| Preface |
|
v | |
| I. Market Properties |
|
|
|
|
|
Economic Fluctuations and Statistical Physics: The Puzzle of Large Fluctuations |
|
|
|
H.E. Stanley, X. Gabaix, P. Gopikrishnan, and V. Plerou |
|
|
3 | (15) |
|
Triangular Arbitrage in the Foreign Exchange Market |
|
|
|
Y. Aiba, N. Hatano, H. Takayasu, K. Marumo, and T. Shimizu |
|
|
18 | (6) |
|
Time-Scale Dependence of Correlations among Foreign Currencies |
|
|
|
T. Mizuno, S. Kurihara, M. Takayasu, and H. Takayasu |
|
|
24 | (6) |
|
Univariate and Multivariate Statistical Aspects of Equity Volatility |
|
|
|
S. Micciche, F. Lillo, G. Bonanno, and R.N. Mantegna |
|
|
30 | (13) |
|
Time Dependent Correlations and Response in Stock Market Data and Models |
|
|
|
J. Kertesz, L. Kullmann, A.G. Zawadowski, R. Karadi, and K. Kaski |
|
|
43 | (8) |
|
Distributions and Long-Range Correlations in the Trading of US Stocks |
|
|
|
P. Ch. Ivanov, A. Yuen, B. Podobnik, and Y. Lee |
|
|
51 | (7) |
|
Time Evolution of Fractal Structure by Price-axis Scaling and Foreign Exchange Intervention Operations |
|
|
|
|
|
58 | (6) |
|
Preliminary Study on the Fluctuations of Daily Returns in Stock Market Based on Phase Transition Theory |
|
|
|
|
|
64 | (6) |
|
Physical Properties of the Korean Stock Market |
|
|
|
|
|
70 | (8) |
|
Correlation Coefficients between Stocks and those Distributions of Returns in the Tokyo Stock Exchange |
|
|
|
|
|
78 | (5) |
|
Epochs in Market Sector Index Data - Empirical or Optimistic? |
|
|
|
G. Keogh, S. Sharifi, H. Ruskin, and M. Crane |
|
|
83 | (8) |
|
|
|
|
Volatility Fingerprints of Large Shocks: Endogenous Versus Exogenous |
|
|
|
D. Sornette, Y. Malevergne, and J.-F. Muzy |
|
|
91 | (12) |
|
Patterns of Speculation in Real Estate and Stocks |
|
|
|
|
|
103 | (14) |
|
Generalized Technical Analysis. Effects of Transaction Volume and Risk |
|
|
|
M. Ausloos and K. Ivanova |
|
|
117 | (8) |
|
Enhancement of the Prediction of Actual Market Prices by Modifying the Regularity Structure of a Signal |
|
|
|
L.M. Karimova and Y.B. Kuandykov |
|
|
125 | (6) |
|
New Complex Approach to Market Price Predictions |
|
|
|
|
|
131 | (6) |
|
Inferring of Trade Direction by Imbalance from Intra-Day Data |
|
|
|
G. Okita, A. Oba, and H. Takayasu |
|
|
137 | (3) |
|
Chaotic Structure In Intraday Data of JGB Futures Price |
|
|
|
|
|
140 | (6) |
|
Trend Identification and Financial Trading Strategy by Using Stochastic Trend Model with Markov Switching Slope Change and ARCH |
|
|
|
|
|
146 | (4) |
|
Pairs-Trading Strategy: Empirical Analysis in Japanese Stock Market |
|
|
|
|
|
150 | (5) |
|
|
|
|
Self-Modulation Processes in Financial Markets |
|
|
|
|
|
155 | (6) |
|
Deterministic and Stochastic Influences on Japan and US Stock and Foreign Exchange Markets. A Fokker-Planck Approach |
|
|
|
K. Ivanova, M. Ausloos, and H. Takayasu |
|
|
161 | (8) |
|
First-Passage Problem In Foreign Exchange Rate |
|
|
|
S. Kurihara, T. Mizuno, H. Takayasu, and M. Takayasu |
|
|
169 | (5) |
