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Practical Fruits of Econophysics
Editor
Listed:
- Hideki Takayasu(Sony Computer Science Laboratories, Inc.)
Abstract
No abstract is available for this item.
Individual chapters are listed in the "Chapters" tab
Suggested Citation
DOI: 10.1007/4-431-28915-1
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Book Chapters
The following chapters of this book are listed in IDEAS- H. E. Stanley & Xavier Gabaix & Parameswaran Gopikrishnan & Vasiliki Plerou, 2006. "Correlated Randomness: Rare and Not-so-Rare Events in Finance," Springer Books, in: Hideki Takayasu (ed.), Practical Fruits of Econophysics, pages 2-18, Springer.
- János Kertész & Zoltán Eisler, 2006. "Non-trivial scaling of fluctuations in the trading activity of NYSE," Springer Books, in: Hideki Takayasu (ed.), Practical Fruits of Econophysics, pages 19-23, Springer.
- A. A. Tsonis & K. Nakada & H. Takayasu, 2006. "Dynamics and predictability of fluctuations in dollar-yen exchange rates," Springer Books, in: Hideki Takayasu (ed.), Practical Fruits of Econophysics, pages 24-28, Springer.
- Misako Takayasu & Takayuki Mizuno & Takaaki Ohnishi & Hideki Takayasu, 2006. "Temporal characteristics of moving average of foreign exchange markets," Springer Books, in: Hideki Takayasu (ed.), Practical Fruits of Econophysics, pages 29-32, Springer.
- Takayuki Mizuno & Yukiko Umeno Saito & Tsutomu Watanabe & Hideki Takayasu, 2006. "Characteristic market behaviors caused by intervention in a foreign exchange market," Springer Books, in: Hideki Takayasu (ed.), Practical Fruits of Econophysics, pages 33-37, Springer.
- Adel Sharkasi & Martin Crane & Heather J. Ruskin, 2006. "Apples and Oranges: the difference between the Reaction of the Emerging and Mature Markets to Crashes," Springer Books, in: Hideki Takayasu (ed.), Practical Fruits of Econophysics, pages 38-42, Springer.
- Kazuko Yamasaki & Lev Muchnik & Shlomo Havlin & Armin Bunde & H. Eugene Stanley, 2006. "Scaling and Memory in Return Loss Intervals: Application to Risk Estimation," Springer Books, in: Hideki Takayasu (ed.), Practical Fruits of Econophysics, pages 43-51, Springer.
- Annalisa Fabretti & Marcel Ausloos, 2006. "Recurrence analysis near the NASDAQ crash of April 2000," Springer Books, in: Hideki Takayasu (ed.), Practical Fruits of Econophysics, pages 52-56, Springer.
- Takayuki Mizuno & Misako Takayasu & Hideki Takayasu, 2006. "Modeling a foreign exchange rate using moving average of Yen-Dollar market data," Springer Books, in: Hideki Takayasu (ed.), Practical Fruits of Econophysics, pages 57-61, Springer.
- Takaaki Ohnishi & Takayuki Mizuno & Kazuyuki Aihara & Misako Takayasu & Hideki Takayasu, 2006. "Systematic tuning of optimal weighted-moving-average of yen-dollar market data," Springer Books, in: Hideki Takayasu (ed.), Practical Fruits of Econophysics, pages 62-66, Springer.
- Ken Kiyono & Zbigniew R. Struzik & Yoshiharu Yamamoto, 2006. "Power law and its transition in the slow convergence to a Gaussian in the S&P500 index," Springer Books, in: Hideki Takayasu (ed.), Practical Fruits of Econophysics, pages 67-71, Springer.
- Jun-ichi Maskawa, 2006. "Empirical study of the market impact in the Tokyo Stock Exchange," Springer Books, in: Hideki Takayasu (ed.), Practical Fruits of Econophysics, pages 72-76, Springer.
- Sary Levy-Carciente & Klaus Jaffé & Fabiola Londoño & Tirso Palm & Manuel Pérez & Miguel Piñango & Pedro Reyes, 2006. "Econophysics to unravel the hidden dynamics of commodity markets," Springer Books, in: Hideki Takayasu (ed.), Practical Fruits of Econophysics, pages 77-81, Springer.
- Aki-Hiro Sato, 2006. "A characteristic time scale of tick quotes on foreign currency markets," Springer Books, in: Hideki Takayasu (ed.), Practical Fruits of Econophysics, pages 82-86, Springer.
- Philipp Weber & Bernd Rosenow, 2006. "Order book dynamics and price impact," Springer Books, in: Hideki Takayasu (ed.), Practical Fruits of Econophysics, pages 88-92, Springer.
- Stan Drożdż & Frank Grümmer & Franz Ruf & Josef Speth, 2006. "Prediction oriented variant of financial log-periodicity and speculating about the stock market development until 2010," Springer Books, in: Hideki Takayasu (ed.), Practical Fruits of Econophysics, pages 93-98, Springer.
- Serge Hayward, 2006. "Quantitative Forecasting and Modeling Stock Price Fluctuations," Springer Books, in: Hideki Takayasu (ed.), Practical Fruits of Econophysics, pages 99-106, Springer.
- Bikas K. Chakrabarti & Arnab Chatterjee & Pratip Bhattacharyya, 2006. "Time series of stock price and of two fractal overlap: Anticipating market crashes?," Springer Books, in: Hideki Takayasu (ed.), Practical Fruits of Econophysics, pages 107-110, Springer.
