Abergel, Frédéric

Econophysics and Sociophysics: Recent Progress and Future Directions

Abergel, Frédéric - Econophysics and Sociophysics: Recent Progress and Future Directions, ebook


Ebook, PDF with Adobe DRM
ISBN: 9783319477053
DRM Restrictions

PrintingNot allowed
Copy to clipboardNot allowed

Table of contents

Part I. Econophysics

1. Why Have Asset Price Properties Changed so Little in 200 Years
Jean-Philippe Bouchaud, Damien Challet

2. Option Pricing and Hedging with Liquidity Costs and Market Impact
F. Abergel, G. Loeper

3. Dynamic Portfolio Credit Risk and Large Deviations
Sandeep Juneja

4. Extreme Eigenvector Analysis of Global Financial Correlation Matrices
Pradeep Bhadola, Nivedita Deo

5. Network Theory in Macroeconomics and Finance
Anindya S. Chakrabarti

6. Power Law Distributions for Share Price and Financial Indicators: Analysis at the Regional Level
Michiko Miyano, Taisei Kaizoji

7. Record Statistics of Equities and Market Indices
M. S. Santhanam, Aanjaneya Kumar

8. Information Asymmetry and the Performance of Agents Competing for Limited Resources
Appilineni Kushal, V. Sasidevan, Sitabhra Sinha

9. Kolkata Restaurant Problem: Some Further Research Directions
Priyodorshi Banerjee, Manipushpak Mitra, Conan Mukherjee

10. Reaction-Diffusion Equations with Applications to Economic Systems
Srinjoy Ganguly, Upasana Neogi, Anindya S. Chakrabarti, Anirban Chakraborti

Part II. Sociophysics

11. Kinetic Exchange Models as D Dimensional Systems: A Comparison of Different Approaches
Marco Patriarca, Els Heinsalu, Amrita Singh, Anirban Chakraborti

12. The Microscopic Origin of the Pareto Law and Other Power-Law Distributions
Marco Patriarca, Els Heinsalu, Anirban Chakraborti, Kimmo Kaski

13. The Many-Agent Limit of the Extreme Introvert-Extrovert Model
Deepak Dhar, Kevin E. Bassler, R. K. P. Zia

14. Social Physics: Understanding Human Sociality in Communication Networks
Asim Ghosh, Daniel Monsivais, Kunal Bhattacharya, Kimmo Kaski

15. Methods for Reconstructing Interbank Networks from Limited Information: A Comparison
Piero Mazzarisi, Fabrizio Lillo

16. Topology of the International Trade Network: Disentangling Size, Asymmetry and Volatility
Anindya S. Chakrabarti

17. Patterns of Linguistic Diffusion in Space and Time: The Case of Mazatec
Jean Léo Léonard, Els Heinsalu, Marco Patriarca, Kiran Sharma, Anirban Chakraborti

Part III. Epilogue

18. Epilogue
Dhruv Raina, Anirban Chakraborti

Keywords: Physics, Data-driven Science, Modeling and Theory Building, Statistics for Engineering, Physics, Computer Science, Chemistry and Earth Sciences, Applications of Graph Theory and Complex Networks

Publication year
New Economic Windows
Natural Sciences
Printed ISBN

Similar titles