Financial Econometrics and Empirical Market Microstructure
暫譯: 金融計量經濟學與實證市場微觀結構

在大數據時代，我們的社會獲得了獨特的機會來理解複雜社會經濟系統的內部動態和行為。大型數據庫的可用性提升、大規模數據挖掘能力的增強，以及複雜系統理論、多代理模擬和計算社會科學的進展，開啟了建模前所未有現象的可能性。本書由Perm Winter School貢獻，針對社會經濟系統演變的機制和統計問題進行探討，重點關注由高頻數據分析驅動的金融市場。

Anil K. Bera, Ph.D., Professor of Economics at University of Illinois. Since 1989, Dr. Bera has been awarded eight degrees from Calcutta University, the Indian Statistical Institute, and the Australian National University for his excellence in teaching as well as professional and postgraduate training. He is the author of the popular Jarque-Bera goodness-of-fit test, as well as numerous publications in econometrics and economic statistics.

Sergey Ivliev, Ph.D. in economics, Associate Professor at Perm State University, Chief Research Officer at PROGNOZ, Member of Steering committee of PRMIA Russia. He is a Principal coordinator of Perm Winter School and editor of the Market Risk and Financial Markets Modeling book published by Springer.

Fabrizio Lillo, Professor of Quantitative Finance at the Scuola Normale Superiore di Pisa (Italy), Assistant Professor of Physics at Palermo University (Italy) and External Professor at the Santa Fe Institute (USA). He is author of more than 60 referred scientific papers. The ISI papers have received more than 800 citations and his h-index is 16. His research is focused on the application of methods and tools of statistical physics to economic, financial, and biological complex systems.

Anil K. Bera，博士，伊利諾伊大學經濟學教授。自1989年以來，Bera博士因其卓越的教學及專業和研究生培訓而獲得了來自加爾各答大學、印度統計學院和澳大利亞國立大學的八個學位。他是著名的Jarque-Bera適合度檢驗的作者，並在計量經濟學和經濟統計方面發表了多篇論文。

Sergey Ivliev，經濟學博士，彼爾姆國立大學副教授，PROGNOZ首席研究官，PRMIA俄羅斯指導委員會成員。他是彼爾姆冬季學校的主要協調者，也是由Springer出版的《市場風險與金融市場建模》一書的編輯。

Fabrizio Lillo，意大利比薩高等師範學校定量金融教授，意大利巴勒莫大學物理學助理教授，以及美國聖塔菲研究所的外部教授。他是60多篇經過審核的科學論文的作者。這些ISI論文已獲得超過800次引用，他的h指數為16。他的研究專注於將統計物理的方法和工具應用於經濟、金融和生物複雜系統。