Econophysics of Markets and Business Networks

Part I.Financial Markets

1. Uncovering the Internal Structure of the Indian Financial Market: Large Cross-correlation Behavior in the NSE
Sitabhra Sinha, Raj Kumar Pan

2. Power Exponential Price Returns in Day-ahead Power Exchanges
Giulio Bottazzi, Sandro Sapio

3. Variations in Financial Time Series: Modelling Through Wavelets and Genetic Programming
Dilip P. Ahalpara, Prasanta K. Panigrahi, Jitendra C. Parikh

4. Financial Time-series Analysis: a Brief Overview
A. Chakraborti, M. Patriarca, M. S. Santhanam

5. Correlations, Delays and Financial Time Series
K. B. K. Mayya, M. S. Santhanam

6. Option Pricing with Log-stable Lévy Processes
Przemyslaw Repetowicz, Peter Richmond

7. Inferring the Composition of a Trader Population in a Financial Market
Nachi Gupta, Raphael Hauser, Neil F. Johnson

Part II.Business and Trade Networks

8. Dynamical Structure of Behavioral Similarities of the Market Participants in the Foreign Exchange Market
Aki-Hiro Sato, Kohei Shintani

9. Weighted Networks at the Polish Market
A. M. Chmiel, J. Sienkiewicz, K. Suchecki, J. A. Holyst

10. The International Trade Network
K. Bhattacharya, G. Mukherjee, S. S. Manna

11. Networks of Firms and the Ridge in the Production Space
Wataru Souma

12. Debt-credit Economic Networks of Banks and Firms: the Italian Case
Giulia Masi, Mauro Gallegati

13. Econophysicists Collaboration Networks: Empirical Studies and Evolutionary Model
Menghui Li, Jinshan Wu, Ying Fan, Zengru Di

Part III.Income, Stock and Other Market Models

14. The Macro Model of the Inequality Process and The Surging Relative Frequency of Large Wage Incomes
John Angle

15. Is Inequality Inevitable in Society? Income Distribution as a Consequence of Resource Flow in Hierarchical Organizations
Sitabhra Sinha, Nisheeth Srivastava

16. Knowledge Sharing and R&D Investment
Abhirup Sarkar

17. Preferences Lower Bound in the Queueing Model
Manipushpak Mitra

18. Kolkata Restaurant Problem as a Generalised El Farol Bar Problem
Bikas K. Chakrabarti

Part IV.Comments and Discussions

19. Comments and Criticisms: Econophysics and Sociophysics
Mauro Gallegati, Bikas K. Chakrabarti, Taisei Kaizoji, Yougui Wang, Yoshi Fujiwara, Sitabhra Sinha, Jürgen Mimkes

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Avainsanat: SCIENCE / Physics SCI055000