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

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...

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Détails bibliographiques
Cote:Libro Electrónico
Collectivité auteur: SpringerLink (Online service)
Autres auteurs: Chatterjee, Arnab (Éditeur intellectuel), Chakrabarti, Bikas K. (Éditeur intellectuel)
Format: Électronique eBook
Langue:Inglés
Publié: Milano : Springer Milan : Imprint: Springer, 2006.
Édition:1st ed. 2006.
Collection:New Economic Windows,
Sujets:
Mathematical physics.
System theory.
Econometrics.
Theoretical, Mathematical and Computational Physics.
Complex Systems.
Quantitative Economics.
Accès en ligne:Texto Completo
Table des matières:
  • 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.

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