Econophysics of Stock and other Markets Proceedings of the Econophys-Kolkata II /

• Συγγραφή απο Οργανισμό/Αρχή: SpringerLink (Online service)
• Άλλοι συγγραφείς: Chatterjee, Arnab (Επιμελητής έκδοσης), Chakrabarti, Bikas K. (Επιμελητής έκδοσης)
• Μορφή: Ηλεκτρονική πηγή Ηλ. βιβλίο
• Γλώσσα: English
• Έκδοση: Milano : Springer Milan, 2006.
• Σειρά: New Economic Windows
• Θέματα: Physics.; Statistical physics.; Dynamical systems.; Economic theory.; Numerical and Computational Physics.; Statistical Physics, Dynamical Systems and Complexity.; Economic Theory/Quantitative Economics/Mathematical Methods.

This book reviews the latest econophysics researches on the fluctuations in stock, forex and other markets. The statistical modeling of markets, using various agent-based game theoretical approaches, and their scaling analysis have been discussed. The leading researchers in these fields have reporte...

Πίνακας περιεχομένων:

• Markets and their Analysis
• On Stock-Price Fluctuations in the Periods of Booms and Stagnations
• An Outlook on Correlations in Stock Prices
• The Power (Law) of Indian Markets: Analysing NSE and BSE Trading Statistics
• A Random Matrix Approach To Volatility In An Indian Financial Market
• Why do Hurst Exponents of Traded Value Increase as the Logarithm of Company Size?
• Statistical Distribution of Stock Returns Runs
• Fluctuation Dynamics of Exchange Rates on Indian Financial Market
• Noise Trading in an Emerging Market: Evidence and Analysis
• How Random is the Walk: Efficiency of Indian Stock and Futures Markets
• Markets and their Models
• Models of Financial Market Information Ecology
• Estimating Phenomenological Parameters in Multi-Assets Markets
• Agents Play Mix-game
• Triangular Arbitrage as an Interaction in Foreign Exchange Markets
• Modelling Limit Order Financial Markets
• Two Fractal Overlap Time Series and Anticipation of Market Crashes
• The Apparent Madness of Crowds: Irrational Collective Behavior Emerging from Interactions among Rational Agents
• Agent-Based Modelling with Wavelets and an Evolutionary Artificial Neural Network: Applications to CAC 40 Forecasting
• Information Extraction in Scheduling Problems with Non-Identical Machines
• Modelling Financial Time Series
• Random Matrix Approach to Fluctuations and Scaling in Complex Systems
• The Economic Efficiency of Financial Markets
• Regional Inequality
• Historical Notes
• A Brief History of Economics: An Outsider’s Account
• The Nature and Future of Econophysics
• Comments and Discussions
• Econophys-Kolkata II Workshop Summary
• Econophysics: Some Thoughts on Theoretical Perspectives
• Comments on “Worrying Trends in Econophysics”: Income Distribution Models.