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Author  Title  Accn#  Year  Item Type  Claims 
1 
Boguslavskiy, Josif A 
Dynamic Systems Models 
I10444 
2016 
eBook 

2 
Tasca, Paolo 
Banking Beyond Banks and Money 
I10210 
2016 
eBook 

3 
Jan??en, Martin 
Generated Dynamics of Markov and Quantum Processes 
I10130 
2016 
eBook 

4 
Frederic Abergel (ed.) 
New Perspectives and Challenges in Econophysics and Sociophysics 
I09462 
2019 
eBook 

5 
Schulz, Michael 
Statistical Physics and Economics 
I10941 
2003 
eBook 

6 
M??nnix, Michael 
Studies of Credit and Equity Markets with Concepts of Theoretical Physics 
I07295 
2011 
eBook 

7 
Paul, Wolfgang 
Stochastic Processes 
I07071 
2013 
eBook 

8 
Bezruchko, Boris P 
Extracting Knowledge From Time Series 
I05873 
2010 
eBook 


1.


Title  Dynamic Systems Models : New Methods of Parameter and State Estimation 
Author(s)  Boguslavskiy, Josif A;Borodovsky, Mark 
Publication  Cham, Springer International Publishing, 2016. 
Description  XX, 201 p : online resource 
Abstract Note  This monograph is an exposition of a novel method for solving inverse problems, a method of parameter estimation for time series data collected from simulations of real experiments. These time series might be generated by measuring the dynamics of aircraft in flight, by the function of a hidden Markov model used in bioinformatics or speech recognition or when analyzing the dynamics of asset pricing provided by the nonlinear models of financial mathematics. Dynamic Systems Models demonstrates the use of algorithms based on polynomial approximation which have weaker requirements than alreadypopular iterative methods. Specifically, they do not require a first approximation of a root vector and they allow nondifferentiable elements in the vector functions being approximated. The text covers all the points necessary for the understanding and use of polynomial approximation from the mathematical fundamentals, through algorithm development to the application of the method in, for instance, aeroplane flight dynamics or biological sequence analysis. The technical material is illustrated by the use of worked examples and methods for training the algorithms are included. Dynamic Systems Models provides researchers in aerospatial engineering, bioinformatics and financial mathematics (as well as computer scientists interested in any of these fields) with a reliable and effective numerical method for nonlinear estimation and solving boundary problems when carrying out control design. It will also be of interest to academic researchers studying inverse problems and their solution 
ISBN,Price  9783319040363 
Keyword(s)  1. Aerospace engineering
2. Aerospace Technology and Astronautics
3. Applications of Nonlinear Dynamics and Chaos Theory
4. ASTRONAUTICS
5. EBOOK
6. EBOOK  SPRINGER
7. Economics, Mathematical??
8. IMAGE PROCESSING
9. Mathematical Modeling and Industrial Mathematics
10. MATHEMATICAL MODELS
11. Quantitative Finance
12. SIGNAL PROCESSING
13. Signal, Image and Speech Processing
14. Speech processing systems
15. STATISTICAL PHYSICS

Item Type  eBook 
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Call#  Status  Issued To  Return Due On  Physical Location 
I10444 


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2.


Title  Banking Beyond Banks and Money : A Guide to Banking Services in the TwentyFirst Century 
Author(s)  Tasca, Paolo;Aste, Tomaso;Pelizzon, Loriana;Perony, Nicolas 
Publication  Cham, Springer International Publishing, 2016. 
Description  VI, 316 p. 64 illus., 54 illus. in color : online resource 
Abstract Note  Do you know how banking and money will look like in the new digital age? This book collects the voices of leading scholars, entrepreneurs, policy makers and consultants who, through their expertise and keen analytical skills, are best positioned to picture from various angles the ongoing technological revolution in banking and finance. You will learn how lending and borrowing can exist without banks; how new forms of money can compete to better serve different society needs; how new technologies are banking the unbanked communities in the poorest parts of the world, and how ideas and small projects can be financed by the crowds without the need to rely upon banks. You will learn how, in the new digital age, we will interact with new selforganised and autonomous companies that operate without any human involvement, based on a set of programmed and incorruptible rules. You will learn that new business models will emerge thanks to technologyenabled platforms, upon which one can build new forms of nonhierarchical cooperation between strangers. And you will also learn that new forms of risks and threats are emerging that will destabilise our systems and jeopardise the stability of our financial order 
ISBN,Price  9783319424484 
Keyword(s)  1. Data structures (Computer science)
2. Data Structures and Information Theory
3. Datadriven Science, Modeling and Theory Building
4. EBOOK
5. EBOOK  SPRINGER
6. Economics, Mathematical??
7. ECONOPHYSICS
8. FINANCE
9. Finance, general
10. Methodology of the Social Sciences
11. Quantitative Finance
12. SOCIAL SCIENCES
13. Sociophysics

Item Type  eBook 
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Accession#  
Call#  Status  Issued To  Return Due On  Physical Location 
I10210 


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3.


