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Author | Title | Accn# | Year | Item Type | Claims |
| 11 |
Voit, Johannes |
The Statistical Mechanics of Financial Markets |
I11253 |
2001 |
eBook |
|
| 12 |
Schulz, Michael |
Statistical Physics and Economics |
I10941 |
2003 |
eBook |
|
| 13 |
Boccara, Nino |
Modeling Complex Systems |
I10933 |
2004 |
eBook |
|
| 14 |
Strzalko, Jaroslaw |
Dynamics of Gambling: Origins of Randomness in Mechanical Systems |
I08381 |
2009 |
eBook |
|
| 15 |
Masys, Anthony J |
Networks and Network Analysis for Defence and Security |
I08365 |
2014 |
eBook |
|
| 16 |
West, Bruce J |
Networks of Echoes |
I08236 |
2014 |
eBook |
|
| 17 |
Huang, Ji-Ping |
Experimental Econophysics |
I08234 |
2015 |
eBook |
|
| 18 |
Poncela Casasnovas, Julia |
Evolutionary Games in Complex Topologies |
I08227 |
2012 |
eBook |
|
| 19 |
Traag, Vincent |
Algorithms and Dynamical Models for Communities and Reputation in Social Networks |
I08012 |
2014 |
eBook |
|
| 20 |
Gon??alves, Bruno |
Social Phenomena |
I08006 |
2015 |
eBook |
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11.
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| Title | The Statistical Mechanics of Financial Markets |
| Author(s) | Voit, Johannes |
| Publication | Berlin, Heidelberg, Springer Berlin Heidelberg, 2001. |
| Description | XII, 220 p. 22 illus : online resource |
| Abstract Note | From the reviews - "Provides an excellent introduction for physicists interested in the statistical properties of financial markets. Appropriately early in the book the basic financial terms such as shorts, limit orders, puts, calls, and other terms are clearly defined. Examples, often with graphs, augment the reader???s understanding of what may be a plethora of new terms and ideas??? [This is] an excellent starting point for the physicist interested in the subject. Some of the book???s strongest features are its careful definitions, it detailed examples, and the connection it establishes to physical systems." PHYSICS TODAY, August 2002 "This book is excellent at illustrating the similarities of financial markets with other non-equilibrium physical systems. [...] In summary, a very good book that offers more than just qualitative comparisons of physics and finance." (www.quantnotes.com) This textbook describes parallels between statistical physics and finance - both those established in the 100-year-long interaction between these disciplines, as well as new research results on capital markets. The random walk, well known in physics, is also the basic model in finance, upon which are built, for example, the Black-Scholes theory of option pricing and hedging, or methods of risk control using diversification. Here the underlying assumptions are discussed using empirical financial data and analogies to physical models such as fluid flows, turbulence, or superdiffusion. On this basis, new theories of derivative pricing and risk control can be formulated. Computer simulations of interacting agent models of financial markets provide insights into the origins of asset price fluctuations. Stock exchange crashes can be modelled in ways analogous to phase transitions and earthquakes. These models allow for predictions. This study edition has been updated with a presentation of several new and significant developments, e.g. the dynamics of volatility smiles and implied volatility surfaces, path integral approaches to option pricing, a new and accurate simulation scheme for options, multifractals, the application of nonextensive statistical mechanics to financial markets, and the minority game |
| ISBN,Price | 9783662044230 |
| Keyword(s) | 1. COMPLEX SYSTEMS
2. DYNAMICAL SYSTEMS
3. EBOOK
4. EBOOK - SPRINGER
5. ECONOMIC THEORY
6. Economic Theory/Quantitative Economics/Mathematical Methods
7. GAME THEORY
8. Game Theory, Economics, Social and Behav. Sciences
9. STATISTICAL PHYSICS
10. Statistical Physics and Dynamical Systems
11. Statistics for Business, Management, Economics, Finance, Insurance
12. Statistics??
|
| Item Type | eBook |
Multi-Media Links
Please Click here for eBook
Circulation Data
| Accession# | |
Call# | Status | Issued To | Return Due On | Physical Location |
| I11253 |
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On Shelf |
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12.
