Econophysics and Sociophysics: Recent Progress and Future Directions

Book Overview

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.- Fr?d?ric 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.- J?nos Kert?sz, 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.

• Format: Paperback
• Language: English
• ISBN: 3319838024
• ISBN13: 9783319838021
• Release Date: July 2018
• Publisher: Springer
• Length: 256 Pages
• Weight: 0.83 lbs.
• Dimensions: 0.6" x 6.1" x 9.2"