Chakrabarti, Bikas K.
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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Nyckelord: SCIENCE / Physics SCI055000
- Författare
- Chakrabarti, Bikas K.
- Chatterjee, Arnab
- Utgivare
- Springer
- Utgivningsår
- 2007
- Språk
- en
- Utgåva
- 1
- Kategori
- Naturvetenskaper
- Format
- E-bok
- eISBN (PDF)
- 9788847006652