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| Title | Statistical Physics and Economics : Concepts, Tools, and Applications |
| Author(s) | Schulz, Michael |
| Publication | New York, NY, Springer New York, 2003. |
| Description | XI, 246 p. 1 illus : online resource |
| Abstract Note | Econophysics describes phenomena in the development and dynamics of economic systems by using of a physicMly motivated methodology. First of all, Mandelbrot had analyzed economic and social relations in terms of modern statistical physics. Since then, the number of publications related to this topic has increased irresistible greatly. To be fair to this historical evolution, I point out, however, that physical and economic concepts had already been connected long ago. Terms such as work, power, and efficiency factor have similar physical and economic meanings. Many physical discoveries for instance in thermodynamics, optics, solid state physics, or chemical physics correspond to a parallel evolution in the fields of technology and economics. The term econophysics, or social physics, also is not a recent idea. For ex ample, in the small book Sozialphysik published in 1925 [221], R. L??mmel demonstrates how social and economic problems can be understood by applying simple physical relations. Of course, the content of early social physics and the topics of modern econophysics are widely different. Nevertheless, the basic idea (i.e., the description and the explanation of economic phenomena in terms of a physical theory) did not change over the whole time. At this point, an important warning should be pronounced |
| ISBN,Price | 9780387217130 |
| Keyword(s) | 1. COMPLEX SYSTEMS
2. DYNAMICAL SYSTEMS
3. EBOOK
4. EBOOK - SPRINGER
5. ECONOMIC THEORY
6. Economic Theory/Quantitative Economics/Mathematical Methods
7. Economics, Mathematical??
8. GAME THEORY
9. Game Theory, Economics, Social and Behav. Sciences
10. Quantitative Finance
11. STATISTICAL PHYSICS
12. Statistical Physics and Dynamical Systems
13. Statistics for Business, Management, Economics, Finance, Insurance
14. Statistics??
|
| Item Type | eBook |
Multi-Media Links
Please Click here for eBook
Circulation Data
| Accession# | |
Call# | Status | Issued To | Return Due On | Physical Location |
| I10941 |
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On Shelf |
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13.
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| Title | Modeling Complex Systems |
| Author(s) | Boccara, Nino |
| Publication | New York, NY, Springer New York, 2004. |
| Description | XII, 399 p : online resource |
| Abstract Note | This book explores the process of modeling complex systems in the widest sense of that term, drawing on examples from such diverse fields as ecology, epidemiology, sociology, seismology, as well as economics. It also provides the mathematical tools for studying the dynamics of these systems. Boccara takes a carefully inductive approach in defining what it means for a system to be "complex" (and at the same time addresses the equally elusive concept of emergent properties). This is the first text on the subject to draw comprehensive conclusions from such a wide range of analogous phenomena |
| ISBN,Price | 9780387216461 |
| Keyword(s) | 1. COMPLEX SYSTEMS
2. DYNAMICAL SYSTEMS
3. EBOOK
4. EBOOK - SPRINGER
5. Ecology??
6. GAME THEORY
7. Game Theory, Economics, Social and Behav. Sciences
8. STATISTICAL PHYSICS
9. Statistical Physics and Dynamical Systems
10. Theoretical Ecology/Statistics
|
| Item Type | eBook |
Multi-Media Links
Please Click here for eBook
Circulation Data
| Accession# | |
Call# | Status | Issued To | Return Due On | Physical Location |
| I10933 |
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On Shelf |
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14.
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| Title | Dynamics of Gambling: Origins of Randomness in Mechanical Systems |
| Author(s) | Strzalko, Jaroslaw;Grabski, Juliusz;Perlikowski, Przemyslaw;Stefanski, Andrzej;Kapitaniak, Tomasz |
| Publication | Berlin, Heidelberg, Springer Berlin Heidelberg, 2009. |
| Description | X, 152 p. 94 illus : online resource |
| Abstract Note | This monograph presents a concise discussion of the dynamics of mechanical randomizers (coin tossing, die throw and roulette). The authors derive the equations of motion, also describing collisions and body contacts. It is shown and emphasized that, from the dynamical point of view, outcomes are predictable, i.e. if an experienced player can reproduce initial conditions with a small finite uncertainty, there is a good chance that the desired final state will be obtained. Finally, readers learn why mechanical randomizers can approximate random processes and benefit from a discussion of the nature of randomness in mechanical systems. In summary, the book not only provides a general analysis of random effects in mechanical (engineering) systems, but addresses deep questions concerning the nature of randomness, and gives potentially useful tips for gamblers and the gaming industry |
