Econophysics of systemic risk and network dynamics by Frédéric Abergel( )

9 editions published between 2012 and 2013 in English and held by 65 WorldCat member libraries worldwide

The primary goal of the book is to present the ideas and research findings of active researchers such as physicists, economists, mathematicians and financial engineers working in the field of "Econophysics," who have undertaken the task of modeling and analyzing systemic risk, network dynamics and other topics. Of primary interest in these studies is the aspect of systemic risk, which has long been identified as a potential scenario in which financial institutions trigger a dangerous contagion mechanism, spreading from the financial economy to the real economy. This type of risk, long confined to the monetary market, has spread considerably in the recent past, culminating in the subprime crisis of 2008. As such, understanding and controlling systemic risk has become an extremely important societal and economic challenge. The Econophys-Kolkata VI conference proceedings are dedicated to addressing a number of key issues involved. Several leading researchers in these fields report on their recent work and also review contemporary literature on the subject
Econophysics of order-driven markets : proceedings of Econophys-Kolkata V by Frédéric Abergel( )

13 editions published in 2011 in English and held by 55 WorldCat member libraries worldwide

"The primary goal of the book is to present the ideas and research findings of active researchers from various communities (physicists, economists, mathematicians, financial engineers) working in the field of "Econophysics", who have undertaken the task of modelling and analyzing order-driven markets. Of primary interest in these studies are the mechanisms leading to the statistical regularities ("stylized facts") of price statistics. Results pertaining to other important issues such as market impact, the profitability of trading strategies, or mathematical models for microstructure effects, are also presented. Several leading researchers in these fields report on their recent work and also review the contemporary literature. Some historical perspectives, comments and debates on recent issues in Econophysics research are also included."--Publisher's website
Econophysics : an introduction by Sitabhra Sinha( Book )

4 editions published between 2010 and 2011 in English and held by 44 WorldCat member libraries worldwide

Econophysics of agent-based models by Frédéric Abergel( )

10 editions published between 2014 and 2016 in English and held by 26 WorldCat member libraries worldwide

The primary goal of this book is to present the research findings and conclusions of physicists, economists, mathematicians and financial engineers working in the field of "Econophysics" who have undertaken agent-based modelling, comparison with empirical studies and related investigations. Most standard economic models assume the existence of the representative agent, who is "perfectly rational" and applies the utility maximization principle when taking action. One reason for this is the desire to keep models mathematically tractable: no tools are available to economists for solving non-linear models of heterogeneous adaptive agents without explicit optimization. In contrast, multi-agent models, which originated from statistical physics considerations, allow us to go beyond the prototype theories of traditional economics involving the representative agent. This book is based on the Econophys-Kolkata VII Workshop, at which many such modelling efforts were presented. In the book, leading researchers in their fields report on their latest work, consider recent developments and review the contemporary literature
Limit order books by Frédéric Abergel( Book )

1 edition published in 2016 in English and held by 7 WorldCat member libraries worldwide

"Discusses several models of limit order books and introduces general, flexible, open source library, useful to readers in studying trading strategies in an open-driven market"--
Quantifying invariant features of within-group inequality in consumption across groups by Anindya S Chakrabarti( )

2 editions published between 2016 and 2017 in English and held by 3 WorldCat member libraries worldwide

We study unit-level expenditure on consumption across multiple countries and multiple years, in order to extract invariant features of consumption distribution. We show that the bulk of it is lognormally distributed, followed by a power law tail at the limit. The distributions coincide with each other under normalization by mean expenditure and log scaling even though the data is sampled across multiple dimension including, e.g., time, social structure and locations. This phenomenon indicates that the dispersions in consumption expenditure across various social and economic groups are significantly similar subject to suitable scaling and normalization. Further, the results provide a measurement of the core distributional features. Other descriptive factors including those of sociological, demographic and political nature, add further layers of variation on the this core distribution. We present a stochastic multiplicative model to quantitatively characterize the invariance and the distributional features
Spectral finite element method : wave propagation, diagnostics and control in anisotropic and inhomogenous structures by S Gopalakrishnan( )

