Practical Fruits of Econophysics

Proceedings of The Third Nikkei Econophysics Symposium

Editors: Takayasu, Hideki (Ed.)

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Hardcover $179.00
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  • ISBN 978-4-431-28914-2
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About this book

Some economic phenomena are predictable and controllable, and some are impos­ sible to foresee. Existing economic theories do not provide satisfactory answers as to what degree economic phenomena can be predicted and controlled, and in what situations. Against this background, people working on the financial front lines in real life have to rely on empirical rules based on experiments that often lack a solid foundation. "Econophysics" is a new science that analyzes economic phenomena empirically from a physical point of view, and it is being studied mainly to offer scientific, objective and significant answers to such problems. This book is the proceedings of the third Nikkei symposium on ''Practical Fruits of Econophysics," held in Tokyo, November 9-11, 2004. In the first symposium held in 2000, empirical rules were established by analyzing high-frequency finan­ cial data, and various kinds of theoretical approaches were confimied. In the second symposium, in 2002, the predictability of imperfections and of economic fluctua­ tions was discussed in detail, and methods for applying such studies were reported. The third symposium gave an overview of practical developments that can immedi­ ately be applied to the financial sector, or at least provide hints as to how to use the methodology.

Table of contents (19 chapters)

  • Dynamics and predictability of fluctuations in dollar-yen exchange rates

    A. A. Tsonis, K. Nakada, H. Takayasu

    Pages 24-28

  • Scaling and Memory in Return Loss Intervals: Application to Risk Estimation

    Kazuko Yamasaki, Lev Muchnik, Shlomo Havlin, Armin Bunde, H. Eugene Stanley

    Pages 43-51

  • Recurrence analysis near the NASDAQ crash of April 2000

    Annalisa Fabretti, Marcel Ausloos

    Pages 52-56

  • Systematic tuning of optimal weighted-moving-average of yen-dollar market data

    Takaaki Ohnishi, Takayuki Mizuno, Kazuyuki Aihara, Misako Takayasu, Hideki Takayasu

    Pages 62-66

  • Empirical study of the market impact in the Tokyo Stock Exchange

    Jun-ichi Maskawa

    Pages 72-76

Buy this book

eBook $139.00
price for USA (gross)
  • ISBN 978-4-431-28915-9
  • Digitally watermarked, DRM-free
  • Included format: PDF
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Hardcover $179.00
price for USA
  • ISBN 978-4-431-28914-2
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
Softcover $189.00
price for USA
  • ISBN 978-4-431-99814-3
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
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Bibliographic Information

Bibliographic Information
Book Title
Practical Fruits of Econophysics
Book Subtitle
Proceedings of The Third Nikkei Econophysics Symposium
Editors
  • Hideki Takayasu
Copyright
2006
Publisher
Springer Japan
Copyright Holder
Springer-Verlag Tokyo
eBook ISBN
978-4-431-28915-9
DOI
10.1007/4-431-28915-1
Hardcover ISBN
978-4-431-28914-2
Softcover ISBN
978-4-431-99814-3
Edition Number
1
Number of Pages
XII, 390
Number of Illustrations and Tables
137 b/w illustrations, 1 illustrations in colour
Topics