| Description |
1 online resource (viii, 298 pages) : illustrations, maps |
| Series |
New economic windows, 2039-411X |
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New economic windows.
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| Contents |
Part 1. Systemic risk, network dynamics and other empirical studies -- Diffusion of Defaults Among Financial Institutions / Gabrielle Demange -- Systemic Risk and Complex Systems: A Graph-Theory Analysis / Delphine Lautier and Franck Raynaud -- Omori Law After Exogenous Shocks on Supplier-Customer Network / Yoshi Fujiwara -- Aftershock Prediction for High-Frequency Financial Markets' Dynamics / Fulvio Baldovin, Francesco Camana, Michele Caraglio, Attilio L. Stella and Marco Zamparo -- How Unstable Are Complex Financial Systems? Analyzing an Inter-bank Network of Credit Relations / Sitabhra Sinha, Maximilian Thess and Sheri Markose -- Study of Statistical Correlations in Intraday and Daily Financial Return Time Series / Gayatri Tilak, Tamás Széll, Rémy Chicheportiche and Anirban Chakraborti -- A Robust Measure of Investor Contrarian Behaviour / Damien Challet and David Morton de Lachapelle -- Evolution of Zipf's Law for Indian Urban Agglomerations Vis-à-Vis Chinese Urban Agglomerations / Kausik Gangopadhyay and Banasri Basu |
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Part 2. Model-based studies -- Reaction to Extreme Events in a Minimal Agent Based Model / Andrea Zaccaria, Matthieu Cristelli and Luciano Pietronero -- Predatory Trading and Risk Minimisation: How to (B)Eat the Competition / Anita Mehta -- Statistical Mechanics of Labor Markets / He Chen and Jun-ichi Inoue -- Kolkata Paise Restaurant Problem: An Introduction / Asim Ghosh, Soumyajyoti Biswas, Arnab Chatterjee, Anindya Sundar Chakrabarti and Tapan Naskar, et al. -- Kolkata Paise Restaurant Problem and the Cyclically Fair Norm / Priyodorshi Banerjee, Manipushpak Mitra and Conan Mukherjee -- An Introduction to Multi-player, Multi-choice Quantum Games: Quantum Minority Games & Kolkata Restaurant Problems / Puya Sharif and Hoshang Heydari |
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Part 3. Miscellaneous reports -- Cluster Analysis and Gaussian Mixture Estimation of Correlated Time-Series by Means of Multi-dimensional Scaling / Takero Ibuki, Sei Suzuki and Jun-ichi Inoue -- Analyzing Crisis in Global Financial Indices / Sunil Kumar and Nivedita Deo -- Study of Systemic Risk Involved in Mutual Funds / Kishore C. Dash and Monika Dash -- Characterizing Price Index Behavior Through Fluctuation Dynamics / Prasanta K. Panigrahi, Sayantan Ghosh, Arjun Banerjee, Jainendra Bahadur and P. Manimaran |
| Summary |
The primary goal of the book is to present the ideas and research findings of active researchers such as physicists, economists, mathematicians and financial engineers working in the field of "Econophysics," who have undertaken the task of modelingand analyzing systemic risk, network dynamics and other topics. Of primary interest in these studies is the aspect of systemic risk, which has long been identified as a potential scenario in which financial institutions trigger a dangerous contagion mechanism, spreading from the financial economy to the real economy. This type of risk, long confined to the monetary market, has spread considerably in the recent past, culminating in the subprime crisis of 2008. As such, understanding and controlling systemic risk has become an extremely important societal and economic challenge. The Econophys-Kolkata VI conference proceedings are dedicated to addressing a number of key issues involved. Several leading researchers in these fields report on their recent work and also review contemporary literature on the subject |
| Analysis |
Mathematics |
|
Economics |
| Bibliography |
Includes bibliographical references |
| Notes |
Print version record |
| Subject |
Econophysics -- Congresses
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Financial risk -- Congresses
|
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BUSINESS & ECONOMICS -- Economics -- General.
|
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BUSINESS & ECONOMICS -- Reference.
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Science économique.
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Affaires.
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Econophysics
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Financial risk
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| Genre/Form |
proceedings (reports)
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Conference papers and proceedings
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Conference papers and proceedings.
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Actes de congrès.
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| Form |
Electronic book
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| Author |
Abergel, Frédéric.
|
| ISBN |
9788847025530 |
|
8847025532 |
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