The Application of Econophysics
Home > Reference > Research and information: general > Information theory > Cybernetics and systems theory > The Application of Econophysics: Proceedings of the Second Nikkei Econophysics Symposium
The Application of Econophysics: Proceedings of the Second Nikkei Econophysics Symposium

The Application of Econophysics: Proceedings of the Second Nikkei Econophysics Symposium


     0     
5
4
3
2
1



International Edition


X
About the Book

Econophysics is a newborn field of science bridging economics and physics. A special feature of this new science is the data analysis of high-precision market data. In economics arbitrage opportunity is strictly denied; however, by observing high-precision data we can prove the existence of arbitrage opportunity. Also, financial technology neglects the possibility of market prediction; however, in this book you can find many examples of predicted events. There are other surprising findings. This volume is the proceedings of a workshop on "application of econophysics" at which leading international researchers discussed their most recent results.

Table of Contents:
Economic Fluctuations and Statistical Physics: The Puzzle of Large Fluctuations.- Triangular Arbitrage in the Foreign Exchange Market.- Time-Scale Dependence of Correlations among Foreign Currencies.- Univariate and Multivariate Statistical Aspects of Equity Volatility.- Time Dependent Correlations and Response in Stock Market Data and Models.- Distributions and Long-Range Correlations in the Trading of US Stocks.- Time Evolution of Fractal Structure by Price-axis Scaling and Foreign Exchange Intervention Operations.- Preliminary Study on the Fluctuations of Daily Returns in Stock Market Based on Phase Transition Theory.- Physical Properties of the Korean Stock Market.- Correlation Coefficients between Stocks and those Distributions of Returns in the Tokyo Stock Exchange.- Epochs in Market Sector Index Data-Empirical or Optimistic.- Volatility Fingerprints of Large Shocks: Endogenous Versus Exogenous.- Patterns of Speculation in Real Estate and Stocks.- Generalized Technical Analysis. Effects of Transaction Volume and Risk.- Enhancement of the Prediction of Actual Market Prices by Modifying the Regularity Structure of a Signal.- New Complex Approach to Market Price Predictions.- Inferring of Trade Direction by Imbalance from Intra-Day Data.- Chaotic Structure in Intraday Data of JGB Futures Price.- Trend Identification and Financial Trading Strategy by Using Stochastic Trend Model with Markov Switching Slope Change and ARCH.- Pairs-Trading Strategy: Empirical Analysis in Japanese Stock Market.- Self-Modulation Processes in Financial Markets.- Deterministic and Stochastic Influences on Japan and US Stock and Foreign Exchange Markets. A Fokker-Planck Approach.- First-Passage Problem in Foreign Exchange Rate.- The Analysis of Financial Time Series Data by Independent Component Analysis.- Modeling Highly Volatile and Seasonal Markets! Evidence from the Nord Pool Electricity Market.- Statistical Properties of Commodity Price Fluctuations.- International Trade: Do Two Poles Attract Each Other.- Emergence of Power-Law Behaviors in Online Auctions.- Econophysics vs Cardiophysics: The Dual Face of Multifractality.- If the World were a Village of 100 Traders.- Market Simulation Displaying Multifractality.- Random Graph Herding Model - An Application for Emerging Country Currency Markets.- Multivariable Modeling on Complex Behavior of a Foreign Exchange Market.- Gibbs Measure and Markov Chain Modeling for Stock Markets.- Entropy in the Economy.- Investment Strategy Based on a Company Growth Model.- Growth and Fluctuations of Personal Income I.- Growth and Fluctuations of Personal (and Company’s) Income II.- A Model of High Income Distribution.- Ideal Gas-Like Distributions in Economics: Effects of Saving Propensity.- Enterprise Money System - An Ultimate Risk Hedge.- Visualization of Business Networks.- Bankruptcy Prediction Using Decision Tree.- Premium Forecasting of an Insurance Company.- A View from an Economist on Econo-physics.- A New Model of Labor Market Dynamics.- Formulating Social Interactions in Utility Theory of Economics.- Collective Behaviour and Diversity in Economic Communities: Some Insights from an Evolutionary Game.- A Complex Adaptive Model of Economic Production Networks.


