Finitary probabilistic methods in econophysics / Ubaldo Garibaldi and Enrico Scalas
Material type:
TextPublication details: Cambridge : Cambridge University Press, 2010Description: xiv, 327 p. 25 cmISBN: - 9780521515597
- 330.015195 GAR
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Raipur | 330.015195 GAR-10 (Browse shelf(Opens below)) | Available | IIMRP-3377 |
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| 330.015195 FAR-85 The measurement of efficiency of production | 330.015195 FER-03 Dynamic economic models in discrete time: theory and empirical applications | 330.015195 FRA-18 Enjoyable econometrics / | 330.015195 GAR-10 Finitary probabilistic methods in econophysics / | 330.015195 GHY-01 Essays in econometrics: collected papers of Clive W.J. Granger | 330.015195 GRE-12 Econometric analysis | 330.015195 GRE-13 Introduction to Bayesian econometrics / |
Econophysics applies the methodology of physics to the study of economics. However, whilst physicists have good understanding of statistical physics, they may be unfamiliar with recent advances in statistical conjectures, including Bayesian and predictive methods. Equally, economists with knowledge of probabilities do not have a background in statistical physics and agent-based models. Proposing a unified view for a dynamic probabilistic approach, this book is useful for advanced undergraduate and graduate students as well as researchers in physics, economics and finance. The book takes a finitary approach to the subject, discussing the essentials of applied probability, and covering finite Markov chain theory and its applications to real systems. Each chapter ends with a summary, suggestions for further reading, and exercises with solutions at the end of the book.
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