Econophysics of Markets and Business Networks

Proceedings of the Econophys-Kolkata III

Editors:

ISBN: 978-88-470-0664-5 (Print) 978-88-470-0665-2 (Online)

Table of contents (19 chapters)

  1. Front Matter

    Pages I-XII

  2. Financial Markets

    1. Front Matter

      Pages 1-1

    2. No Access

      Book Chapter

      Pages 3-19

      Uncovering the Internal Structure of the Indian Financial Market: Large Cross-correlation Behavior in the NSE

    3. No Access

      Book Chapter

      Pages 21-33

      Power Exponential Price Returns in Day-ahead Power Exchanges

    4. No Access

      Book Chapter

      Pages 35-49

      Variations in Financial Time Series: Modelling Through Wavelets and Genetic Programming

    5. No Access

      Book Chapter

      Pages 51-67

      Financial Time-series Analysis: a Brief Overview

    6. No Access

      Book Chapter

      Pages 69-75

      Correlations, Delays and Financial Time Series

    7. No Access

      Book Chapter

      Pages 77-97

      Option Pricing with Log-stable Lévy Processes

    8. No Access

      Book Chapter

      Pages 99-113

      Inferring the Composition of a Trader Population in a Financial Market

  3. Business and Trade Networks

    1. Front Matter

      Pages 115-115

    2. No Access

      Book Chapter

      Pages 117-126

      Dynamical Structure of Behavioral Similarities of the Market Participants in the Foreign Exchange Market

    3. No Access

      Book Chapter

      Pages 127-138

      Weighted Networks at the Polish Market

    4. No Access

      Book Chapter

      Pages 139-147

      The International Trade Network

    5. No Access

      Book Chapter

      Pages 149-158

      Networks of Firms and the Ridge in the Production Space

    6. No Access

      Book Chapter

      Pages 159-171

      Debt-credit Economic Networks of Banks and Firms: the Italian Case

    7. No Access

      Book Chapter

      Pages 173-182

      Econophysicists Collaboration Networks: Empirical Studies and Evolutionary Model

  4. Income, Stock and Other Market Models

    1. Front Matter

      Pages 183-183

    2. No Access

      Book Chapter

      Pages 185-213

      The Macro Model of the Inequality Process and The Surging Relative Frequency of Large Wage Incomes

    3. No Access

      Book Chapter

      Pages 216-226

      Is Inequality Inevitable in Society? Income Distribution as a Consequence of Resource Flow in Hierarchical Organizations

    4. No Access

      Book Chapter

      Pages 227-232

      Knowledge Sharing and R&D Investment

    5. No Access

      Book Chapter

      Pages 233-237

      Preferences Lower Bound in the Queueing Model

    6. No Access

      Book Chapter

      Pages 239-246

      Kolkata Restaurant Problem as a Generalised El Farol Bar Problem

  5. Comments and Discussions

    1. Front Matter

      Pages 247-247

    2. No Access

      Book Chapter

      Pages 249-266

      Comments and Criticisms: Econophysics and Sociophysics