[PDF] Full Stylised Facts Study Least Action Method And Diffusion Approximations Download eBook

Stylised Facts Study, Least Action Method and Diffusion Approximations

Author: Liang Zhang

Publisher:

Published: 2013

Total Pages:

ISBN-13:

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Limit Order Books

Author: Frédéric Abergel

Publisher: Cambridge University Press

Published: 2016-05-09

Total Pages: 242

ISBN-13: 1316870480

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A limit order book is essentially a file on a computer that contains all orders sent to the market, along with their characteristics such as the sign of the order, price, quantity and a timestamp. The majority of organized electronic markets rely on limit order books to store the list of interests of market participants on their central computer. A limit order book contains all the information available on a specific market and it reflects the way the market moves under the influence of its participants. This book discusses several models of limit order books. It begins by discussing the data to assess their empirical properties, and then moves on to mathematical models in order to reproduce the observed properties. Finally, the book presents a framework for numerical simulations. It also covers important modelling techniques including agent-based modelling, and advanced modelling of limit order books based on Hawkes processes. The book also provides in-depth coverage of simulation techniques and introduces general, flexible, open source library concepts useful to readers studying trading strategies in order-driven markets.

Cambridge Tracts in Mathematics

Author: Jean Bertoin

Publisher: Cambridge University Press

Published: 1996

Total Pages: 292

ISBN-13: 9780521646321

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This 1996 book is a comprehensive account of the theory of Lévy processes; aimed at probability theorists.

Nonlinear Dynamics and Chaos

Author: Steven H. Strogatz

Publisher: CRC Press

Published: 2018-05-04

Total Pages: 532

ISBN-13: 0429961111

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This textbook is aimed at newcomers to nonlinear dynamics and chaos, especially students taking a first course in the subject. The presentation stresses analytical methods, concrete examples, and geometric intuition. The theory is developed systematically, starting with first-order differential equations and their bifurcations, followed by phase plane analysis, limit cycles and their bifurcations, and culminating with the Lorenz equations, chaos, iterated maps, period doubling, renormalization, fractals, and strange attractors.

Networks, Crowds, and Markets

Author: David Easley

Publisher: Cambridge University Press

Published: 2010-07-19

Total Pages: 745

ISBN-13: 1139490303

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Are all film stars linked to Kevin Bacon? Why do the stock markets rise and fall sharply on the strength of a vague rumour? How does gossip spread so quickly? Are we all related through six degrees of separation? There is a growing awareness of the complex networks that pervade modern society. We see them in the rapid growth of the internet, the ease of global communication, the swift spread of news and information, and in the way epidemics and financial crises develop with startling speed and intensity. This introductory book on the new science of networks takes an interdisciplinary approach, using economics, sociology, computing, information science and applied mathematics to address fundamental questions about the links that connect us, and the ways that our decisions can have consequences for others.

After Method

Author: John Law

Publisher: Routledge

Published: 2004-08-12

Total Pages: 208

ISBN-13: 113429431X

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John Law argues that methods don't just describe social realities but are also involved in creating them. The implications of this argument are highly significant. If this is the case, methods are always political, and it raises the question of what kinds of social realities we want to create. Most current methods look for clarity and precision. It is usually said that only poor research produces messy findings, and the idea that things in the world might be fluid, elusive, or multiple is unthinkable. Law's startling argument is that this is wrong and it is time for a new approach. Many realities, he says, are vague and ephemeral. If methods want to know and help to shape the world, then they need to reinvent themselves and their politics to deal with mess. That is the challenge. Nothing less will do.

Gnuplot in Action

Author: Philipp K. Janert

Publisher: Simon and Schuster

Published: 2016-03-08

Total Pages: 779

ISBN-13: 1638352771

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Summary Gnuplot in Action, Second Edition is a major revision of this popular and authoritative guide for developers, engineers, and scientists who want to learn and use gnuplot effectively. Fully updated for gnuplot version 5, the book includes four pages of color illustrations and four bonus appendixes available in the eBook. Purchase of the print book includes a free eBook in PDF, Kindle, and ePub formats from Manning Publications. About the Technology Gnuplot is an open-source graphics program that helps you analyze, interpret, and present numerical data. Available for Unix, Mac, and Windows, it is well-maintained, mature, and totally free. About the Book Gnuplot in Action, Second Edition is a major revision of this authoritative guide for developers, engineers, and scientists. The book starts with a tutorial introduction, followed by a systematic overview of gnuplot's core features and full coverage of gnuplot's advanced capabilities. Experienced readers will appreciate the discussion of gnuplot 5's features, including new plot types, improved text and color handling, and support for interactive, web-based display formats. The book concludes with chapters on graphical effects and general techniques for understanding data with graphs. It includes four pages of color illustrations. 3D graphics, false-color plots, heatmaps, and multivariate visualizations are covered in chapter-length appendixes available in the eBook. What's Inside Creating different types of graphs in detail Animations, scripting, batch operations Extensive discussion of terminals Updated to cover gnuplot version 5 About the Reader No prior experience with gnuplot is required. This book concentrates on practical applications of gnuplot relevant to users of all levels. About the Author Philipp K. Janert, PhD, is a programmer and scientist. He is the author of several books on data analysis and applied math and has been a gnuplot power user and developer for over 20 years. Table of Contents PART 1 GETTING STARTED Prelude: understanding data with gnuplot Tutorial: essential gnuplot The heart of the matter: the plot command PART 2 CREATING GRAPHS Managing data sets and files Practical matters: strings, loops, and history A catalog of styles Decorations: labels, arrows, and explanations All about axes PART 3 MASTERING TECHNICALITIES Color, style, and appearance Terminals and output formats Automation, scripting, and animation Beyond the defaults: workflow and styles PART 4 UNDERSTANDING DATA Basic techniques of graphical analysis Topics in graphical analysis Coda: understanding data with graphs

Minority Games

Author: Damien Challet

Publisher: OUP Oxford

Published: 2004-11-04

Total Pages: 364

ISBN-13: 0191546526

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The Minority Game is a physicist's attempt to explain market behaviour by the interaction between traders. With a minimal set of ingredients and drastic assumptions, this model reproduces market ecology among different types of traders. Its emphasis is on speculative trading and information flow. The book first describes the philosophy lying behind the conception of the Minority Game in 1997, and includes in particular a discussion about the El Farol bar problem. It then reviews the main steps in later developments, including both the theory and its applications to market phenomena. 'Minority Games' gives a colourful and stylized, but also realistic picture of how financial markets operate.