| ISBN,Price | 9783642039607 |
| Keyword(s) | 1. CLASSICAL MECHANICS
2. DYNAMICAL SYSTEMS
3. Dynamical Systems and Ergodic Theory
4. DYNAMICS
5. EBOOK
6. EBOOK - SPRINGER
7. ERGODIC THEORY
8. GAME THEORY
9. Game Theory, Economics, Social and Behav. Sciences
10. MATHEMATICAL PHYSICS
11. MECHANICS
12. Statistics for Engineering, Physics, Computer Science, Chemistry and Earth Sciences
13. Statistics??
14. Theoretical, Mathematical and Computational Physics
15. VIBRATION
16. Vibration, Dynamical Systems, Control
|
| Item Type | eBook |
Multi-Media Links
Please Click here for eBook
Circulation Data
| Accession# | |
Call# | Status | Issued To | Return Due On | Physical Location |
| I08381 |
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On Shelf |
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15.
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| Title | Networks and Network Analysis for Defence and Security |
| Author(s) | Masys, Anthony J |
| Publication | Cham, Springer International Publishing, 2014. |
| Description | XVIII, 287 p. 55 illus., 39 illus. in color : online resource |
| Abstract Note | Networks and Network Analysis for Defence and Security discusses relevant theoretical frameworks and applications of network analysis in support of the defence and security domains. This book details real world applications of network analysis to support defence and security. Shocks to regional, national and global systems stemming from natural hazards, acts of armed violence, terrorism and serious and organized crime have significant defence and security implications. Today, nations face an uncertain and complex security landscape in which threats impact/target the physical, social, economic and cyber domains. Threats to national security, such as that against critical infrastructures not only stem from man-made acts but also from natural hazards. Katrina (2005), Fukushima (2011) and Hurricane Sandy (2012) are examples highlighting the vulnerability of critical infrastructures to natural hazards and the crippling effect they have on the social and economic well-being of a community and a nation. With this dynamic and complex threat landscape, network analysis has emerged as a key enabler in supporting defence and security. With the advent of ???big data??? and increasing processing power, network analysis can reveal insights with regards to structural and dynamic properties thereby facilitating greater understanding of complex networks, their entities, interdependencies, vulnerabilities to produce insights for creative solutions. This book will be well positioned to inform defence, security and intelligence professionals and researchers with regards to leading methodologies and approaches |
| ISBN,Price | 9783319041476 |
| Keyword(s) | 1. APPLICATION SOFTWARE
2. Applications of Graph Theory and Complex Networks
3. Computer Appl. in Social and Behavioral Sciences
4. Criminology
5. Criminology and Criminal Justice, general
6. EBOOK
7. EBOOK - SPRINGER
8. GAME THEORY
9. Game Theory, Economics, Social and Behav. Sciences
10. PHYSICS
11. Security Science and Technology
12. System safety
|
| Item Type | eBook |
Multi-Media Links
Please Click here for eBook
Circulation Data
| Accession# | |
Call# | Status | Issued To | Return Due On | Physical Location |
| I08365 |
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On Shelf |
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16.
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| Title | Networks of Echoes : Imitation, Innovation and Invisible Leaders |
| Author(s) | West, Bruce J;Turalska, Malgorzata;Grigolini, Paolo |
| Publication | Cham, Springer International Publishing, 2014. |
| Description | XI, 225 p. 86 illus., 1 illus. in color : online resource |
| Abstract Note | Networks of Echoes: Imitation, Innovation and Invisible Leaders is a mathematically rigorous and data rich book on a fascinating area of the science and engineering of social webs.?? There are hundreds of complex network phenomena whose statistical properties are described by inverse power laws.?? The phenomena of interest are not arcane events that we encounter only fleetingly, but are events that dominate our lives. We examine how this intermittent statistical behavior intertwines itself with what appears to be the organized activity of social groups.?? The book is structured as answers to a sequence of questions such as: How are decisions reached in elections and boardrooms??? How is the stability of a society undermined by zealots and committed minorities, and how is that stability re-established??? Can we learn to answer such questions about human behavior by studying the way flocks of birds retain their formation when eluding a predator??? These questions and others are answered using a generic model of a complex dynamic network???one whose global behavior is determined by a symmetric interaction among individuals based on social imitation.??The complexity of the network is manifest in time series resulting from self-organized critical dynamics that have divergent first and second moments, are non-stationary, non-ergodic, and non-Poisson.?? How phase transitions in the network dynamics influence such activity as decision making is a fascinating story and provides a context for introducing many of the mathematical ideas necessary for understanding complex networks in general.?? The decision making model (DMM) is selected to emphasize that there are features of complex webs that supersede specific mechanisms and need to be understood from a general perspective.?? This insightful overview of recent tools and their uses may serve as an introduction and curriculum guide in related courses |
| ISBN,Price | 9783319048796 |
| Keyword(s) | 1. APPLICATION SOFTWARE
2. Applications of Graph Theory and Complex Networks
3. Computer Appl. in Social and Behavioral Sciences
4. Data-driven Science, Modeling and Theory Building
5. EBOOK
6. EBOOK - SPRINGER
7. ECONOPHYSICS
8. GAME THEORY
9. Game Theory, Economics, Social and Behav. Sciences
10. Methodology of the Social Sciences
11. PHYSICS
12. SOCIAL SCIENCES
13. Sociophysics
|
| Item Type | eBook |
Multi-Media Links
Please Click here for eBook
Circulation Data
| Accession# | |
Call# | Status | Issued To | Return Due On | Physical Location |
| I08236 |
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On Shelf |
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17.
