000 04143nam a22005055i 4500
001 978-4-431-53853-0
003 DE-He213
005 20140220084553.0
007 cr nn 008mamaa
008 100426s2010 ja | s |||| 0|eng d
020 _a9784431538530
_9978-4-431-53853-0
024 7 _a10.1007/978-4-431-53853-0
_2doi
050 4 _aQC174.7-175.36
072 7 _aPHS
_2bicssc
072 7 _aPHDT
_2bicssc
072 7 _aSCI055000
_2bisacsh
082 0 4 _a621
_223
100 1 _aTakayasu, Misako.
_eeditor.
245 1 0 _aEconophysics Approaches to Large-Scale Business Data and Financial Crisis
_h[electronic resource] /
_cedited by Misako Takayasu, Tsutomu Watanabe, Hideki Takayasu.
264 1 _aTokyo :
_bSpringer Japan :
_bImprint: Springer,
_c2010.
300 _aX, 342p.
_bonline resource.
336 _atext
_btxt
_2rdacontent
337 _acomputer
_bc
_2rdamedia
338 _aonline resource
_bcr
_2rdacarrier
347 _atext file
_bPDF
_2rda
505 0 _aFinancial 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? -- Communicability and Communities in Complex Socio-Economic Networks -- On World Religion Adherence Distribution Evolution.
520 _aThe new science of econophysics has arisen out of the information age. As large-scale economic data are being increasingly generated by industries and enterprises worldwide, researchers from fields such as physics, mathematics, and information sciences are becoming involved. The vast number of transactions taking place, both in the financial markets and in the retail sector, is usually studied by economists and management and now by econophysicists. Using cutting-edge tools of computational analysis while searching for regularities and “laws” such as those found in the natural sciences, econophysicists have come up with intriguing results. The ultimate aim is to establish fundamental data collection and analysis techniques that embrace the expertise of a variety of academic disciplines. This book comprises selected papers from the international conference on novel analytical approaches to economic data held in Tokyo in March 2009. The papers include detailed reports on the market behavior during the financial crisis of 2008 and discussions on the mechanism of bubbles and crashes, with proposals for avoiding new crises. Filled with up-to-date research, this book will interest researchers and students, finance professionals, and scholars in diverse fields.
650 0 _aPhysics.
650 0 _aData mining.
650 0 _aEconomics
_xStatistics.
650 0 _aEconometrics.
650 1 4 _aPhysics.
650 2 4 _aStatistical Physics, Dynamical Systems and Complexity.
650 2 4 _aEconometrics.
650 2 4 _aStatistics for Business/Economics/Mathematical Finance/Insurance.
650 2 4 _aData Mining and Knowledge Discovery.
700 1 _aWatanabe, Tsutomu.
_eeditor.
700 1 _aTakayasu, Hideki.
_eeditor.
710 2 _aSpringerLink (Online service)
773 0 _tSpringer eBooks
776 0 8 _iPrinted edition:
_z9784431538523
856 4 0 _uhttp://dx.doi.org/10.1007/978-4-431-53853-0
912 _aZDB-2-PHA
999 _c113072
_d113072