Econophysics and Sociophysics: Recent Progress and Future Directions
(Sprache: Englisch)
This book presents the proceedings from ECONOPHYS-2015,an international workshop held in New Delhi, India, on the interrelated fieldsof "econophysics" and "sociophysics", which have emerged from the applicationof statistical physics to economics and...
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This book presents the proceedings from ECONOPHYS-2015,an international workshop held in New Delhi, India, on the interrelated fieldsof "econophysics" and "sociophysics", which have emerged from the applicationof statistical physics to economics and sociology. Leading researchers fromvaried communities, including economists, sociologists, financial analysts,mathematicians, physicists, statisticians, and others, report on their recentwork, discuss topical issues, and review the relevant contemporary literature.A society can be described as a group of peoplewho inhabit the same geographical or social territory and are mutually involvedthrough their shared participation in different aspects of life. It is possibleto observe and characterize average behaviors of members of a society, an examplebeing voting behavior. Moreover, the dynamic nature of interaction within anyeconomic sector comprising numerous cooperatively interacting agents has manyfeatures in common with the interacting systems of statistical physics. It ison these bases that interest has grown in the application within sociology andeconomics of the tools of statistical mechanics. This book will be of value forall with an interest in this flourishing field.
Inhaltsverzeichnis zu „Econophysics and Sociophysics: Recent Progress and Future Directions “
Anindya S. Chakrabarti, Topology of the international trade network: size, asymmetry and volatility.- Attilio Stella, Optimal growth in the network of global economy.- Bikas K. Chakrabarti, Inequality in Societies, Academic Institutions & Science Journals: Gini & k-indices.- Damien Challet, Market nanostructure insight into market stylized facts.- Deepak Dhar, Dynamical networks of agents with degree preference.- Diego Garlaschelli, Network reconstruction, systemic risk, and early-warning signals.- Dipankar Gupta, Boundaries, Transgressions and Disciplinary Dynamics.- Emanuele Pugliese, New Metrics for Economic Complexity.- Fabrizio Lillo, Complex network methods for systemic risk assessment.- Frédéric Abergel, Imperfections of financial markets: a limit order book perspective.- Harbir Lamba, Modelling momentum traders in a financial market using Prandtl-Ishlinskii operators.- Hideaki Aoyama, Deflation and Money.- Irena Vodenska, Bi-partite network approach to predictability of financial markets and news sentiments.- János Kertész, Kinetics of Social Contagion.- Joshin Murai, A model of order signs under multiple order splitting and public information.- Karmeshu, Stochastic Modelling of High Frequency Intra-day Stock Returns: Emergence of Cubic Power-Law.- Kimmo Kaski, Social Physics: Studies of in vivo / in situ human sociality.- Kousik Guhathakurta, Comparing the complexity of emerging and developed stock markets using recurrence network analysis.- M.S. Santhanam, Records statistics and financial time series.- Marco Patriarca, The microscopic origin of the Pareto law and other power-law distributions.- Matteo Marsili, Complexity driven collapse of economic equilibria.- Michele Caraglio, Bridging intraday and interday market behavior through scaling.- Parongama Sen, Segregation dynamics with continuously varying utility factor.- Sandeep Juneja, Nearest neighbor based and other popular methods for pricing Bermudan options.- Sitabhra Sinha, Loss of structural
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balance in the network of cross-correlations characterizing a financial market signals the onset of major economic crisis.- Stanislao Gualdi, A dynamic model of input-output production networks: general equilibrium stability and emergence of scale-free structures.- Taisei Kaizoji, Why does the power law for share price hold?.- Takaaki Ohnishi, Real estate valuation using k-nearest neighbor regression.- Takayuki Mizuno, Statistically detecting stock bubbles before they burst.- Victor Yakovenko, Economic inequality from statistical physics point of view.- Yoshi Fujiwara, Quantifying Financial Distress in a Nation-wide Production Network.- Yoshiyuki Arata, Macroeconomic Consequences of Lumpy Investment under Uncertainty.- Youngna Choi, Tracking Financial Instability Contagion: modeling and data calibration.- Yuichi Ikeda, Community and Controllability of Global Production Network: Focusing on the Economic Crisis of 2008.
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Autoren-Porträt
Frédéric Abergel is a Professor and Director of theLaboratory of Mathematics Applied to Systems, École Centrale Paris, Grande voiedes vignes, Châtenay-Malabry, France. His research interests include financialmarkets, modeling of derivatives, and empirical properties of financial data.He has organized a number of international conferences and is also managingeditor of the journal QuantitativeFinance.He has published many articles in peer-reviewed journals.Anirban Chakraborti is a Professor at Jawaharlal NehruUniversity, India. He gained his PhD in Physics in 2003 for a thesis entitled"Application of Statistical Physics to some Econophysics and OptimizationProblems" and in 2009 he was awarded an Indian National Science Academy YoungScientist Medal. His current research focuses on statistical physics and itsinterdisciplinary application to problems in complex systems in economic andsocial sciences, and combinatorial optimization.
Bibliographische Angaben
- 2017, 1st ed. 2017, VIII, 256 Seiten, 77 farbige Abbildungen, Masse: 16 x 24,1 cm, Gebunden, Englisch
- Herausgegeben: Frédéric Abergel, Hideaki Aoyama, Bikas K Chakrabarti, Anirban Chakraborti, Nivedita Deo, Dhruv Raina, Irena Vodenska
- Verlag: Springer, Berlin
- ISBN-10: 3319477048
- ISBN-13: 9783319477046
- Erscheinungsdatum: 12.01.2017
Sprache:
Englisch
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