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

Front Cover
Hideki Takayasu
Springer Science & Business Media, Dec 6, 2012 - Science - 343 pages

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.

 

What people are saying - Write a review

We haven't found any reviews in the usual places.

Contents

The Puzzle of Large
3
H E Stanley X Gabaix P Gopikrishnan and V Plerou
18
Y Aiba N Hatano H Takayasu K Marumo and T Shimizu
24
T Mizuno S Kurihara M Takayasu and H Takayasu
30
S Micciche F Lillo G Bonanno and R N Mantegna
43
J Kertész L Kullmann A G Zawadowski R Karadi and K Kaski
50
P Ch Ivanov A Yuen B Podobnik and Y
58
Y Kumagai
64
Inferring of Trade Direction by Imbalance from IntraDay Data
146
SelfModulation Processes in Financial Markets
155
Deterministic and Stochastic Influences on Japan and US Stock and Foreign
161
K Ivanova M Ausloos and H Takayasu
169
E R Pike and E G Klepfish
180
64
197
103
206
117
222

T
70
Correlation Coefficients between Stocks and those Distributions
78
G Keogh S Sharifi H Ruskin and M Crane
85
24
94
Patterns of Speculation in Real Estate and Stocks
103
51
114
Roehner
117
58
124
Ausloos and K Ivanova
125
New Complex Approach to Market Price Predictions
131
Growth and Fluctuations of Personal Income I
262
1 Income Distribution
275
K Yamamoto S Miyazima R K Koshal M Koshal and Y Yamada
280
Visualization of Business Networks
293
137
300
A View from an Economist on Econophysics
310
Entropy in the Economy
315
Y Aruka
330
Copyright

Other editions - View all

Common terms and phrases

Bibliographic information