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 reported on their recent work and also reviewed the contemporary literature. Some historical perspectives as well as some comments and debates on recent issues in econophysics research have also been included.

List 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.

Product details

• Assisted by: Bikas K. Chakrabarti (Editor), Arna Chatterjee (Editor), Arnab Chatterjee (Editor), K Chakrabarti (Editor), K Chakrabarti (Editor)
• Publisher: Springer, Berlin
• Languages: English
• Product format: Hardback
• Released: 04.01.2011
• EAN: 9788847005013
• ISBN: 978-88-470-0501-3
• No. of pages: 255
• Weight: 722 g
• Illustrations: XIII, 255 p.
• Series: New Economic Windows; New Economic Windows
• Subjects: Natural sciences, medicine, IT, technology > Physics, astronomy > Theoretical physics; Social sciences, law, business > Business > Economics; C, Economic theory & philosophy, Economic Theory, Physics, Complex systems, Theoretical, Mathematical and Computational Physics, Physics and Astronomy, Dynamical systems, Quantitative Economics, Numerical and Computational Physics, Simulation, Economic Theory/Quantitative Economics/Mathematical Methods, Dynamics & statics, Statistical physics, Statistical Physics and Dynamical Systems, Econophysics;agents;calculus;modeling;scheduling