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关于拙著《实验经济物理学》(Experimental Econophysics)

已有 4815 次阅读 2014-7-1 10:19 |系统分类:博客资讯| 经济物理


我的这本专著是英文版,由德国Springer(国际上最大的科技图书出版商)出资出版发行,相关网页:


(1)Springer的网页:http://www.springer.com/physics/complexity/book/978-3-662-44233-3

【当初申请出版此书时,收到的审稿意见:http://blog.sciencenet.cn/blog-683185-774471.html


(2)亚马逊上可以购买:

http://www.amazon.com/Experimental-Econophysics-Properties-Mechanisms-Laboratory/dp/3662442337


窃以为,此书还是值得相关领域的同行、特别是想入门的研究生阅读的。此书的全名、摘要和目录如下——


书名:


Experimental Econophysics: Properties and Mechanisms of Laboratory Markets


摘要:


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.


目录:


1. Introduction

2. Fundamentals

3. Stylized facts: Scaling Law and Clustering Behavior

4. Fluctuation Phenomena: Leverage Could be Positive and Negative

5. Herd Behavior: Beyond the Known Ruinous Role

6. Contrarian Behavior: Beyond the Known Helpful Role

7. Hedge Behavior: Statistical Equivalence of Different Systems

8. Cooperation: Spontaneous Emergence of the Invisible Hand

9. Business Cycles: Competition between Suppliers and Consumers

10. Partial Information: Equivalent to Complete Information

11. Risk Management: Unusual Risk-Return Relationship

12. Prediction: Pure Technical Analysis Might not Work Satisfactorily

13. Summary and outlook

Appendix


PS: 这本书之所以能够顺利出版,是我向我课题组的学生们和合作者们学习的成果之一,在撰写此书的过程中我亦得到很多学生的帮助。特此致谢!



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