Econophysics Approaches to Large-Scale Business Data and Financial Crisis: Proceedings of Tokyo Tech-Hitotsubashi Interdisciplinary Conference + APFA7 - Softcover

9784431538547: Econophysics Approaches to Large-Scale Business Data and Financial Crisis: Proceedings of Tokyo Tech-Hitotsubashi Interdisciplinary Conference + APFA7

Softcover

ISBN 10: 4431538542 ISBN 13: 9784431538547

Publisher: Springer, 2010

This specific ISBN edition is currently not available.

1 Financial Market Properties.- Trend Switching Processes in Financial Markets.- Nonlinear Memory and Risk Estimation in Financial Records.- Microstructure and Execution Strategies in the Global Spot FX Market.- Temporal Structure of Volatility Fluctuations.- Theoretical Base of the PUCK-Model with Application to Foreign Exchange Markets.- 2 Financial Crisis and Macroeconomics.- Financial Bubbles, Real Estate Bubbles, Derivative Bubbles, and the Financial and Economic Crisis.- Global and Local Approaches Describing Critical Phenomena on the Developing and Developed Financial Markets.- Root Causes of the Housing Bubble.- Reconstructing Macroeconomics Based on Statistical Physics.- How to Avoid Fragility of Financial Systems: Lessons from the Financial Crisis and St. Petersburg Paradox.- 3 General Methods and Social Phenomena.- Data Centric Science for Information Society.- Symbolic Shadowing and the Computation of Entropy for Observed Time Series.- What Can Be Learned from Inverse Statistics?.- Communicability and Communities in Complex Socio-Economic Networks.- On World Religion Adherence Distribution Evolution.

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Review

From the reviews:

“The conference organizers Misako Takayasu, Hideki Takayasu and Tsutomu Watanabe have collected in a volume the papers presented at the APFA 7 conference. ... the volume provides a good guide to get information on current research conducted in Econophysics and to first approach extremely timely topics such as the role of bubbles in finance, systemic risk and the role of large amounts of data in research of economic and social complex systems.” (R. N. Mantegna, Il Nuovo Saggiatore, Vol. 27 (5-6), 2011)