Econophysics Approaches to Large-Scale Business Data and Financial Crisis

  • Misako Takayasu
  • Tsutomu Watanabe
  • Hideki Takayasu

Table of contents

  1. Front Matter
    Pages i-xi
  2. Financial Market Properties

    1. Front Matter
      Pages 1-1
    2. Tobias Preis, H. Eugene Stanley
      Pages 3-26
    3. Armin Bunde, Mikhail I. Bogachev
      Pages 27-48
    4. Fengzhong Wang, Kazuko Yamasaki, H. Eugene Stanley, Shlomo Havlin
      Pages 65-77
    5. Misako Takayasu, Kota Watanabe, Takayuki Mizuno, Hideki Takayasu
      Pages 79-98
  3. Financial Crisis and Macroeconomics

  4. General Methods and Social Phenomena

    1. Front Matter
      Pages 209-209
    2. Genshiro Kitagawa
      Pages 211-225
    3. Diana A. Mendes, Vivaldo M. Mendes, Nuno Ferreira, Rui Menezes
      Pages 227-246
    4. Peter Toke Heden Ahlgren, Henrik Dahl, Mogens Høgh Jensen, Ingve Simonsen
      Pages 247-270
    5. Ernesto Estrada, Naomichi Hatano
      Pages 271-288
    6. Marcel Ausloos, Filippo Petroni
      Pages 289-312
  5. Back Matter
    Pages 313-315

About these proceedings


In recent years, as part of the increasing “informationization” of industry and the economy, enterprises have been accumulating vast amounts of detailed data such as high-frequency transaction data in nancial markets and point-of-sale information onindividualitems in theretail sector. Similarly,vast amountsof data arenow ava- able on business networks based on inter rm transactions and shareholdings. In the past, these types of information were studied only by economists and management scholars. More recently, however, researchers from other elds, such as physics, mathematics, and information sciences, have become interested in this kind of data and, based on novel empirical approaches to searching for regularities and “laws” akin to those in the natural sciences, have produced intriguing results. This book is the proceedings of the international conference THICCAPFA7 that was titled “New Approaches to the Analysis of Large-Scale Business and E- nomic Data,” held in Tokyo, March 1–5, 2009. The letters THIC denote the Tokyo Tech (Tokyo Institute of Technology)–Hitotsubashi Interdisciplinary Conference. The conference series, titled APFA (Applications of Physics in Financial Analysis), focuses on the analysis of large-scale economic data. It has traditionally brought physicists and economists together to exchange viewpoints and experience (APFA1 in Dublin 1999, APFA2 in Liege ` 2000, APFA3 in London 2001, APFA4 in Warsaw 2003, APFA5 in Torino 2006, and APFA6 in Lisbon 2007). The aim of the conf- ence is to establish fundamental analytical techniques and data collection methods, taking into account the results from a variety of academic disciplines.


Statistical Physics Time series algorithmic trading analysis of large-scale economic data data analysis methods economic crisis empirical approach growth statistics explained modeling financial data physics in financial analysis quantitative financial analysis stochastic model

Editors and affiliations

  • Misako Takayasu
    • 1
  • Tsutomu Watanabe
    • 2
  • Hideki Takayasu
    • 3
  1. 1.Department of ComputationalIntelligence and Systems Science, Interdisciplinary Graduate School of Science and Engineering, Tokyo Institute of TechnologyMidori-kuJapan
  2. 2.Research Center for Price Dynamics and Institute of Economic ResearchHitotsubashi UniversityKunitachiJapan
  3. 3.Fundamental Research GroupSony Computer Science LaboratoriesShinagawa-kuJapan

Bibliographic information