| Description |
1 online resource |
| Contents |
Machine generated contents note: pt. 1 Financial Market Properties -- Trend Switching Processes in Financial Markets / H. Eugene Stanley -- Nonlinear Memory and Risk Estimation in Financial Records / Mikhail I. Bogachev -- Microstructure and Execution Strategies in the Global Spot FX Market / Anatoly B. Schmidt -- Temporal Structure of Volatility Fluctuations / Shlomo Havlin -- Theoretical Base of the PUCK-Model with Application to Foreign Exchange Markets / Hideki Takayasu -- pt. 2 Financial Crisis and Macroeconomics -- Financial Bubbles, Real Estate Bubbles, Derivative Bubbles, and the Financial and Economic Crisis / Ryan Woodard -- Global and Local Approaches Describing Critical Phenomena on the Developing and Developed Financial Markets / Dariusz Grech -- Root Causes of the Housing Bubble / Taisei Kaizoji -- Reconstructing Macroeconomics Based on Statistical Physics / Hiroshi Yoshikawa -- How to Avoid Fragility of Financial Systems: Lessons from the Financial Crisis and St. Petersburg Paradox / Hideki Takayasu -- pt. 3 General Methods and Social Phenomena -- Data Centric Science for Information Society / Genshiro Kitagawa -- Symbolic Shadowing and the Computation of Entropy for Observed Time Series / Rui Menezes -- What Can Be Learned from Inverse Statistics? / Ingve Simonsen -- Communicability and Communities in Complex Socio-Economic Networks / Naomichi Hatano -- On World Religion Adherence Distribution Evolution / Filippo Petroni |
| Summary |
The new science of econophysics has arisen out of the information age. As large-scale economic data are being increasingly generated by industries and enterprises worldwide, researchers from fields such as physics, mathematics, and information sciences are becoming involved. The vast number of transactions taking place, both in the financial markets and in the retail sector, is usually studied by economists and management and now by econophysicists. Using cutting-edge tools of computational analysis while searching for regularities and "laws" such as those found in the natural sciences, econophysicists have come up with intriguing results. The ultimate aim is to establish fundamental data collection and analysis techniques that embrace the expertise of a variety of academic disciplines. This book comprises selected papers from the international conference on novel analytical approaches to economic data held in Tokyo in March 2009. The papers include detailed reports on the market behavior during the financial crisis of 2008 and discussions on the mechanism of bubbles and crashes, with proposals for avoiding new crises. Filled with up-to-date research, this book will interest researchers and students, finance professionals, and scholars in diverse fields --Book Jacket |
| Analysis |
fysica |
|
physics |
|
biofysica |
|
biophysics |
|
econometrie |
|
econometrics |
|
economie |
|
economics |
|
toegepaste statistiek |
|
applied statistics |
|
datamining |
|
data mining |
|
Physics (General) |
|
Fysica (algemeen) |
| Notes |
Print version record |
| Subject |
Business enterprises -- Finance -- Congresses
|
|
Mathematical physics -- Congresses
|
|
BUSINESS & ECONOMICS -- Corporate Finance.
|
|
BUSINESS & ECONOMICS -- Finance.
|
|
Physique.
|
|
Business enterprises -- Finance
|
|
Mathematical physics
|
| Genre/Form |
proceedings (reports)
|
|
Conference papers and proceedings
|
|
Conference papers and proceedings.
|
|
Actes de congrès.
|
| Form |
Electronic book
|
| Author |
Takayasu, Misako
|
|
Watanabe, Tsutomu
|
|
Takayasu, Hideki, 1958-
|
| ISBN |
9784431538530 |
|
4431538534 |
|
