Bøker i Physics of Society: Econophysics and Sociophysics-serien

The recent availability of big data on heterogeneity and synchronization of economic networks brings an opportunity to explore concepts of macroeconomics. The theories of statistical physics, complex networks and big data are applied to understand the intricacies of macroeconomic concepts including business cycles, systemic risks, inflation and productivity.

Limit order books and order-driven markets form one of the main fields in market microstructure, an area which has triggered a considerable amount of interest amongst both researchers and market practitioners. This text is devoted to the statistical, mathematical and numerical aspects of limit order books.

This book discusses the statistical physics approach in economics and its application to macroeconomic modelling and inference. It offers a systematic treatment of concepts to create an alternative micro foundation framework for widespread adoption. The text offers mathematical and computational analysis to develop heterogeneous interacting agents.