Takayasu, Misako
Econophysics Approaches to Large-Scale Business Data and Financial Crisis
Part 1. Financial Market Properties
1. Trend Switching Processes in Financial Markets
Tobias Preis, H. Eugene Stanley
2. Nonlinear Memory and Risk Estimation in Financial Records
Armin Bunde, Mikhail I. Bogachev
3. Microstructure and Execution Strategies in the Global Spot FX Market
Anatoly B. Schmidt
4. Temporal Structure of Volatility Fluctuations
Fengzhong Wang, Kazuko Yamasaki, H. Eugene Stanley, Shlomo Havlin
5. Theoretical Base of the PUCK-Model with Application to Foreign Exchange Markets
Misako Takayasu, Kota Watanabe, Takayuki Mizuno, Hideki Takayasu
Part 2. Financial Crisis and Macroeconomics
6. Financial Bubbles, Real Estate Bubbles, Derivative Bubbles, and the Financial and Economic Crisis
Didier Sornette, Ryan Woodard
7. Global and Local Approaches Describing Critical Phenomena on the Developing and Developed Financial Markets
Dariusz Grech
8. Root Causes of the Housing Bubble
Taisei Kaizoji
9. Reconstructing Macroeconomics Based on Statistical Physics
Masanao Aoki, Hiroshi Yoshikawa
10. How to Avoid Fragility of Financial Systems: Lessons from the Financial Crisis and St. Petersburg Paradox
Hideki Takayasu
Part 3. General Methods and Social Phenomena
11. Data Centric Science for Information Society
Genshiro Kitagawa
12. Symbolic Shadowing and the Computation of Entropy for Observed Time Series
Diana A. Mendes, Vivaldo M. Mendes, Nuno Ferreira, Rui Menezes
13. What Can Be Learned from Inverse Statistics?
Peter Toke Heden Ahlgren, Henrik Dahl, Mogens Høgh Jensen, Ingve Simonsen
14. Communicability and Communities in Complex Socio-Economic Networks
Ernesto Estrada, Naomichi Hatano
15. On World Religion Adherence Distribution Evolution
Marcel Ausloos, Filippo Petroni
Keywords: Physics, Statistical Physics, Dynamical Systems and Complexity, Econometrics, Statistics for Business/Economics/Mathematical Finance/Insurance, Data Mining and Knowledge Discovery
- Author(s)
- Takayasu, Misako
- Watanabe, Tsutomu
- Takayasu, Hideki
- Publisher
- Springer
- Publication year
- 2010
- Language
- en
- Edition
- 1
- Page amount
- 326 pages
- Category
- Natural Sciences
- Format
- Ebook
- eISBN (PDF)
- 9784431538530