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...
| Other Authors: | , |
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| Format: | eBook |
| Language: | English |
| Published: |
Milano
Springer Milan
2006, 2006
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| Edition: | 1st ed. 2006 |
| Series: | New Economic Windows
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| Subjects: | |
| Online Access: | |
| Collection: | Springer eBooks 2005- - Collection details see MPG.ReNa |
Table of Contents:
- 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