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Economics --- Finance --- Finance --- Statistical physics --- Mathematical models --- Mathematical models --- Statistical methods

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Statisticians of the Centuries aims to demonstrate the achievements of statistics to a broad audience, and to commemorate the work of celebrated statisticians. This is done through short biographies that put the statistical work in its historical and sociological context, emphasizing contributions to science and society in the broadest terms rather than narrow technical achievement. The discipline is treated from its earliest times and only individuals born prior to the 20th Century are included. The volume arose through the initiative of the International Statistical Institute (ISI), the principal representative association for international statistics (founded in 1885). Extensive consultations within the statistical community, and with prominent members of ISI in particular, led to the names of the 104 individuals who are included in the volume. The biographies were contributed by 73 authors from across the world. The editors are the well-known statisticians Chris Heyde and Eugene Seneta. Chris Heyde is Professor of Statistics at both Columbia University in New York and the Australian National University in Canberra. He is also Director of the Center for Applied Probability at Columbia. He has twice served as Vice President of the ISI, and also as President of the ISI's Bernoulli Society. Eugene Seneta is Professor of Mathematical Statistics at the University of Sydney and a Member of the ISI. His historical writings focus on 19th Century France and the Russian Empire. He has taught courses on the history of probability-based statistics in U.S. universities. Both editors are Fellows of the Australian Academy of Science and have, at various times, been awarded the Pitman Medal of the Statistical Society of Australia for their distinguished research contributions.

Mathematical statistics --- Mathematician. Statistician. Logici --- Statisticians --- AA / International- internationaal --- 300 --- 08 --- Algemene statistische naslagwerken. --- Biografieën en memoires. --- Statistics. --- Statistical physics. --- Dynamical systems. --- Statistics, general. --- Statistical Physics, Dynamical Systems and Complexity. --- Biography. --- Mathematicians --- Biografieën en memoires --- Algemene statistische naslagwerken --- Mathematics --- Mathématiques --- Mathématiciens --- History. --- Histoire. --- Statistics . --- Complex Systems. --- Statistical Physics and Dynamical Systems. --- Dynamical systems --- Kinetics --- Mechanics, Analytic --- Force and energy --- Mechanics --- Physics --- Statics --- Statistical analysis --- Statistical data --- Statistical methods --- Statistical science --- Econometrics --- Mathématiques --- Histoire --- Statisticians - Biography. --- Biographie --- Statistics - history --- Statistics - biography

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This second edition presents the advances made in finance market analysis since 2005. The book provides a careful introduction to stochastic methods along with approximate ensembles for a single, historic time series. The new edition explains the history leading up to the biggest economic disaster of the 21st century. Empirical evidence for finance market instability under deregulation is given, together with a history of the explosion of the US Dollar worldwide. A model shows how bounds set by a central bank stabilized FX in the gold standard era, illustrating the effect of regulations. The book presents economic and finance theory thoroughly and critically, including rational expectations, cointegration and arch/garch methods, and replaces several of those misconceptions by empirically based ideas. This book will be of interest to finance theorists, traders, economists, physicists and engineers, and leads the reader to the frontier of research in time series analysis.