Best Sellers


Product Details
  • ISBN-13: 9784431679615
  • Publisher: Springer Verlag, Japan
  • Publisher Imprint: Springer Verlag, Japan
  • Height: 235 mm
  • No of Pages: 343
  • Returnable: N
  • Width: 155 mm
  • ISBN-10: 4431679618
  • Publisher Date: 05 Nov 2012
  • Binding: Paperback
  • Language: English
  • Returnable: N
  • Sub Title: Proceedings of the Second Nikkei Econophysics Symposium


Similar Products

Add Photo
Add Photo

Customer Reviews

REVIEWS      0     
Click Here To Be The First to Review this Product
The Application of Econophysics: Proceedings of the Second Nikkei Econophysics Symposium
Springer Verlag, Japan -
The Application of Econophysics: Proceedings of the Second Nikkei Econophysics Symposium
Writing guidlines
We want to publish your review, so please:
  • keep your review on the product. Review's that defame author's character will be rejected.
  • Keep your review focused on the product.
  • Avoid writing about customer service. contact us instead if you have issue requiring immediate attention.
  • Refrain from mentioning competitors or the specific price you paid for the product.
  • Do not include any personally identifiable information, such as full names.

The Application of Econophysics: Proceedings of the Second Nikkei Econophysics Symposium

Required fields are marked with *

Review Title*
Review
    Add Photo Add up to 6 photos
    Would you recommend this product to a friend?
    Tag this Book Read more
    Does your review contain spoilers?
    What type of reader best describes you?
    I agree to the terms & conditions
    You may receive emails regarding this submission. Any emails will include the ability to opt-out of future communications.

    CUSTOMER RATINGS AND REVIEWS AND QUESTIONS AND ANSWERS TERMS OF USE

    These Terms of Use govern your conduct associated with the Customer Ratings and Reviews and/or Questions and Answers service offered by Bookswagon (the "CRR Service").


    By submitting any content to Bookswagon, you guarantee that:
    • You are the sole author and owner of the intellectual property rights in the content;
    • All "moral rights" that you may have in such content have been voluntarily waived by you;
    • All content that you post is accurate;
    • You are at least 13 years old;
    • Use of the content you supply does not violate these Terms of Use and will not cause injury to any person or entity.
    You further agree that you may not submit any content:
    • That is known by you to be false, inaccurate or misleading;
    • That infringes any third party's copyright, patent, trademark, trade secret or other proprietary rights or rights of publicity or privacy;
    • That violates any law, statute, ordinance or regulation (including, but not limited to, those governing, consumer protection, unfair competition, anti-discrimination or false advertising);
    • That is, or may reasonably be considered to be, defamatory, libelous, hateful, racially or religiously biased or offensive, unlawfully threatening or unlawfully harassing to any individual, partnership or corporation;
    • For which you were compensated or granted any consideration by any unapproved third party;
    • That includes any information that references other websites, addresses, email addresses, contact information or phone numbers;
    • That contains any computer viruses, worms or other potentially damaging computer programs or files.
    You agree to indemnify and hold Bookswagon (and its officers, directors, agents, subsidiaries, joint ventures, employees and third-party service providers, including but not limited to Bazaarvoice, Inc.), harmless from all claims, demands, and damages (actual and consequential) of every kind and nature, known and unknown including reasonable attorneys' fees, arising out of a breach of your representations and warranties set forth above, or your violation of any law or the rights of a third party.


    For any content that you submit, you grant Bookswagon a perpetual, irrevocable, royalty-free, transferable right and license to use, copy, modify, delete in its entirety, adapt, publish, translate, create derivative works from and/or sell, transfer, and/or distribute such content and/or incorporate such content into any form, medium or technology throughout the world without compensation to you. Additionally,  Bookswagon may transfer or share any personal information that you submit with its third-party service providers, including but not limited to Bazaarvoice, Inc. in accordance with  Privacy Policy


    All content that you submit may be used at Bookswagon's sole discretion. Bookswagon reserves the right to change, condense, withhold publication, remove or delete any content on Bookswagon's website that Bookswagon deems, in its sole discretion, to violate the content guidelines or any other provision of these Terms of Use.  Bookswagon does not guarantee that you will have any recourse through Bookswagon to edit or delete any content you have submitted. Ratings and written comments are generally posted within two to four business days. However, Bookswagon reserves the right to remove or to refuse to post any submission to the extent authorized by law. You acknowledge that you, not Bookswagon, are responsible for the contents of your submission. None of the content that you submit shall be subject to any obligation of confidence on the part of Bookswagon, its agents, subsidiaries, affiliates, partners or third party service providers (including but not limited to Bazaarvoice, Inc.)and their respective directors, officers and employees.

    Accept

    New Arrivals


    Inspired by your browsing history


    Your review has been submitted!

    You've already reviewed this product!