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...
שמור ב:
| מחבר ראשי: | |
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| מחברים אחרים: | |
| פורמט: | Livre numérique |
| שפה: | Anglais |
| יצא לאור: |
Milano :
Springer Milan
[20..].
Cham : Springer Nature |
| מהדורה: | 1st ed. 2006. |
| סדרה: | New Economic Windows
|
| גישה מקוונת: | Accès sur la plateforme de l'éditeur Accès sur la plateforme Istex Accès Université d'Orléans Accès INSA CVL |
| הערה: |
Archives Springer e-books (Licence nationale) Archives Springer e-books (Licence nationale) |
| Autres localisations: | Voir dans le Sudoc |
| Edition sous un autre format: | • Econophysics of Stock and other Markets, Texte imprimé, 9788847009714 • Econophysics of Stock and other Markets, Texte imprimé, 9788847005013 • Econophysics of Stock and other Markets, Texte imprimé, 9788847057982 |
תוכן הענינים:
- 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.