Econophysics Approaches to Large-Scale Business Data and Financial Crisis : Proceedings of Tokyo Tech-Hitotsubashi Interdisciplinary Conference + APFA7. 1st ed. 2010

種類:

電子ブック

責任表示:

edited by Misako Takayasu, Tsutomu Watanabe, Hideki Takayasu

出版情報:

Tokyo : Springer Japan : Imprint: Springer, 2010

著者名:

• Takayasu, Misako.
• Watanabe, Tsutomu.
• Takayasu, Hideki.
• SpringerLink (Online service)

ISBN:

9784431538530 [4431538534]    

注記:

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 -- 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 -- 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? -- Commu
In recent years, as part of the increasing “informationization” of industry and the economy, enterprises have been accumulating vast amounts of detailed data such as high-frequency transaction data in nancial markets and point-of-sale information onindividualitems in theretail sector. Similarly,vast amountsof data arenow ava- able on business networks based on inter rm transactions and shareholdings. In the past, these types of information were studied only by economists and management scholars. More recently, however, researchers from other elds, such as physics, mathematics, and information sciences, have become interested in this kind of data and, based on novel empirical approaches to searching for regularities and “laws” akin to those in the natural sciences, have produced intriguing results. This book is the proceedings of the international conference THICCAPFA7 that was titled “New Approaches to the Analysis of Large-Scale Business and E- nomic Data,” held in Tokyo, March 1–5, 2009. The letters THIC de

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