1 edition published in 2008 in English and held by 2 WorldCat member libraries worldwide

"In recent times, the use of composites and functionally graded materials (FGMs) in structural applications has increased. FGMs allow the user to design materials for a specified functionality and therefore have numerous uses in structural engineering. However, the behavior of these structures under high-impact loading is not well understood. Spectral Finite Element Method: Wave Propagation, Diagnostics and Control in Anisotropic and Inhomogeneous Structures focuses on some of the wave propagation and transient dynamics problems with these complex media which had previously been thought unmanageable." "This book is intended for senior undergraduate students and graduate students studying wave propagation in structures, smart structures, spectral finite element method and structural health monitoring. Readers will gain a complete understanding of how to formulate a spectral finite element; learn about wave behavior in inhomogeneous and anisotropic media; and, discover how to design some diagnostic, tools for monitoring the health or integrity of a structure. The book will also be of value to researchers and practicing engineers in structural integrity."--Jacket
Performance analy[s]is of MDP in simulated space channel environment by Anirban Chakraborti( Book )

2 editions published in 2002 in English and held by 2 WorldCat member libraries worldwide

Can an interdisciplinary field contribute to one of the parent disciplines from which it emerged? by Anirban Chakraborti( )

1 edition published in 2016 in English and held by 2 WorldCat member libraries worldwide

Reactivity of glycoconjugate in membrane system II: Can a neutral glycolipid function as lectin receptor in the presence of gangliosides in plasma membrane? by S. K Podder( )

1 edition published in 1987 in English and held by 2 WorldCat member libraries worldwide

Econophysics of Agent-Based Models by Frédéric Abergel( )

1 edition published in 2014 in English and held by 2 WorldCat member libraries worldwide

The primary goal of this book is to present the research findings and conclusions of physicists, economists, mathematicians and financial engineers working in the field of "Econophysics" who have undertaken agent-based modelling, comparison with empirical studies and related investigations. Most standard economic models assume the existence of the representative agent, who is "perfectly rational" and applies the utility maximization principle when taking action. One reason for this is the desire to keep models mathematically tractable: no tools are available to economists for solving non-linear models of heterogeneous adaptive agents without explicit optimization. In contrast, multi-agent models, which originated from statistical physics considerations, allow us to go beyond the prototype theories of traditional economics involving the representative agent. This book is based on the Econophys-Kolkata VII Workshop, at which many such modelling efforts were presented. In the book, leading researchers in their fields report on their latest work, consider recent developments and review the contemporary literature
Econophysics of Order-driven Markets( Book )

1 edition published in 2011 in English and held by 1 WorldCat member library worldwide

The primary goal of the book is to present the ideas and research findings of active researchers from various communities (physicists, economists, mathematicians, financial engineers) working in the field of "Econophysics", who have undertaken the task of modelling and analyzing order-driven markets. Of primary interest in these studies are the mechanisms leading to the statistical regularities ("stylized facts") of price statistics. Results pertaining to other important issues such as market impact, the profitability of trading strategies, or mathematical models for microstructure effects, are also presented. Several leading researchers in these fields report on their recent work and also review the contemporary literature. Some historical perspectives, comments and debates on recent issues in Econophysics research are also included
Une approche mathématique de l'investissement boursier by Marouane Anane( )

1 edition published in 2015 in French and held by 1 WorldCat member library worldwide

