Econophysics approaches to large-scale business data and financial crisis : proceedings of the Tokyo Tech-Hitotsubashi Interdisciplinary Conference + APFA7
著者
書誌事項
Econophysics approaches to large-scale business data and financial crisis : proceedings of the Tokyo Tech-Hitotsubashi Interdisciplinary Conference + APFA7
Springer, c2010
大学図書館所蔵 全6件
  青森
  岩手
  宮城
  秋田
  山形
  福島
  茨城
  栃木
  群馬
  埼玉
  千葉
  東京
  神奈川
  新潟
  富山
  石川
  福井
  山梨
  長野
  岐阜
  静岡
  愛知
  三重
  滋賀
  京都
  大阪
  兵庫
  奈良
  和歌山
  鳥取
  島根
  岡山
  広島
  山口
  徳島
  香川
  愛媛
  高知
  福岡
  佐賀
  長崎
  熊本
  大分
  宮崎
  鹿児島
  沖縄
  韓国
  中国
  タイ
  イギリス
  ドイツ
  スイス
  フランス
  ベルギー
  オランダ
  スウェーデン
  ノルウェー
  アメリカ
注記
Includes bibliographical references and index
内容説明・目次
内容説明
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 denote the Tokyo Tech (Tokyo Institute of Technology)-Hitotsubashi Interdisciplinary Conference. The conference series, titled APFA (Applications of Physics in Financial Analysis), focuses on the analysis of large-scale economic data. It has traditionally brought physicists and economists together to exchange viewpoints and experience (APFA1 in Dublin 1999, APFA2 in Liege ` 2000, APFA3 in London 2001, APFA4 in Warsaw 2003, APFA5 in Torino 2006, and APFA6 in Lisbon 2007). The aim of the conf- ence is to establish fundamental analytical techniques and data collection methods, taking into account the results from a variety of academic disciplines.
目次
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.
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