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| Title | Experimental Econophysics : Properties and Mechanisms of Laboratory Markets |
| Author(s) | Huang, Ji-Ping |
| Publication | Berlin, Heidelberg, Springer Berlin Heidelberg, 2015. |
| Description | XV, 192 p. 75 illus., 35 illus. in color : online resource |
| Abstract Note | Experimental Econophysics describes the method of controlled human experiments, which is developed by physicists to study some problems in economics or finance, namely, stylized facts, fluctuation phenomena, herd behavior, contrarian behavior, hedge behavior, cooperation, business cycles, partial information, risk management, and stock prediction. Experimental econophysics together with empirical econophysics are two branches of the field of econophysics. The latter one has been extensively discussed in the existing books, while the former one has been seldom touched. In this book, the author will focus on the branch of experimental econophysics. Empirical econophysics is based on the analysis of data in real markets by using some statistical tools borrowed from traditional statistical physics. Differently, inspired by the role of controlled experiments and system modelling (for computer simulations and/or analytical theory) in developing modern physics, experimental econophysics specially relies on controlled human experiments in the laboratory (producing data for analysis) together with agent-based modelling (for computer simulations and/or analytical theory), with an aim at revealing the general cause-effect relationship between specific parameters and emergent properties of real economic/financial markets. This book covers the basic concepts, experimental methods, modelling approaches, and latest progress in the field of experimental econophysics |
| ISBN,Price | 9783662442340 |
| Keyword(s) | 1. Behavioral economics
2. Behavioral/Experimental Economics
3. COMPLEXITY
4. COMPUTATIONAL COMPLEXITY
5. Data-driven Science, Modeling and Theory Building
6. EBOOK
7. EBOOK - SPRINGER
8. ECONOPHYSICS
9. GAME THEORY
10. Game Theory, Economics, Social and Behav. Sciences
11. Sociophysics
|
| Item Type | eBook |
Multi-Media Links
Please Click here for eBook
Circulation Data
| Accession# | |
Call# | Status | Issued To | Return Due On | Physical Location |
| I08234 |
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On Shelf |
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18.
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| Title | Evolutionary Games in Complex Topologies : Interplay Between Structure and Dynamics |
| Author(s) | Poncela Casasnovas, Julia |
| Publication | Berlin, Heidelberg, Springer Berlin Heidelberg, 2012. |
| Description | XIV, 158 p : online resource |
| Abstract Note | There are many examples of cooperation in Nature: cells cooperate to form tissues, organs cooperate to form living organisms, and individuals cooperate to raise their offspring or to hunt. However, why cooperation emerges and survives in hostile environments, when defecting would be a much more profitable short-term strategy, is a question that still remains open. During the past few years, several explanations have been proposed, including kin and group selection, punishment and reputation mechanisms, or network reciprocity. This last one will be the center of the present study. The thesis explores the interface between the underlying structure of a given population and the outcome of the cooperative dynamics taking place on top of it, (namely, the Prisoner's Dilemma Game). The first part of this work analyzes the case of a static system, where the pattern of connections is fixed, so it does not evolve over time. The second part develops two models for growing topologies, where the growth and the dynamics are entangled |
| ISBN,Price | 9783642301179 |
| Keyword(s) | 1. COMPLEX SYSTEMS
2. DYNAMICAL SYSTEMS
3. EBOOK
4. EBOOK - SPRINGER
5. GAME THEORY
6. Game Theory, Economics, Social and Behav. Sciences
7. STATISTICAL PHYSICS
8. Statistical Physics and Dynamical Systems
9. Systems biology
|
| Item Type | eBook |
Multi-Media Links
Please Click here for eBook
Circulation Data
| Accession# | |
Call# | Status | Issued To | Return Due On | Physical Location |
| I08227 |
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On Shelf |
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19.
