Econophysics Approaches to Large-Scale Business Data and Financial Crisis
In recent years, as part of the increasing “informationization” of industry and the economy, enterprises have been accumulating vast amounts of detailed data such as high-frequency transaction data in nancial markets and point-of-sale information onindividualitems in theretail sector. Similarly,vast...
| Συγγραφή απο Οργανισμό/Αρχή: | |
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| Άλλοι συγγραφείς: | , , |
| Μορφή: | Ηλεκτρονική πηγή Ηλ. βιβλίο |
| Γλώσσα: | English |
| Έκδοση: |
Tokyo :
Springer Japan : Imprint: Springer,
2010.
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| Θέματα: | |
| Διαθέσιμο Online: | Full Text via HEAL-Link |
Πίνακας περιεχομένων:
- Financial Market Properties
- Trend Switching Processes in Financial Markets
- Nonlinear Memory and Risk Estimation in Financial Records
- Microstructure and Execution Strategies in the Global Spot FX Market
- Temporal Structure of Volatility Fluctuations
- Theoretical Base of the PUCK-Model with Application to Foreign Exchange Markets
- Financial Crisis and Macroeconomics
- Financial Bubbles, Real Estate Bubbles, Derivative Bubbles, and the Financial and Economic Crisis
- Global and Local Approaches Describing Critical Phenomena on the Developing and Developed Financial Markets
- Root Causes of the Housing Bubble
- Reconstructing Macroeconomics Based on Statistical Physics
- How to Avoid Fragility of Financial Systems: Lessons from the Financial Crisis and St. Petersburg Paradox
- General Methods and Social Phenomena
- Data Centric Science for Information Society
- Symbolic Shadowing and the Computation of Entropy for Observed Time Series
- What Can Be Learned from Inverse Statistics?
- Communicability and Communities in Complex Socio-Economic Networks
- On World Religion Adherence Distribution Evolution.
