Econophysics of Stock and other Markets
Springer Verlag
978-88-470-5798-2 (ISBN)
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.
Erscheinungsdatum | 23.09.2017 |
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Reihe/Serie | New Economic Windows |
Zusatzinfo | XIII, 255 p. |
Verlagsort | Milan |
Sprache | englisch |
Maße | 178 x 254 mm |
Themenwelt | Mathematik / Informatik ► Informatik ► Theorie / Studium |
Naturwissenschaften ► Physik / Astronomie ► Allgemeines / Lexika | |
Naturwissenschaften ► Physik / Astronomie ► Theoretische Physik | |
Naturwissenschaften ► Physik / Astronomie ► Thermodynamik | |
Wirtschaft ► Allgemeines / Lexika | |
Wirtschaft ► Volkswirtschaftslehre | |
Schlagworte | Agents • Calculus • Econophysics • Modeling • Scheduling |
ISBN-10 | 88-470-5798-1 / 8847057981 |
ISBN-13 | 978-88-470-5798-2 / 9788847057982 |
Zustand | Neuware |
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