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| Title | Algorithms and Dynamical Models for Communities and Reputation in Social Networks |
| Author(s) | Traag, Vincent |
| Publication | Cham, Springer International Publishing, 2014. |
| Description | XIV, 229 p. 40 illus., 19 illus. in color : online resource |
| Abstract Note | A persistent problem when finding communities in large complex networks is the so-called resolution limit. This thesis addresses this issue meticulously, and introduces the important notion of resolution-limit-free. Remarkably, only few methods possess this desirable property, and this thesis puts forward one such method. Moreover, it discusses how to asses whether communities can occur by chance or not. One aspect that is often ignored in this field is treated here: links can also be negative, as in war or conflict. Besides how to incorporate this in community detection, it also examines the dynamics of such negative links, inspired by a sociological theory known as social balance. This has intriguing connections to the evolution of cooperation, suggesting that for cooperation to emerge, groups often split in two opposing factions. In addition to these theoretical contributions, the thesis also contains an empirical analysis of the effect of trading communities on international conflict, and how communities form in a citation network with positive and negative links |
| ISBN,Price | 9783319063911 |
| Keyword(s) | 1. Applications of Graph Theory and Complex Networks
2. EBOOK
3. EBOOK - SPRINGER
4. Economic sociology
5. GAME THEORY
6. Game Theory, Economics, Social and Behav. Sciences
7. MATHEMATICS
8. Mathematics in the Humanities and Social Sciences
9. Organizational Studies, Economic Sociology
10. PHYSICS
11. SOCIAL SCIENCES
|
| Item Type | eBook |
Multi-Media Links
Please Click here for eBook
Circulation Data
| Accession# | |
Call# | Status | Issued To | Return Due On | Physical Location |
| I08012 |
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On Shelf |
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20.
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| Title | Social Phenomena : From Data Analysis to Models |
| Author(s) | Gon??alves, Bruno;Perra, Nicola |
| Publication | Cham, Springer International Publishing, 2015. |
| Description | XII, 260 p. 71 illus., 67 illus. in color : online resource |
| Abstract Note | This book focuses on the new possibilities and approaches to social modeling currently being made possible by an unprecedented variety of datasets generated by our interactions with modern technologies. This area has witnessed a veritable explosion of activity over the last few years, yielding many interesting and useful results. Our aim is to provide an overview of the state of the art in this area of research, merging an extremely heterogeneous array of datasets and models. Social Phenomena: From Data Analysis??to Models is divided into two parts. Part I deals with modeling social behavior under normal conditions: How we live, travel, collaborate and interact with each other in our daily lives. Part II deals with societal behavior under exceptional conditions: Protests, armed insurgencies, terrorist attacks, and reactions to infectious diseases. This book offers an overview of one of the most fertile emerging fields bringing together practitioners from scientific communities as diverse as social sciences, physics and computer science. We hope to not only provide an unifying framework to understand and characterize social phenomena, but also to help foster the dialogue between researchers working on similar problems from different fields and perspectives |
| ISBN,Price | 9783319140117 |
| Keyword(s) | 1. APPLICATION SOFTWARE
2. Computer Appl. in Social and Behavioral Sciences
3. Data-driven Science, Modeling and Theory Building
4. EBOOK
5. EBOOK - SPRINGER
6. ECONOPHYSICS
7. GAME THEORY
8. Game Theory, Economics, Social and Behav. Sciences
9. Methodology of the Social Sciences
10. Numerical and Computational Physics, Simulation
11. PHYSICS
12. SOCIAL SCIENCES
13. Sociophysics
|
| Item Type | eBook |
Multi-Media Links
Please Click here for eBook
Circulation Data
| Accession# | |
Call# | Status | Issued To | Return Due On | Physical Location |
| I08006 |
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On Shelf |
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