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Practical Fruits of Econophysics: Proceedings of the Third Nikkei Econophysics Symposium

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Feldname	Details
Vorliegende Sprache	eng
Hinweise auf parallele Ausgaben	121690083 Buchausg. u.d.T.: ‡Practical fruits of econophysics
ISBN	978-4-431-28914-2
Name	Takayasu, Hideki
T I T E L	Practical Fruits of Econophysics
Zusatz zum Titel	Proceedings of the Third Nikkei Econophysics Symposium
Verlagsort	Tokyo
Verlag	Springer-Verlag Tokyo
Erscheinungsjahr	2006
Erscheinungsjahr	2006
Umfang	Online-Ressource (XII, 390 p. 165 illus., 1 in color, digital)
Reihe	SpringerLink. Bücher
Notiz / Fußnoten	Includes bibliographical references
Weiterer Inhalt	Correlated Randomness: Rare and Not-so-Rare Events in Finance; Non-trivial scaling of fluctuations in the trading activity of NYSE; Dynamics and predictability of fluctuations in dollar-yen exchange rates; Temporal characteristics of moving average of foreign exchange markets; Characteristic market behaviors caused by intervention in a foreign exchange market; Apples and Oranges: the difference between the Reaction of the Emerging and Mature Markets to Crashes; Scaling and Memory in Return Loss Intervals: Application to Risk Estimation; Recurrence analysis near the NASDAQ crash of April 2000. Modeling a foreign exchange rate using moving average of Yen-Dollar market dataSystematic tuning of optimal weighted-moving-average of yen-dollar market data; Power law and its transition in the slow convergence to a Gaussian in the S&P500 index; Empirical study of the market impact in the Tokyo Stock Exchange; Econophysics to unravel the hidden dynamics of commodity markets; A characteristic time scale of tick quotes on foreign currency markets; Order book dynamics and price impact. Prediction oriented variant of financial log-periodicity and speculating about the stock market development until 2010Quantitative Forecasting and Modeling Stock Price Fluctuations; Time series of stock price and of two fractal overlap: Anticipating market crashes?; Short Time Segment Price Forecasts Using Spline Fit Interactions; Successful Price Cycle Forecasts for S&P Futures Using TF3, a Pattern Recognition Algorithms Based on the KNN Method; The Hurst's exponent in technical analysis signals. Financial Markets Dynamic Distribution Function, Predictability and Investment Decision-Making (FMDDF)Market Cycle Turning Point Forecasts by a Two-Parameter Learning Algorithm as a Trading Tool for S&P Futures; The CTRWs in finance: the mean exit time; Discretized Continuous-Time Hierarchical Walks and Flights as possible bases of the non-linear long-term autocorrelations observed in high-frequency financial time-series; Evidence for Superdiffusion and "Momentum" in Stock Price Changes; Beyond the Third Dimension: Searching for the Price Equation. An agent-based model of financial returns in a limit order marketStock price process and the long-range percolation; What information is hidden in chaotic time series?; Analysis of Evolution of Stock Prices in Terms of Oscillation Theory; Simple stochastic modeling for fat tails in financial markets; Agent Based Simulation Design Principles - Applications to Stock Market; Heterogeneous agents model for stock market dynamics: role of market leaders and fundamental prices; Dynamics of Interacting Strategies. Emergence of two-phase behavior in markets through interaction and learning in agents with bounded rationality
Titelhinweis	Buchausg. u.d.T.: ‡Practical fruits of econophysics
ISBN	ISBN 978-4-431-28915-9
Klassifikation	KC
	BUS069000
	330
	332.015195
	332.01/5195
	530
	HB71-74
	QB 910
	QP 800
Kurzbeschreibung	Gathers the proceedings of the Third Nikkei Econophysics Symposium, "Business Models in the 21st Century - Risk Management and Expectations for Econophysics," held in Tokyo in November 2004. This volume includes research on the practical application of econophysics. It is aimed at professionals, researchers, and students
1. Schlagwortkette	Finanzmathematik
	Statistische Physik
	Kongress
ANZEIGE DER KETTE	Finanzmathematik -- Statistische Physik -- Kongress
SWB-Titel-Idn	264366182
Signatur	Springer E-Book
Bemerkungen	Elektronischer Volltext - Campuslizenz
Elektronische Adresse	$uhttp://dx.doi.org/10.1007/4-431-28915-1
Internetseite / Link	Volltext
Siehe auch	Volltext
Siehe auch	Inhaltsverzeichnis
Siehe auch	Inhaltstext
Siehe auch	Cover

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