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Practical Fruits of Econophysics

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Table of Contents

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    Book Overview
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    Chapter 1 Correlated Randomness: Rare and Not-so-Rare Events in Finance
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    Chapter 2 Non-trivial scaling of fluctuations in the trading activity of NYSE
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    Chapter 3 Dynamics and predictability of fluctuations in dollar-yen exchange rates
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    Chapter 4 Temporal characteristics of moving average of foreign exchange markets
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    Chapter 5 Characteristic market behaviors caused by intervention in a foreign exchange market
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    Chapter 6 Apples and Oranges: the difference between the Reaction of the Emerging and Mature Markets to Crashes
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    Chapter 7 Scaling and Memory in Return Loss Intervals: Application to Risk Estimation
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    Chapter 8 Recurrence analysis near the NASDAQ crash of April 2000
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    Chapter 9 Modeling a foreign exchange rate using moving average of Yen-Dollar market data
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    Chapter 10 Systematic tuning of optimal weighted-moving-average of yen-dollar market data
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    Chapter 11 Power law and its transition in the slow convergence to a Gaussian in the S&P500 index
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    Chapter 12 Empirical study of the market impact in the Tokyo Stock Exchange
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    Chapter 13 Econophysics to unravel the hidden dynamics of commodity markets
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    Chapter 14 A characteristic time scale of tick quotes on foreign currency markets
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    Chapter 15 Order book dynamics and price impact
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    Chapter 16 Prediction oriented variant of financial log-periodicity and speculating about the stock market development until 2010
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    Chapter 17 Quantitative Forecasting and Modeling Stock Price Fluctuations
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    Chapter 18 Time series of stock price and of two fractal overlap: Anticipating market crashes?
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    Chapter 19 Short Time Segment Price Forecasts Using Spline Fit Interactions
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    Chapter 20 Successful Price Cycle Forecasts for S&P Futures Using TF3, a Pattern Recognition Algorithms Based on the KNN Method
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    Chapter 21 The Hurst’s exponent in technical analysis signals
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    Chapter 22 Financial Markets Dynamic Distribution Function, Predictability and Investment Decision-Making (FMDDF)
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    Chapter 23 Market Cycle Turning Point Forecasts by a Two-Parameter Learning Algorithm as a Trading Tool for S&P Futures
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    Chapter 24 The CTRWs in finance: the mean exit time
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    Chapter 25 Discretized Continuous-Time Hierarchical Walks and Flights as possible bases of the non-linear long-term autocorrelations observed in high-frequency financial time-series
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    Chapter 26 Evidence for Superdiffusion and “Momentum” in Stock Price Changes
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    Chapter 27 Beyond the Third Dimension: Searching for the Price Equation
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    Chapter 28 An agent-based model of financial returns in a limit order market
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    Chapter 29 Stock price process and the long-range percolation
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    Chapter 30 What information is hidden in chaotic time series?
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    Chapter 31 Analysis of Evolution of Stock Prices in Terms of Oscillation Theory
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    Chapter 32 Simple stochastic modeling for fat tails in financial markets
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    Chapter 33 Agent Based Simulation Design Principles — Applications to Stock Market
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    Chapter 34 Heterogeneous agents model for stock market dynamics: role of market leaders and fundamental prices
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    Chapter 35 Dynamics of Interacting Strategies
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    Chapter 36 Emergence of two-phase behavior in markets through interaction and learning in agents with bounded rationality
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    Chapter 37 Explanation of binarized tick data using investor sentiment and genetic learning
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    Chapter 38 A Game-theoretic Stochastic Agents Model for Enterprise Risk Management
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    Chapter 39 Blackouts, risk, and fat-tailed distributions
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    Chapter 40 Portfolio Selection in a Noisy Environment Using Absolute Deviation as a Risk Measure
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    Chapter 41 Application of PCA and Random Matrix Theory to Passive Fund Management
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    Chapter 42 Testing Methods to Reduce Noise in Financial Correlation Matrices
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    Chapter 43 Application of noise level estimation for portfolio optimization
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    Chapter 44 Method of Analyzing Weather Derivatives Based on Long-range Weather Forecasts
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    Chapter 45 Investment horizons : A time-dependent measure of asset performance
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    Chapter 46 Clustering financial time series
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    Chapter 47 Risk portofolio management under Zipf analysis based strategies
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    Chapter 48 Macro-players in stock markets
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    Chapter 49 Conservative Estimation of Default Rate Correlations
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    Chapter 50 Are Firm Growth Rates Random? Evidence from Japanese Small Firms
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    Chapter 51 Trading Volume and Information Dynamics of Financial Markets
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    Chapter 52 Random Matrix Theory Applied to Portfolio Optimization in Japanese Stock Market
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    Chapter 53 Growth and Fluctuations for Small-Business Firms
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    Chapter 54 The skeleton of the Shareholders Networks
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    Chapter 55 Financial Market - A Network Perspective
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    Chapter 56 Change of ownership networks in Japan
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    Chapter 57 G7 country Gross Domestic Product (GDP) time correlations. A graph network analysis
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    Chapter 58 Dependence of Distribution and Velocity of Money on Required Reserve Ratio
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    Chapter 59 Prospects for Money Transfer Models
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    Chapter 60 Inequalities of Wealth Distribution in a Society with Social Classes
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    Chapter 61 Analyzing money distributions in ‘ideal gas’ models of markets
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    Chapter 62 Unstable periodic orbits and chaotic transitions among growth patterns of an economy
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    Chapter 63 Power-law behaviors in high income distribution
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    Chapter 64 The power-law exponent and the competition rule of the high income model
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    Chapter 65 Personal versus economic freedom
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    Chapter 66 Complexity in an Interacting System of Production
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    Chapter 67 Four Ingredients for New Approaches to Macroeconomic Modeling
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    Chapter 68 Competition phase space: theory and practice
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    Chapter 69 Analysis of Retail Spatial Market System by the Constructive Simulation Method
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    Chapter 70 Quantum-Monadology Approach to Economic Systems
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    Chapter 71 Visualization of microstructures of economic flows and adaptive control
Overall attention for this book and its chapters
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Title
Practical Fruits of Econophysics
Published by
Springer Tokyo, June 2006
DOI 10.1007/4-431-28915-1
ISBNs
978-4-43-128914-2, 978-4-43-128915-9
Editors

Takayasu, Hideki

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X Demographics

The data shown below were collected from the profile of 1 X user who shared this research output. Click here to find out more about how the information was compiled.
Mendeley readers

Mendeley readers

The data shown below were compiled from readership statistics for 27 Mendeley readers of this research output. Click here to see the associated Mendeley record.

Geographical breakdown

Country Count As %
Russia 1 4%
Germany 1 4%
Unknown 25 93%

Demographic breakdown

Readers by professional status Count As %
Researcher 6 22%
Student > Master 5 19%
Student > Ph. D. Student 5 19%
Student > Doctoral Student 2 7%
Lecturer 1 4%
Other 3 11%
Unknown 5 19%
Readers by discipline Count As %
Economics, Econometrics and Finance 6 22%
Agricultural and Biological Sciences 3 11%
Materials Science 3 11%
Computer Science 2 7%
Physics and Astronomy 2 7%
Other 4 15%
Unknown 7 26%