Title  Generated Dynamics of Markov and Quantum Processes 
Author(s)  Jan??en, Martin 
Publication  Berlin, Heidelberg, Springer Berlin Heidelberg, 2016. 
Description  XVII, 226 p. 36 illus., 1 illus. in color : online resource 
Abstract Note  This book presents Markov and quantum processes as two sides of a coin called generated stochastic processes. It deals with quantum processes as reversible stochastic processes generated by onestep unitary operators, while Markov processes are irreversible stochastic processes generated by onestep stochastic operators. The characteristic feature of quantum processes are oscillations, interference, lots of stationary states in bounded systems and possible asymptotic stationary scattering states in open systems, while the characteristic feature of Markov processes are relaxations to a single stationary state. Quantum processes apply to systems where all variables, that control reversibility, are taken as relevant variables, while Markov processes emerge when some of those variables cannot be followed and are thus irrelevant for the dynamic description. Their absence renders the dynamic irreversible. A further aim is to demonstrate that almost any subdiscipline of theoretical physics can conceptually be put into the context of generated stochastic processes. Classical mechanics and classical field theory are deterministic processes which emerge when fluctuations in relevant variables are negligible. Quantum mechanics and quantum field theory consider genuine quantum processes. Equilibrium and nonequilibrium statistics apply to the regime where relaxing Markov processes emerge from quantum processes by omission of a large number of uncontrollable variables. Systems with many variables often selforganize in such a way that only a few slow variables can serve as relevant variables. Symmetries and topological classes are essential in identifying such relevant variables. The third aim of this book is to provide conceptually general methods of solutions which can serve as starting points to find relevant variables as to apply bestpractice approximation methods. Such methods are available through generating functionals. The potential reader is a graduate student who has heard already a course in quantum theory and equilibrium statistical physics including the mathematics of spectral analysis (eigenvalues, eigenvectors, Fourier and Laplace transformation). The reader should be open for a unifying look on several topics 
ISBN,Price  9783662496961 
Keyword(s)  1. EBOOK
2. EBOOK  SPRINGER
3. Economics, Mathematical??
4. ENGINEERING
5. Engineering, general
6. MATHEMATICAL PHYSICS
7. Quantitative Finance
8. Theoretical, Mathematical and Computational Physics

Item Type  eBook 
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Call#  Status  Issued To  Return Due On  Physical Location 
I10130 


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4.


Title  New Perspectives and Challenges in Econophysics and Sociophysics 
Author(s)  Frederic Abergel (ed.);Bikas K. Chakrabarti (ed.);Anirban Chakraborti (ed.);Nivedita Deo (ed.);Sharma, Kiran 
Publication  Cham, Springer International Publishing, 2019. 
Description  X, 272 p. 105 illus., 67 illus. in color : online resource 
Abstract Note  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 largescale 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. 
ISBN,Price  9783030113643 
Keyword(s)  1. Big data
2. EBOOK
3. EBOOK  SPRINGER
4. Economics, Mathematical??
5. GAME THEORY
6. Quantitative Finance
7. Science???Social aspects
8. Societal Aspects of Physics, Outreach and Education
9. STATISTICAL PHYSICS
10. Statistical Physics and Dynamical Systems

Item Type  eBook 
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Accession#  
Call#  Status  Issued To  Return Due On  Physical Location 
I09462 


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5.


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 
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Accession#  
Call#  Status  Issued To  Return Due On  Physical Location 
I10941 


On Shelf 




6.


Title  Studies of Credit and Equity Markets with Concepts of Theoretical Physics 
Author(s)  M??nnix, Michael 
Publication  Wiesbaden, 1. Imprint: Vieweg+Teubner Verlag
2. Vieweg+Teubner Verlag, 2011. 
Description  XVII, 173 p : online resource 
Abstract Note  Financial markets are becoming increasingly complex. The financial crisis of 2008 to 2009 has demonstrated that an improved understanding of the mechanisms embedded in the market is a key requirement for the estimation of financial risk. Recently, concepts of theoretical physics, in particular concepts of complex systems, have proven to be very useful in this regard. Michael C. M??nnix analyses the statistical dependencies in financial markets and develops mathematical models using concepts and methods from physics. The author focuses on aspects that played a key role in the emergence of the recent financial crisis: estimation of credit risk, dynamics of statistical dependencies, and correlations on small timescales. He visualizes the findings for various largescale empirical studies of market data. The results give novel insights into the mechanisms of financial markets and allow conclusions on how to reduce financial risk significantly 
ISBN,Price  9783834883285 
Keyword(s)  1. EBOOK
2. EBOOK  SPRINGER
3. Economics, Mathematical??
4. Quantitative Finance

Item Type  eBook 
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Accession#  
Call#  Status  Issued To  Return Due On  Physical Location 
I07295 


On Shelf 



 