The Resource Econophysics of Stock and other Markets : Proceedings of the Econophys-Kolkata II, edited by Arnab Chatterjee, Bikas K. Chakrabarti, (electronic resource)

Econophysics of Stock and other Markets : Proceedings of the Econophys-Kolkata II, edited by Arnab Chatterjee, Bikas K. Chakrabarti, (electronic resource)

Label
Econophysics of Stock and other Markets : Proceedings of the Econophys-Kolkata II
Title
Econophysics of Stock and other Markets
Title remainder
Proceedings of the Econophys-Kolkata II
Statement of responsibility
edited by Arnab Chatterjee, Bikas K. Chakrabarti
Creator
Contributor
Editor
Editor
Subject
Language
  • eng
  • eng
Summary
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
Member of
Is Subseries of
Dewey number
330.015195
http://bibfra.me/vocab/relation/httpidlocgovvocabularyrelatorsedt
  • APmlXZfBI6k
  • ln2qQPgVvUo
Language note
English
LC call number
QC1-999
Literary form
non fiction
http://bibfra.me/vocab/lite/meetingDate
2006
http://bibfra.me/vocab/lite/meetingName
Econophys-Kolkata
Nature of contents
dictionaries
http://library.link/vocab/relatedWorkOrContributorName
  • Chatterjee, Arnab.
  • Chakrabarti, Bikas K.
Series statement
New Economic Windows,
http://library.link/vocab/subjectName
  • Economic theory
  • Statistical physics
  • Numerical and Computational Physics, Simulation
  • Complex Systems
  • Economic Theory/Quantitative Economics/Mathematical Methods
  • Statistical Physics and Dynamical Systems
Label
Econophysics of Stock and other Markets : Proceedings of the Econophys-Kolkata II, edited by Arnab Chatterjee, Bikas K. Chakrabarti, (electronic resource)
Instantiates
Publication
Note
"International Workshop on 'Econophysics of Stock Markets and Minority Games', held in Kolkata during February 14-17, 2006 ... This is the second event in the Econophys-Kolkata series of meetings;"--Pref
Bibliography note
Includes bibliographical references
Carrier category
online resource
Carrier category code
  • cr
Content category
text
Content type code
  • txt
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
Dimensions
unknown
Edition
1st ed. 2006.
Extent
1 online resource (266 p.)
Form of item
online
Isbn
9786611167653
Media category
computer
Media type code
  • c
Other control number
10.1007/978-88-470-0502-0
Specific material designation
remote
System control number
  • (CKB)1000000000402538
  • (EBL)337259
  • (OCoLC)262690902
  • (SSID)ssj0000143839
  • (PQKBManifestationID)11142318
  • (PQKBTitleCode)TC0000143839
  • (PQKBWorkID)10144346
  • (PQKB)10580104
  • (DE-He213)978-88-470-0502-0
  • (MiAaPQ)EBC337259
  • (EXLCZ)991000000000402538
Label
Econophysics of Stock and other Markets : Proceedings of the Econophys-Kolkata II, edited by Arnab Chatterjee, Bikas K. Chakrabarti, (electronic resource)
Publication
Note
"International Workshop on 'Econophysics of Stock Markets and Minority Games', held in Kolkata during February 14-17, 2006 ... This is the second event in the Econophys-Kolkata series of meetings;"--Pref
Bibliography note
Includes bibliographical references
Carrier category
online resource
Carrier category code
  • cr
Content category
text
Content type code
  • txt
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
Dimensions
unknown
Edition
1st ed. 2006.
Extent
1 online resource (266 p.)
Form of item
online
Isbn
9786611167653
Media category
computer
Media type code
  • c
Other control number
10.1007/978-88-470-0502-0
Specific material designation
remote
System control number
  • (CKB)1000000000402538
  • (EBL)337259
  • (OCoLC)262690902
  • (SSID)ssj0000143839
  • (PQKBManifestationID)11142318
  • (PQKBTitleCode)TC0000143839
  • (PQKBWorkID)10144346
  • (PQKB)10580104
  • (DE-He213)978-88-470-0502-0
  • (MiAaPQ)EBC337259
  • (EXLCZ)991000000000402538

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