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Econophysics Approaches to Large-Scale Business Data and Financial Crisis Proceedings of Tokyo Tech-Hitotsubashi Interdisciplinary Conference + APFA7 /
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. Simi...
| Call Number: | Libro Electrónico |
|---|---|
| Corporate Author: | |
| Other Authors: | , , |
| Format: | Electronic eBook |
| Language: | Inglés |
| Published: |
Tokyo :
Springer Japan : Imprint: Springer,
2010.
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| Edition: | 1st ed. 2010. |
| Subjects: | |
| Online Access: | Texto Completo |
Table of Contents:
- 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.