Econophysics Approaches to Large-Scale Business Data and Financial Crisis
The new science of econophysics has arisen out of the information age. As large-scale economic data are being increasingly generated by industries and enterprises worldwide, researchers from fields such as physics, mathematics, and information sciences are becoming involved. The vast number of trans...
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| Other Authors: | , , |
| Format: | Electronic |
| Language: | English |
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Tokyo :
Springer Japan : Imprint: Springer,
2010.
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| Online Access: | https://ezaccess.library.uitm.edu.my/login?url=http://dx.doi.org/10.1007/978-4-431-53853-0 |
Table of Contents:
- 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.