Econophysics of Stock and other Markets
Springer Verlag
978-88-470-0501-3 (ISBN)
Successful or not, we all (have to?) go to various markets and participate in their activities. Yet, solittle is understoodabout their functionings. E orts to model various markets are now substantial. Econophysicists have also come up recently with several innovative models and their analyses. This book is a proceedings of the International Workshop on /Eco- physics of StockMarkets and Minority Games",heldinKolkataduringFeb- ary 14-17, 2006, under the auspices of the Centre for Applied Mathem- ics and Computational Science, Saha Institute of Nuclear Physics, Kolkata. This is the second event in the Econophys-Kolkata series of meetings; the Econophys-Kolkata I was held in March 2005 (Proceedings: Econophysics of Wealth Distributions, published in the same New Economic Windows series by Springer, Milan in 2005). We understand from the enthusiastic response of the participants that the one-day trip to the Sunderbans (Tiger Reserve; a world heritage point) along with the lecture-sessions on the vessel had been hugely enjoyable and successful. The concluding session had again very lively discussions on the workshop topics as well as on econophysics in general, i- tiated by J.
Barkley Rosser, Matteo Marsili, Rosario Mantegna and Robin Stinchcombe (Chair). We plan to hold the next meeting in this series, on /Econophysics and Sociophysics: Debates on Complexity Issues in Economics and Sociology" early next year. We are very happy that several leading economists and physicists engaged intheserecentdevelopmentsintheeconophysicsofmarkets,theiranalysisand modellingcouldcomeandparticipate.
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.
| Erscheint lt. Verlag | 1.8.2006 |
|---|---|
| Reihe/Serie | New Economic Windows |
| Zusatzinfo | XIII, 255 p. |
| Verlagsort | Milan |
| Sprache | englisch |
| Themenwelt | Mathematik / Informatik ► Informatik ► Theorie / Studium |
| Naturwissenschaften ► Physik / Astronomie ► Allgemeines / Lexika | |
| Naturwissenschaften ► Physik / Astronomie ► Theoretische Physik | |
| Wirtschaft ► Allgemeines / Lexika | |
| Wirtschaft ► Volkswirtschaftslehre | |
| ISBN-10 | 88-470-0501-9 / 8847005019 |
| ISBN-13 | 978-88-470-0501-3 / 9788847005013 |
| Zustand | Neuware |
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