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The Application of Econophysics

Proceedings of the Second Nikkei Econophysics Symposium

  • Hideki Takayasu

Table of contents

  1. Front Matter
    Pages II-X
  2. Market Properties

    1. Front Matter
      Pages 1-1
    2. Basic Statistics

      1. H. E. Stanley, Xavier Gabaix, Parameswaran Gopikrishnan, Vasiliki Plerou
        Pages 3-17
      2. Yukihiro Aiba, Naomichi Hatano, Hideki Takayasu, Kouhei Marumo, Tokiko Shimizu
        Pages 18-23
      3. Takayuki Mizuno, Shoko Kurihara, Misako Takayasu, Hideki Takayasu
        Pages 24-29
      4. Salvatore Miccichè, Fabrizio Lillo, Giovanni Bonanno, Rosario N. Mantegna
        Pages 30-42
      5. J. Kertész, L. Kullmann, A. G. Zawadowski, R. Karädi, K. Kaski
        Pages 43-50
      6. Plamen Ch. Ivanov, Ainslie Yuen, Boris Podobnik, Youngki Lee
        Pages 51-57
      7. Julian Juhi-Lian Ting
        Pages 70-77
      8. G. Keogh, S. Sharifi, H. Ruskin, M. Crane
        Pages 83-89
    3. Predictability

    4. New Methods

      1. Misako Takayasu
        Pages 155-160
      2. Shoko Kurihara, Takayuki Mizuno, Hideki Takayasu, Misako Takayasu
        Pages 169-173
    5. Various Markets

      1. Kaushik Matia, Yosef Ashkenazy, Luis A. Nunes Amaral, Stephen P. Goodwin, H. Eugene Stanley
        Pages 192-197
      2. Liming Liang, Jingjing Wang
        Pages 198-203
      3. B. Kahng, I. Yang, H. Jeong, A.-L. Barabási
        Pages 204-209
    6. Models

      1. Y. Ohtaki, H. H. Hasegawa
        Pages 217-222
      2. Kazuko Yamasaki, Kenneth J. Mackin
        Pages 223-228
      3. Masahiro Fukuhara, Yasufumi Saruwatari
        Pages 229-234
      4. Tomoya Suzuki, Tohru Ikeguchi, Masuo Suzuki
        Pages 235-240
  3. Other Topics

    1. Front Matter
      Pages 247-247
    2. Income Distribution

      1. Philip K. Rawlings, David Reguera, Howard Reiss
        Pages 249-255
      2. Takayuki Mizuno, Shoko Kurihara, Misako Takayasu, Hideki Takayasu
        Pages 256-261
      3. Youshi Fujiwara, Hideaki Aoyama, Wataru Souma
        Pages 262-267
      4. Hideaki Aoyama, Yoshi Fujiwara, Wataru Souma
        Pages 268-273
      5. Keizo Yamamoto, Sasuke Miyazima, Rajindar K. Koshal, Majulika Koshal, Yuko Yamada
        Pages 274-279
      6. Bikas K. Chakrabarti, Arnab Chatterjee
        Pages 280-285
    3. Company’s Risks

      1. Hideki Takayasu
        Pages 287-292
      2. Wataru Souma, Yoshi Fujiwara, Hideaki Aoyama
        Pages 293-298
      3. Shigeo Aoki, Yukio Hosonuma
        Pages 299-302
      4. M. Ebrahim Fouladvand, Amir Darooneh
        Pages 303-308
    4. Theories

      1. Koichi Hamada
        Pages 310-315
      2. Masanao Aoki, Hiroshi Yoshikawa
        Pages 316-321

About these proceedings

Introduction

Econophysics is a newborn field of science bridging economics and physics. A special feature of this new science is the data analysis of high-precision market data. In economics arbitrage opportunity is strictly denied; however, by observing high-precision data we can prove the existence of arbitrage opportunity. Also, financial technology neglects the possibility of market prediction; however, in this book you can find many examples of predicted events. There are other surprising findings.

This volume is the proceedings of a workshop on "application of econophysics" at which leading international researchers discussed their most recent results.

Keywords

Arbitrage Econophysics Investment Markov Chain calculus entropy statistical physics statistics

Editors and affiliations

  • Hideki Takayasu
    • 1
  1. 1.Sony Computer Science Laboratories, Inc.TokyoJapan

Bibliographic information