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Financial Econometrics and Empirical Market Microstructure

Author: Anil K Bera; Sergey Ivliev; Fabrizio Lillo
Publisher: Cham : Springer, 2015.
Series: SpringerLink : Bücher
Edition/Format:   eBook : Document : EnglishView all editions and formats
Publication:Financial econometrics and empirical market microstructure.
Summary:
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  Read more...
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Details

Genre/Form: Statistics
Material Type: Document, Internet resource
Document Type: Internet Resource, Computer File
All Authors / Contributors: Anil K Bera; Sergey Ivliev; Fabrizio Lillo
ISBN: 9783319099460 3319099469
OCLC Number: 899609187
Description: 1 online resource (Online-Ressource (VIII, 284 p. 109 illus, online resource).)
Series Title: SpringerLink : Bücher
Responsibility: edited by Anil K. Bera, Sergey Ivliev, Fabrizio Lillo.

Abstract:

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.

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