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Frédéric Abergel, Hideaki Aoyama, Bikas K. Chakrabarti, Anirban Chakraborti, Nivedita Deo, Dhruv Raina, Irena Vodenska (Beteiligte)

Econophysics and Sociophysics: Recent Progress and Future Directions


Herausgegeben von Abergel, Frédéric; Aoyama, Hideaki; Chakrabarti, Bikas K.; Chakraborti, Anirban; Deo, Nivedita; Raina, Dhruv
Softcover reprint of the original 1st ed. 2017. 2018. viii, 256 S. 8 SW-Abb., 77 Farbabb., 20 Farbtabel
Verlag/Jahr: SPRINGER, BERLIN; SPRINGER INTERNATIONAL PUBLISHING 2018
ISBN: 3-319-83802-4 (3319838024)
Neue ISBN: 978-3-319-83802-1 (9783319838021)

Preis und Lieferzeit: Bitte klicken


This book presents the proceedings from ECONOPHYS-2015,
an international workshop held in New Delhi, India, on the interrelated fields
of "econophysics" and "sociophysics", which have emerged from the application
of statistical physics to economics and sociology. Leading researchers from
varied communities, including economists, sociologists, financial analysts,
mathematicians, physicists, statisticians, and others, report on their recent
work, discuss topical issues, and review the relevant contemporary literature.

A society can be described as a group of people
who inhabit the same geographical or social territory and are mutually involved
through their shared participation in different aspects of life. It is possible
to observe and characterize average behaviors of members of a society, an example
being voting behavior. Moreover, the dynamic nature of interaction within any
economic sector comprising numerous cooperatively interacting agents has many
features in common with the interacting systems of statistical physics. It is
on these bases that interest has grown in the application within sociology and
economics of the tools of statistical mechanics. This book will be of value for
all with an interest in this flourishing field.
Anindya S.
Chakrabarti, Topology of the international trade network: size, asymmetry and
volatility.- Attilio Stella, Optimal growth in the network of global economy.- Bikas
K. Chakrabarti, Inequality in Societies, Academic Institutions & Science
Journals: Gini & k-indices.- Damien Challet, Market nanostructure insight
into market stylized facts.- Deepak Dhar, Dynamical networks of agents with
degree preference.- Diego Garlaschelli, Network reconstruction, systemic risk,
and early-warning signals.- Dipankar Gupta, Boundaries, Transgressions and
Disciplinary Dynamics.- Emanuele Pugliese, New Metrics for Economic Complexity.-
Fabrizio Lillo, Complex network methods for systemic risk assessment.- Frédéric
Abergel, Imperfections of financial markets: a limit order book perspective.- Harbir
Lamba, Modelling momentum traders in a financial market using
Prandtl-Ishlinskii operators.- Hideaki Aoyama, Deflation and Money.- Irena
Vodenska, Bi-partite network approach to predictability of financial markets
and news sentiments.- János Kertész, Kinetics of Social Contagion.- Joshin
Murai, A model of order signs under multiple order splitting and public
information.- Karmeshu, Stochastic Modelling of High Frequency Intra-day Stock
Returns: Emergence of Cubic Power-Law.- Kimmo Kaski, Social Physics: Studies of
in vivo / in situ human sociality.- Kousik Guhathakurta, Comparing the
complexity of emerging and developed stock markets using recurrence network
analysis.- M.S. Santhanam, Records statistics and financial time series.- Marco
Patriarca, The microscopic origin of the Pareto law and other power-law
distributions.- Matteo Marsili, Complexity driven collapse of economic
equilibria.- Michele Caraglio, Bridging intraday and interday market behavior
through scaling.- Parongama Sen, Segregation dynamics with continuously varying
utility factor.- Sandeep Juneja, Nearest neighbor based and other popular
methods for pricing Bermudan options.- Sitabhra Sinha, Loss of structural
balance in the network of cross-correlations characterizing a financial market
signals the onset of major economic crisis.- Stanislao Gualdi, A dynamic model
of input-output production networks: general equilibrium stability and
emergence of scale-free structures.- Taisei Kaizoji, Why does the power law for
share price hold?.- Takaaki Ohnishi, Real estate valuation using k-nearest
neighbor regression.- Takayuki Mizuno, Statistically detecting stock bubbles
before they burst.- Victor Yakovenko, Economic inequality from statistical
physics point of view.- Yoshi Fujiwara, Quantifying Financial Distress in a
Nation-wide Production Network.- Yoshiyuki Arata, Macroeconomic Consequences of
Lumpy Investment under Uncertainty.- Youngna Choi, Tracking Financial
Instability Contagion: modeling and data calibration.- Yuichi Ikeda, Community
and Controllability of Global Production Network: Focusing on the Economic
Crisis of 2008.