Econophysics of Markets and Business NetworksArnab Chatterjee, Bikas K. Chakrabarti Springer Science & Business Media, 06/11/2007 - 266 páginas 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. |
Índice
| 3 | |
| 20 | |
a Brief Overview | 50 |
Correlations Delays and Financial Time Series | 69 |
G Mukherjee M S Santhanam | 81 |
Inferring the Composition of a Trader Population | 99 |
Dynamical Structure of Behavioral Similarities | 117 |
Weighted Networks at the Polish Market | 127 |
John Angle Department of Physics | 139 |
K Bhattacharya G Mukherjee S S Manna | 140 |
Is Inequality Inevitable in Society? | 215 |
A Sarkar | 228 |
Prasanta K Panigrahi Economic Research Unit | 238 |
Econophysics and Sociophysics | 249 |
Physical Research Laboratory Graduate School of Informatics | 264 |
Outras edições - Ver tudo
Econophysics of Markets and Business Networks Arnab Chatterjee,Bikas K. Chakrabarti Pré-visualização limitada - 2007 |
Econophysics of Markets and Business Networks Arnab Chatterjee,Bikas K. Chakrabarti Pré-visualização indisponível - 2009 |
Econophysics of Markets and Business Networks Arnab Chatterjee,Bikas K. Chakrabarti Pré-visualização indisponível - 2014 |
Palavras e frases frequentes
agents analysis Applications assume average banks behavior belonging branches calculate called coefficients companies complex compute conditional connected consider constraints correlation corresponding countries covariance defined density developed deviation distribution dynamics economics eigenvalues empirical equality equation estimate exchange expectation Figure Filter financial markets firms fluctuations frequencies function given identical increase Industrial inequality integration knowledge largest March market participants matrix mean measurement mechanism method networks nodes noise Note observed obtained option pairs parameters period Physics plot points power law prediction present probability problem properties random References relation relationships relative frequency represents returns scale sector shown shows similarity solution space stable statistical strategies structure tail theory time-series tion trade transform University wage income weight
Passagens conhecidas
Página 212 - The Current Population Survey (CPS) is a monthly survey of about 50,000 households conducted by the Bureau of the Census for the Bureau of Labor Statistics.
Página 117 - Department of Applied Mathematics and Physics, Graduate School of Informatics, Kyoto University, Kyoto, 606-8501, Japan...
Página 33 - Harbord, D., 1993. Spot market competition in the UK electricity industry.
Página 113 - Estimation with Applications to Tracking and Navigation, John Wiley and Sons, Inc., 2001. 4. YT Chiang, LS Wang, FR Chang, and HM Peng, "Constrained filtering method for attitude determination using gps and gyro," IEE Proceedings - Radar, Sonar, and Navigation 149, pp.
Página 226 - The Internal Economics of the Firm: Evidence from Personnel Data', Quarterly Journal of Economics, VoL109, No.4, pp.881-919.
Página 99 - Oxford University Computing Laboratory, Numerical Analysis Group, Wolfson Building, Parks Road, Oxford OX1 3QD, UK...
Página 55 - Santa Fe Institute Studies on the Sciences of Complexity, Oxford University Press, New York.
Página 155 - Stocks, public bonds and corporate debentures, and the stock price index concern those which are listed on the First Section of the Tokyo Stock Exchange.
Página 250 - According to Hildenbrand and Kirman (1988, p. 239): "... There are no assumptions on [...] isolated individuals, which will give us the properties of aggregate behavior, which we need to obtain uniqueness and stability. Thus we are reduced to making assumptions at the aggregate level, which cannot be justified, by the usual individualistic assumptions. This problem is usually avoided in the macroeconomic literature by assuming that the economy behaves like an individual. Such an assumption cannot...
Página 215 - Social studies A group of instructional programs that describes the substantive portions of behavior, past and present activities, interactions, and organizations of people associated together for religious, benevolent, cultural, scientific, political, patriotic, or other purposes. Socioeconomic status (SES) For the High School and Beyond study and the National Longitudinal Study of the High School Class of 1972, the SES index is a composite of five equally weighted, standardized components: father's...