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The Application of Econophysics

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Table of Contents

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    Book Overview
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    Chapter 1 Economic Fluctuations and Statistical Physics: The Puzzle of Large Fluctuations
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    Chapter 2 Triangular Arbitrage in the Foreign Exchange Market
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    Chapter 3 Time-scale dependence of correlations among foreign currencies
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    Chapter 4 Univariate and multivariate statistical aspects of equity volatility
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    Chapter 5 Time dependent correlations and response in stock market data and models
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    Chapter 6 Distributions and Long-Range Correlations in the Trading of US Stocks
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    Chapter 7 Time Evolution of Fractal Structure by Price-Axis Scaling and Foreign Exchange Intervention Operations
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    Chapter 8 Preliminary Study on the Fluctuations of Daily Returns in Stock Market Based on Phase Transition Theory
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    Chapter 9 Physical Properties of the Korean Stock Market
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    Chapter 10 Correlation coefficients between stocks and those distributions of returns in the Tokyo Stock Exchange
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    Chapter 11 Epochs in Market Sector Index Data — Empirical or Optimistic?
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    Chapter 12 Volatility Fingerprints of Large Shocks: Endogenous Versus Exogenous
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    Chapter 13 Patterns of speculation in real estate and stocks
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    Chapter 14 Generalized Technical Analysis. Effects of transaction volume and risk
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    Chapter 15 Enhancement of the prediction of actual market prices by modifying the regularity structure of a signal
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    Chapter 16 New complex approach to market price predictions
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    Chapter 17 Inferring of Trade Direction by Imbalance from Intra-Day Data
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    Chapter 18 Chaotic Structure in Intraday Data of JGB Futures Price
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    Chapter 19 Trend identification and financial trading strategy by using stochastic trend model with Markov switching slope change and ARCH
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    Chapter 20 Pairs-trading strategy: empirical analysis in Japanese stock market
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    Chapter 21 Self-modulation processes in financial markets
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    Chapter 22 Deterministic and stochastic influences on Japan and US stock and foreign exchange markets. A Fokker-Planck approach
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    Chapter 23 First-Passage Problem in Foreign Exchange Rate
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    Chapter 24 The Analysis of Financial Time Series Data by Independent Component Analysis
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    Chapter 25 Modeling highly volatile and seasonal markets: evidence from the Nord Pool electricity market
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    Chapter 26 Statistical Properties of Commodity Price Fluctuations
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    Chapter 27 International trade: Do two poles attract each other?
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    Chapter 28 Emergence of power-law behaviors in online auctions
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    Chapter 29 Econophysics vs Cardiophysics: the Dual Face of Multifractality
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    Chapter 30 If the World were a Village of 100 Traders
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    Chapter 31 Market Simulation Displaying Multifractality
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    Chapter 32 Random graph herding model
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    Chapter 33 Multivariable Modeling on Complex Behavior of a Foreign Exchange Market
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    Chapter 34 Gibbs measure and Markov chain modeling for stock markets
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    Chapter 35 Entropy in the Economy
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    Chapter 36 Investment strategy based on a company growth model
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    Chapter 37 Growth and Fluctuations of Personal Income I
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    Chapter 38 Growth and Fluctuations of Personal (and Company’s) Income II
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    Chapter 39 A model of high income distribution
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    Chapter 40 Ideal Gas-Like Distributions in Economics: Effects of Saving Propensity
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    Chapter 41 Enterprise money system - an ultimate risk hedge
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    Chapter 42 Visualization of business networks
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    Chapter 43 Bankruptcy Prediction Using Decision Tree
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    Chapter 44 Premium Forecasting of an Insurance Company
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    Chapter 45 A View from an Economist on Econo-physics
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    Chapter 46 A New Model of Labor Market Dynamics
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    Chapter 47 Formulating Social Interactions in Utility Theory of Economics*
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    Chapter 48 Collective Behaviour and Diversity in Economic Communities: Some Insights from an Evolutionary Game
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    Chapter 49 A Complex Adaptive Model of Economic Production Networks
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2 Wikipedia pages

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Title
The Application of Econophysics
Published by
Springer Japan, December 2012
DOI 10.1007/978-4-431-53947-6
ISBNs
978-4-43-167961-5, 978-4-43-153947-6
Editors

Takayasu, Hideki

Mendeley readers

Mendeley readers

The data shown below were compiled from readership statistics for 17 Mendeley readers of this research output. Click here to see the associated Mendeley record.

Geographical breakdown

Country Count As %
Switzerland 1 6%
Unknown 16 94%

Demographic breakdown

Readers by professional status Count As %
Student > Ph. D. Student 5 29%
Student > Master 3 18%
Professor 3 18%
Researcher 2 12%
Student > Bachelor 1 6%
Other 1 6%
Unknown 2 12%
Readers by discipline Count As %
Physics and Astronomy 5 29%
Social Sciences 3 18%
Business, Management and Accounting 2 12%
Computer Science 1 6%
Economics, Econometrics and Finance 1 6%
Other 1 6%
Unknown 4 24%