Econophysics of Markets and Business Networks by Arnab Chatterjee, Bikas K. Chakrabarti

By Arnab Chatterjee, Bikas K. Chakrabarti

Econophysicists have lately been rather profitable in modelling and analysing numerous monetary platforms like buying and selling, banking, inventory and different markets. The statistical behaviour of the underlying networks in those structures have additionally been pointed out and characterized recently.

This booklet studies the present econophysics researches within the constitution and functioning of those advanced monetary community structures. major researchers within the respective fields will document on their contemporary researches and evaluation at the modern advancements. The publication also will contain the reviews and debates at the newest concerns coming up out of these.

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Econophysics of Markets and Business Networks

Econophysicists have lately been rather winning in modelling and analysing a number of monetary structures like buying and selling, banking, inventory and different markets. The statistical behaviour of the underlying networks in those platforms have additionally been pointed out and characterized lately. This publication stories the present econophysics researches within the constitution and functioning of those advanced monetary community structures.

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Connor J, Rossiter R (2005) Wavelet Transforms and Commodity Prices, Studies in Nonlinear Dynamics and Econometrics, 9:1–20 10. Percival D, Walden A (2000) Wavelet Analysis for Time Series Analysis. Cambridge University Press 11. Ramsey JB, Usikov D, Zaslavsky G (1995) An Analysis of US Stock Price Behavior Using Wavelets, Fractals, 3:377–89 12. Biswal PC, Kamaiah B, Panigrahi PK (2004) Wavelet Analysis of the Bombay Stock Exchange Index, Journal of Quantitative Economics 2:133–46 13. Holland JH (1975) Adaptation in Natural and Artifical Systems.

Ramsey JB, Usikov D, Zaslavsky G (1995) An Analysis of US Stock Price Behavior Using Wavelets, Fractals, 3:377–89 12. Biswal PC, Kamaiah B, Panigrahi PK (2004) Wavelet Analysis of the Bombay Stock Exchange Index, Journal of Quantitative Economics 2:133–46 13. Holland JH (1975) Adaptation in Natural and Artifical Systems. University of Michigan Press, Ann Arbor 2nd ed. 14. Goldberg DE (1989) Genetic Algorithms in Search, Optimization, and Machine Learning. Addison Wesley publication 15. Fogel DB (1998) Evolutionary Computation, The Fossil Record.

Chakraborti1 , M. S. in 1 Introduction Prices of commodities or assets produce what is called time-series. Different kinds of financial time-series have been recorded and studied for decades. Nowadays, all transactions on a financial market are recorded, leading to a huge amount of data available, either for free in the Internet or commercially. Financial time-series analysis is of great interest to practitioners as well as to theoreticians, for making inferences and predictions. Furthermore, the stochastic uncertainties inherent in financial time-series and the theory needed to deal with them make the subject especially interesting not only to economists, but also to statisticians and physicists [1].

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