Econophysics of Markets and Business Networks
Published on 30. October 2014
Book
Paperback/Softback
XII, 266 pages
978-88-470-5568-1 (ISBN)
Description
Econophysicists have recently been quite successful in modelling and analysing various financial systems like trading, banking, stock and other markets. The statistical behaviour of the underlying networks in these systems have also been identified and characterised recently.
This book reviews the current econophysics researches in the structure and functioning of these complex financial network systems. Leading researchers in the respective fields will report on their recent researches and review on the contemporary developments. The book will also include the comments and debates on the latest issues arising out of these
More details
Series
Edition
2007 ed.
Language
English
Place of publication
Milano
Italy
Target group
Professional and scholarly
Professional/practitioner
Illustrations
XII, 266 p.
Dimensions
Height: 235 mm
Width: 155 mm
Thickness: 16 mm
Weight
429 gr
ISBN-13
978-88-470-5568-1 (9788847055681)
DOI
10.1007/978-88-470-0665-2
Schweitzer Classification
Other editions
Additional editions
Arnab Chatterjee | Bikas K. Chakrabarti
Econophysics of Markets and Business Networks
Proceedings of the Econophys-Kolkata III
E-Book
11/2007
1st Edition
Springer
€53.49
Available for download
Arnab Chatterjee | Bikas K. Chakrabarti
Econophysics of Markets and Business Networks
Book
09/2007
Springer
€53.49
Shipment within 7-9 days
Content
Financial Markets.- Uncovering the Internal Structure of the Indian Financial Market: Large Cross-correlation Behavior in the NSE.- Power Exponential Price Returns in Day-ahead Power Exchanges.- Variations in Financial Time Series: Modelling Through Wavelets and Genetic Programming.- Financial Time-series Analysis: a Brief Overview.- Correlations, Delays and Financial Time Series.- Option Pricing with Log-stable Lévy Processes.- Inferring the Composition of a Trader Population in a Financial Market.- Business and Trade Networks.- Dynamical Structure of Behavioral Similarities of the Market Participants in the Foreign Exchange Market.- Weighted Networks at the Polish Market.- The International Trade Network.- Networks of Firms and the Ridge in the Production Space.- Debt-credit Economic Networks of Banks and Firms: the Italian Case.- Econophysicists Collaboration Networks: Empirical Studies and Evolutionary Model.- Income, Stock and Other Market Models.- The Macro Model of the Inequality Process and The Surging Relative Frequency of Large Wage Incomes.- Is Inequality Inevitable in Society? Income Distribution as a Consequence of Resource Flow in Hierarchical Organizations.- Knowledge Sharing and R&D Investment.- Preferences Lower Bound in the Queueing Model.- Kolkata Restaurant Problem as a Generalised El Farol Bar Problem.- Comments and Discussions.- Comments and Criticisms: Econophysics and Sociophysics.