Econophysics of Markets and Business Networks

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Arnab Chatterjee, Bikas K. Chakrabarti
Springer Science & Business Media, Nov 6, 2007 - Science - 266 pages
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Econophysicists have recently been quite successful in modelling and analysing various financial systems like trading, banking, stock and other markets. The statistical behaviour of the underlying networks in these systems have also been identified and characterised recently.

This book reviews the current econophysics researches in the structure and functioning of these complex financial network systems. Leading researchers in the respective fields will report on their recent researches and review on the contemporary developments. The book will also include the comments and debates on the latest issues arising out of these.

 

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Contents

Large Crosscorrelation Behavior in the NSE
3
Power Exponential Price Returns in Dayahead Power Exchanges
20
Modelling Through Wavelets and Genetic Programming
35
a Brief Overview
50
Correlations Delays and Financial Time Series
69
Option Pricing with Logstable LÚvy Processes
76
Inferring the Composition of a Trader Population in a Financial Market
99
Business and Trade Networks
114
of Banks and Firms the Italian Case
159
Empirical Studies and Evolutionary Model
173
Income Stock and Other Market Models
183
The Macro Model of the Inequality Process and The Surging Relative Frequency of Large Wage Incomes
184
Is Inequality Inevitable in Society? Income Distribution as a Consequence of Resource Flow in Hierarchical Organizations
215
Knowledge Sharing and RD Investment
227
Preferences Lower Bound in the Queueing Model
233
Kolkata Restaurant Problem as a Generalised El Farol Bar Problem
238

Dynamical Structure of Behavioral Similarities of the Market Participants in the Foreign Exchange Market
117
Weighted Networks at the Polish Market
127
The International Trade Network
139
Networks of Firms and the Ridge in the Production Space
148
Comments and Discussions
247
Econophysics and Sociophysics
249
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About the author (2007)

Arnab Chatterjee is a postdoctoral researcher at Aalto University, Finland. He has research interests in statistical physics and its application to condensed matter and social sciences.

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