How to measure lead-lag relationships from high frequency data?.- Correlation and Interdependencies in coupled financial networks.- The Asian Economic Observatory Network (AEON) Proposal on Data-Driven Agent-Based Modeling of the Asian Economies.- On the nature of inequalities from socio-economic data.- Inequality in Societies, Academic Institutions and Science Journals: Gini and k-indices.- Relation between Total Factor Productivity and Patents of Firms.- Financial Distress Propagation in Japanese Credit Network.- Agent Based modelling of Housing Asset Bubble: a habit or subsistence utility function based investigation.- Nonlinear dynamics of stock markets during critical periods.- Probabilistic flows of inhabitants in urban areas and self-organization in housing markets.- Statistically significant fits of Hawkes processes to FX data.- Financial market reactions to exogenous shocks.- Testing Contagion in Financial Time Series.- Newton's Revenge: the Inverse Square Law of Price Fluctuations in the Bitcoin Market.- Wealth Exchange Models with preference in interaction.- Network Analysis of Crisis in the Global Financial Network.- Can selfish rational agents achieve co-operation?.- Patterns of development: Identifying critical factors behind urban growth in the Indian context.- Long-term evolution of the interaction structure in the New York Stock Exchange 1925-2012.- Judging the impact of 'Econophysics' through questionnaire.- Econophysics and Random Market analysis.
- ISBN:
- 9783319084725
- 9783319084725
-
Category:
- Applied mathematics
- Format:
- Hardback
- Publication Date:
-
13-02-2015
- Language:
- English
- Publisher:
- Springer
- Country of origin:
- United States
- Dimensions (mm):
- 235x155mm
- Weight:
- 6.74kg
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