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Chakrabarti, Bikas K

Econophysics of Stock and other Markets

Chakrabarti, Bikas K - Econophysics of Stock and other Markets, e-bok


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ISBN: 9788847005020

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Table of contents

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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Nyckelord: SCIENCE / Physics SCI055000


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