Chakrabarti, Bikas K
Econophysics of Stock and other Markets
Part I.Markets and their Analysis
1. On Stock-Price Fluctuations in the Periods of Booms and Stagnations
Taisei Kaizoji
2. An Outlook on Correlations in Stock Prices
Anirban Chakraborti
3. The Power (Law) of Indian Markets: Analysing NSE and BSE Trading Statistics
Sitabhra Sinha, Raj Kumar Pan
4. A Random Matrix Approach To Volatility In An Indian Financial Market
V. Kulkarni, N. Deo
5. Why do Hurst Exponents of Traded Value Increase as the Logarithm of Company Size?
Zoltán Eisler, János Kertész
6. Statistical Distribution of Stock Returns Runs
Honggang Li, Yan Gao
7. Fluctuation Dynamics of Exchange Rates on Indian Financial Market
A. Sarkar, P. Barat
8. Noise Trading in an Emerging Market: Evidence and Analysis
Debasis Bagchi
9. How Random is the Walk: Efficiency of Indian Stock and Futures Markets
Udayan Kumar Basu
Part II.Markets and their Models
10. Models of Financial Market Information Ecology
Damien Challet
11. Estimating Phenomenological Parameters in Multi-Assets Markets
Giacomo Raffaelli, Matteo Marsili
12. Agents Play Mix-game
Chengling Gou
13. Triangular Arbitrage as an Interaction in Foreign Exchange Markets
Yukihiro Aiba, Naomichi Hatano
14. Modelling Limit Order Financial Markets
Robin Stinchcombe
15. Two Fractal Overlap Time Series and Anticipation of Market Crashes
Bikas K. Chakrabarti, Arnab Chatterjee, Pratip Bhattacharyya
16. The Apparent Madness of Crowds: Irrational Collective Behavior Emerging from Interactions among Rational Agents
Sitabhra Sinha
17. Agent-Based Modelling with Wavelets and an Evolutionary Artificial Neural Network: Applications to CAC 40 Forecasting
Serge Hayward
18. Information Extraction in Scheduling Problems with Non-Identical Machines
Manipushpak Mitra
19. Modelling Financial Time Series
P. Manimaran, J. C. Parikh, P. K. Panigrahi, S. Basu, C. M. Kishtawal, M. B. Porecha
20. Random Matrix Approach to Fluctuations and Scaling in Complex Systems
M. S. Santhanam
21. The Economic Efficiency of Financial Markets
Yougui Wang
22. Regional Inequality
Abhirup Sarkar
Part III.Historical Notes
23. A Brief History of Economics: An Outsider’s Account
Bikas K Chakrabarti
24. The Nature and Future of Econophysics
J. Barkley Rosser
Part IV.Comments and Discussions
25. Econophys-Kolkata II Workshop Summary
J. Barkley Rosser
26. Econophysics: Some Thoughts on Theoretical Perspectives
Matteo Marsili
27. Comments on “Worrying Trends in Econophysics”: Income Distribution Models
Peter Richmond, Bikas K. Chakrabarti, Arnab Chatterjee, John Angle
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Keywords: SCIENCE / Physics SCI055000
- Author(s)
- Chakrabarti, Bikas K
- Chatterjee, Arnab
- Publisher
- Springer
- Publication year
- 2006
- Language
- en
- Edition
- 1
- Category
- Natural Sciences
- Format
- Ebook
- eISBN (PDF)
- 9788847005020