Econophysics of Systemic Risk and Network Dynamics

ISBN: 978-88-470-2552-3 (Print) 978-88-470-2553-0 (Online)
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Table of contents (18 chapters)

  1. Front Matter

    Pages I-VIII

  2. Systemic risk, network dynamics and other empirical studies

    1. Front Matter

      Pages 1-1

    2. Book Chapter

      Pages 3-17

      Diffusion of Defaults Among Financial Institutions

    3. Book Chapter

      Pages 19-37

      Systemic Risk and Complex Systems: A Graph-Theory Analysis

    4. Book Chapter

      Pages 39-47

      Omori Law After Exogenous Shocks on Supplier-Customer Network

    5. Book Chapter

      Pages 49-58

      Aftershock Prediction for High-Frequency Financial Markets’ Dynamics

    6. Book Chapter

      Pages 59-76

      How Unstable Are Complex Financial Systems? Analyzing an Inter-bank Network of Credit Relations

    7. Book Chapter

      Pages 77-104

      Study of Statistical Correlations in Intraday and Daily Financial Return Time Series

    8. Book Chapter

      Pages 105-118

      A Robust Measure of Investor Contrarian Behaviour

    9. Book Chapter

      Pages 119-129

      Evolution of Zipf’s Law for Indian Urban Agglomerations Vis-à-Vis Chinese Urban Agglomerations

  3. Model-based studies

    1. Front Matter

      Pages 131-131

    2. Book Chapter

      Pages 133-140

      Reaction to Extreme Events in a Minimal Agent Based Model

    3. Book Chapter

      Pages 141-156

      Predatory Trading and Risk Minimisation: How to (B)Eat the Competition

    4. Book Chapter

      Pages 157-171

      Statistical Mechanics of Labor Markets

    5. Book Chapter

      Pages 173-200

      Kolkata Paise Restaurant Problem: An Introduction

    6. Book Chapter

      Pages 201-216

      Kolkata Paise Restaurant Problem and the Cyclically Fair Norm

    7. Book Chapter

      Pages 217-236

      An Introduction to Multi-player, Multi-choice Quantum Games: Quantum Minority Games & Kolkata Restaurant Problems

  4. Miscellaneous reports

    1. Front Matter

      Pages 237-237

    2. Book Chapter

      Pages 239-259

      Cluster Analysis and Gaussian Mixture Estimation of Correlated Time-Series by Means of Multi-dimensional Scaling

    3. Book Chapter

      Pages 261-275

      Analyzing Crisis in Global Financial Indices

    4. Book Chapter

      Pages 277-285

      Study of Systemic Risk Involved in Mutual Funds

    5. Book Chapter

      Pages 287-295

      Characterizing Price Index Behavior Through Fluctuation Dynamics

  5. Back Matter

    Pages 297-298