Statistical physics --- statistieken --- Finance --- Business mathematics. --- Markets --- Statistical physics. --- Mathematical models. --- Statistical methods. --- AA / International- internationaal --- 305.91 --- 305.970 --- 333.605 --- 331.062 --- -Finance --- -Business mathematics --- -Statistical physics --- 332.0151 --- Physics --- Mathematical statistics --- Public markets --- Commerce --- Fairs --- Market towns --- Arithmetic, Commercial --- Business --- Business arithmetic --- Business math --- Commercial arithmetic --- Mathematics --- Funding --- Funds --- Economics --- Currency question --- Econometrie van de financiële activa. Portfolio allocation en management. CAPM. Bubbles. --- Algemeenheden: Autoregression and moving average representation. ARIMA. ARMAX. Lagrange multiplier. Wald. Function (mis) specification. Autocorrelation. Homoscedasticity. Heteroscedasticity. ARCH. GARCH. Integration and co-integration. Unit roots. --- Nieuwe financiële instrumenten. --- Anticyclisch beleid. Rational expectations. --- Mathematical models --- Statistical methods --- Business mathematics --- Econometrie van de financiële activa. Portfolio allocation en management. CAPM. Bubbles --- Algemeenheden: Autoregression and moving average representation. ARIMA. ARMAX. Lagrange multiplier. Wald. Function (mis) specification. Autocorrelation. Homoscedasticity. Heteroscedasticity. ARCH. GARCH. Integration and co-integration. Unit roots --- Anticyclisch beleid. Rational expectations --- Nieuwe financiële instrumenten --- Marché financier --- General and Others

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Standard texts and research in economics and finance ignore the absence of evidence from the analysis of real, unmassaged market data to support the notion of Adam Smith's stabilizing Invisible Hand. The neo-classical equilibrium model forms the theoretical basis for the positions of the US Treasury, the World Bank and the European Union, accepting it as their credo. It provides the theoretical underpinning for globalization, expecting to achieve the best of all possible worlds via the deregulation of all markets. In stark contrast, this text introduces a empirically based model of financial market dynamics that explains volatility, prices options correctly and clarifies the instability of financial markets. The emphasis is on understanding how real markets behave, not how they hypothetically 'should' behave. This text is written for physics graduate students and finance specialists, but will also serve as a valuable resource for those with a less mathematical background.

Finance --- Business mathematics --- Statistical physics --- Finances --- Mathématiques financières --- Physique statistique --- Mathematical models --- Statistical methods --- Modèles mathématiques --- Méthodes statistiques --- Business mathematics. --- Markets --- Statistical physics. --- Mathematical models. --- Statistical methods. --- AA / International- internationaal --- 305.91 --- 333.605 --- Econometrie van de financiële activa. Portfolio allocation en management. CAPM. Bubbles. --- Nieuwe financiële instrumenten. --- Mathématiques financières --- Modèles mathématiques --- Méthodes statistiques --- Physics --- Mathematical statistics --- Public markets --- Commerce --- Fairs --- Market towns --- Arithmetic, Commercial --- Business --- Business arithmetic --- Business math --- Commercial arithmetic --- Mathematics --- Econometrie van de financiële activa. Portfolio allocation en management. CAPM. Bubbles --- Nieuwe financiële instrumenten --- General and Others --- Econophysics. --- Economics

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The combined efforts of the Physicists and the Economists in recent years in analyzing and modelling various dynamic phenomena in monetary and social systems have led to encouraging developments, generally classified under the title of Econophysics. These developments share a common ambition with the already established field of Quantitative Economics. This volume intends to offer the reader a glimpse of these two parallel initiatives by collecting review papers written by well-known experts in the respective research frontiers in one cover. This massive book presents a unique combination of research papers contributed almost equally by Physicists and Economists. Additional contributions from Computer Scientists and Mathematicians are also included in this volume. The book consists of two parts: the first part concentrates on Econophysics problems and the second part stresses on various quantitative issues in Economics. Both parts specialize on frontier problems in Games and Social Choices.

Quantitative methods (economics) --- Economics --- Operational research. Game theory --- Discrete mathematics --- Mathematical statistics --- Mathematics --- Classical mechanics. Field theory --- Statistical physics --- Business management --- Recreation. Games. Sports. Corp. expression --- grafentheorie --- economie --- management --- statistiek --- spellen --- speltheorie --- econometrie --- fysica --- dynamica --- Econophysics --- 305.6 --- 330.3 --- AA / International- internationaal --- Physics --- Methodology --- Risicotheorie, speltheorie. Risicokapitaal. Beslissingsmodellen --- Methode in staathuishoudkunde. Statische, dynamische economie. Modellen. Experimental economics --- Statistical methods