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portada Econophysics of Stock and Other Markets: Proceedings of the Econophys-Kolkata II
Type
Physical Book
Publisher
Language
Inglés
Pages
255
Format
Paperback
Dimensions
25.4 x 17.8 x 1.4 cm
Weight
0.48 kg.
ISBN13
9788847057982

Econophysics of Stock and Other Markets: Proceedings of the Econophys-Kolkata II

Chatterjee, Arnab ; Chakrabarti, Bikas K. (Author) · Springer · Paperback

Econophysics of Stock and Other Markets: Proceedings of the Econophys-Kolkata II - Chatterjee, Arnab ; Chakrabarti, Bikas K.

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Synopsis "Econophysics of Stock and Other Markets: Proceedings of the Econophys-Kolkata II"

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.

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