|
The Analysis of Financial Time Series Data by Independent Component Analysis |
|
|
|
E.R. Pike and E.G. Klepfish |
|
|
174 | (8) |
|
|
|
|
Modeling Highly Volatile and Seasonal Markets: Evidence from the Nord Pool Electricity Market |
|
|
|
R. Weron, I. Simonsen, and P. Wilman |
|
|
182 | (10) |
|
Statistical Properties of Commodity Price Fluctuations |
|
|
|
K. Matis, Y. Ashkenazy, L.A.N. Amaral, S.P. Goodwin, and H.E. Stanley |
|
|
192 | (6) |
|
International Trade: Do Two Poles Attract Each Other? |
|
|
|
|
|
198 | (6) |
|
Emergence of Power-Law Behaviors in Online Auctions |
|
|
|
B. Kahng, I. Yang, H. Jeong, and A.-L. Barabasi |
|
|
204 | (6) |
|
Econophysics vs Cardiophysics: The Dual Face of Multifractality |
|
|
|
|
|
210 | (7) |
|
|
|
|
If the World were a Village of 100 Traders |
|
|
|
Y. Ohtaki and H. H. Hasegawa |
|
|
217 | (6) |
|
Market Simulation Displaying Multifractality |
|
|
|
K. Yamasaki and K.J. Mackin |
|
|
223 | (6) |
|
Random Graph Herding Model - An Application for Emerging Country Currency Markets |
|
|
|
M. Fukuhara and Y. Saruwatari |
|
|
229 | (6) |
|
Multivariable Modeling on Complex Behavior of a Foreign Exchange Market |
|
|
|
T. Suzuki, T. Ikeguchi, and M. Suzuki |
|
|
235 | (6) |
|
Gibbs Measure and Markov Chain Modeling for Stock Markets |
|
|
|
|
|
241 | (8) |
| II. Other Topics |
|
|
|
|
|
|
|
|
P.K. Rawlings, D. Reguera, and H. Reiss |
|
|
249 | (7) |
|
Investment Strategy Based on a Company Growth Model |
|
|
|
T. Mizuno, S. Kurihara, M. Takayasu, and H. Takayasu |
|
|
256 | (6) |
|
Growth and Fluctuations of Personal Income I |
|
|
|
Y. Fujiwara, H. Aoyama, and W. Souma |
|
|
262 | (6) |
|
Growth and Fluctuations of Personal (and Company's) Income II |
|
|
|
H. Aoyama, Y. Fujiwara, and W. Souma |
|
|
268 | (6) |
|
A Model of High Income Distribution |
|
|
|
K. Yamamoto, S. Mmyazima, R.K. Koshal, M. Koshal, and Y. Yamada |
|
|
274 | (6) |
|
Ideal Gas-Like Distributions in Economics: Effects of Saving Propensity |
|
|
|
B.K. Chakrabarti and A. Chatterjee |
|
|
280 | (7) |
|
|
|
|
Enterprise Money System - An Ultimate Risk Hedge |
|
|
|
|
|
287 | (6) |
|
Visualization of Business Networks |
|
|
|
W. Souma, Y. Fujiwara, and H. Aoyama |
|
|
293 | (6) |
|
Bankruptcy Prediction Using Decision Tree |
|
|
|
|
|
299 | (4) |
|
Premium Forecasting of an Insurance Company |
|
|
|
M.E. Fouladvand and A. Darooneh |
|
|
303 | (7) |
|
|
|
|
A View from an Economist on Econo-physics |
|
|
|
|
|
310 | (6) |
|
A New Model of Labor Market Dynamics |
|
|
|
|
|
316 | (6) |
|
Formulating Social Interactions in Utility Theory of Economics |
|
|
|
|
|
322 | (8) |
|
Collective Behaviour and Diversity in Economic Communities: Some Insights from an Evolutionary Game |
|
|
|
V.S. Borkar, S. Jamn, and G. Rangarajan |
|
|
330 | (8) |
|
A Complex Adaptive Model of Economic Production Networks |
|
|
|
A. Ponzi, A. Yasutomm, and K. Kaneko |
|
|
338 | |
Shopping Cart
Need Help? eService@ecampus.com
Copyright© 1999-2008 