The aim of this thesis is to address the real need of predicting the prices of stocks. In fact, the randomness governing the evolution of prices is, for financial players like market makers, one of the largest sources of risk. In this context, we highlight the possibility of reducing the uncertainty of the future prices using appropriate mathematical models. This study was made possible by a large base of high frequency data and a powerful computational grid provided by the Automatic Market Making team at BNP Paribas. In this paper, we present only the results of high frequency tests. Tests are of less scientific interest in the academic world and are confidential. Therefore, these results will be deliberately omitted.In the first chapter, the background and the objectives of this study are presented along with the different methods used and the main results obtained.The focus of chapter 2 is on the contribution of technological superiority in high frequency trading. In order to do this, an omniscient trader is simulated and the total gain over three years is calculated. The obtained gain is very modest and reflects the limited contribution of technology in high frequency trading. This result underlines the primary role of research and modeling in this field.In Chapter 3, the predictability of prices using some order book indicators is studied. Using conditional expectations, the empirical evidence of the statistical dependencies between the prices and indicators is presented. The importance of these dependencies results from the simplicity of the method, eliminating any risk of over fitting the data. Then the combination of the various indicators is tested using a linear regression and the various numerical and statistical problems associated with this method are analyzed. Finally, it can be concluded that the prices are predictable for a period of a few minutes and the assumption of market efficiency is questioned.In Chapter 4, the mechanism of price formation from the arrival of events in the order book is investigated. The orders are classified in twelve types and their statistical properties are analyzed. The dependencies between these different types of orders are studied and a model of order book in line with the empirical observations is proposed. Finally, this model is used to predict prices and confirm the assumption of market inefficiency suggested in Chapter 3
Macroeconomic and Financial Networks Review of Some Recent Developments in Parametric and Non-Parametric Approaches by Anindya S Chakrabarti( )

1 edition published in 2020 in English and held by 1 WorldCat member library worldwide

In this article, we discuss some recent theoretical and empirical developments in the use of networks in finance and macroeconomics. Over the last decade or so, many of the traditional topics in economics and finance have been recast in the form of networks. Examples range from international trade, production process based on input-output structure, entangled financial markets to social linkages in labor markets, among others. Interestingly, the analysis of input-output based production structure goes back to the 1950s, when V. Leontief had described collection of production linkages using formalization based on matrix form in a static set up. However, in mainstream macroeconomic formulation, this view of the economy as an interdependent process was conspicuously absent until the recent financial crash of 2007-08. Since then, there has been a resurgence of the view in the form of networks. This has been reinvigorated by parallel developments of network theory and applications in physics, computer science, biology, sociology, etc. We would like to note that our perspective of the recent developments in this domain is non-exhaustive in its scope and possibly biased towards some topics more than others
New Perspectives and Challenges in Econophysics and Sociophysics by Frédéric Abergel( )

1 edition published in 2019 in English and held by 1 WorldCat member library worldwide

This book presents results on the latest perspectives and challenges within the interrelated fields of econophysics and sociophysics, which have emerged from the application of statistical physics to economics and sociology. Economic and financial markets appear to be in a permanent state of flux. Billions of agents interact with each other, giving rise to complex dynamics of economic quantities at the micro and macro levels. With the availability of huge data sets, researchers can address questions at a much more granular level than was previously possible. Fundamental questions regarding the aggregation of actions and information and the coordination, complexity, and evolution of economic and financial networks are currently receiving much attention in the econophysics research agenda. In parallel, the sociophysics literature has focused on large-scale social data and their interrelations. In this book, leading researchers from different communities - economists, sociologists, financial analysts, mathematicians, physicists, statisticians, and others - report on their recent work and their analyses of economic and social behavior.
 
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WorldCat IdentitiesRelated Identities
Econophysics and data driven modelling of market dynamics
Covers
Econophysics and sociophysics : trends and perspectivesEconophysics and data driven modelling of market dynamicsECONOPHYSICS AND SOCIOPHYSICS : recent progress and future directionsNew perspectives and challenges in econophysics and sociophysicsEconophysics of systemic risk and network dynamicsEconophysics of order-driven markets : proceedings of Econophys-Kolkata VEconophysics : an introductionEconophysics of agent-based models
Alternative Names
Anirban Chakraborti

Anirban Chakraborti, 1975-

Chakraborti, A.

Chakraborti, A. 1975-

Chakraborti, A. (Anirban)

Chakraborti, A. (Anirban), 1975-

Chakraborti A wetenschapper

Languages
English (95)

German (1)

French (1)