- Ke Xu & Jun Chen & Jian Yao & Zhaoyang Zhao & Tao Yu & Kamran Dadkhah & Bill C. Giessen, 2006. "Short Time Segment Price Forecasts Using Spline Fit Interactions," Springer Books, in: Hideki Takayasu (ed.), Practical Fruits of Econophysics, pages 111-115, Springer.
- Bill C. Giessen & Zhaoyang Zhao & Tao Yu & Jun Chen & Jian Yao & Ke Xu, 2006. "Successful Price Cycle Forecasts for S&P Futures Using TF3, a Pattern Recognition Algorithms Based on the KNN Method," Springer Books, in: Hideki Takayasu (ed.), Practical Fruits of Econophysics, pages 116-120, Springer.
- Giulia Rotundo, 2006. "The Hurst’s exponent in technical analysis signals," Springer Books, in: Hideki Takayasu (ed.), Practical Fruits of Econophysics, pages 121-125, Springer.
- Gregory Chernizer, 2006. "Financial Markets Dynamic Distribution Function, Predictability and Investment Decision-Making (FMDDF)," Springer Books, in: Hideki Takayasu (ed.), Practical Fruits of Econophysics, pages 126-130, Springer.
- Jian Yao & Jun Chen & Ke Xu & Zhaoyang Zhao & Tao Yu & Bill C. Giessen, 2006. "Market Cycle Turning Point Forecasts by a Two-Parameter Learning Algorithm as a Trading Tool for S&P Futures," Springer Books, in: Hideki Takayasu (ed.), Practical Fruits of Econophysics, pages 131-135, Springer.
- Jaume Masoliver & Miquel Montero & Josep Perelló, 2006. "The CTRWs in finance: the mean exit time," Springer Books, in: Hideki Takayasu (ed.), Practical Fruits of Econophysics, pages 137-141, Springer.
- Marzena Kozłowska & Ryszard Kutner & Filip Świtała, 2006. "Discretized Continuous-Time Hierarchical Walks and Flights as possible bases of the non-linear long-term autocorrelations observed in high-frequency financial time-series," Springer Books, in: Hideki Takayasu (ed.), Practical Fruits of Econophysics, pages 142-146, Springer.
- Morrel H. Cohen & Prasana Venkatesh, 2006. "Evidence for Superdiffusion and “Momentum” in Stock Price Changes," Springer Books, in: Hideki Takayasu (ed.), Practical Fruits of Econophysics, pages 147-151, Springer.
- Antonella Sabatini, 2006. "Beyond the Third Dimension: Searching for the Price Equation," Springer Books, in: Hideki Takayasu (ed.), Practical Fruits of Econophysics, pages 152-157, Springer.
- Koichi Hamada & Kouji Sasaki & Toshiaki Watanabe, 2006. "An agent-based model of financial returns in a limit order market," Springer Books, in: Hideki Takayasu (ed.), Practical Fruits of Econophysics, pages 158-162, Springer.
- Koji Kuroda & Joshin Murai, 2006. "Stock price process and the long-range percolation," Springer Books, in: Hideki Takayasu (ed.), Practical Fruits of Econophysics, pages 163-167, Springer.
- Serge F. Timashev & Grigory V. Vstovsky & Anna B. Solovieva, 2006. "What information is hidden in chaotic time series?," Springer Books, in: Hideki Takayasu (ed.), Practical Fruits of Econophysics, pages 168-172, Springer.
- Satoshi Nozawa & Toshitake Kohmura, 2006. "Analysis of Evolution of Stock Prices in Terms of Oscillation Theory," Springer Books, in: Hideki Takayasu (ed.), Practical Fruits of Econophysics, pages 173-177, Springer.
- Hans-Georg Matuttis, 2006. "Simple stochastic modeling for fat tails in financial markets," Springer Books, in: Hideki Takayasu (ed.), Practical Fruits of Econophysics, pages 178-182, Springer.
- Lev Muchnik & Yoram Louzoun & Sorin Solomon, 2006. "Agent Based Simulation Design Principles — Applications to Stock Market," Springer Books, in: Hideki Takayasu (ed.), Practical Fruits of Econophysics, pages 183-188, Springer.
- Janusz A. Hołyst & Arkadiusz Potrzebowski, 2006. "Heterogeneous agents model for stock market dynamics: role of market leaders and fundamental prices," Springer Books, in: Hideki Takayasu (ed.), Practical Fruits of Econophysics, pages 189-193, Springer.
- Masanao Aoki & Hiroyuki Moriya, 2006. "Dynamics of Interacting Strategies," Springer Books, in: Hideki Takayasu (ed.), Practical Fruits of Econophysics, pages 194-199, Springer.
- Sitabhra Sinha & S. Raghavendra, 2006. "Emergence of two-phase behavior in markets through interaction and learning in agents with bounded rationality," Springer Books, in: Hideki Takayasu (ed.), Practical Fruits of Econophysics, pages 200-204, Springer.
- Takashi Yamada & Kazuhiro Ueda, 2006. "Explanation of binarized tick data using investor sentiment and genetic learning," Springer Books, in: Hideki Takayasu (ed.), Practical Fruits of Econophysics, pages 205-209, Springer.
- Yuichi Ikeda & Shigeru Kawamoto & Osamu Kubo & Yasuhiro Kobayashi & Chihiro Fukui, 2006. "A Game-theoretic Stochastic Agents Model for Enterprise Risk Management," Springer Books, in: Hideki Takayasu (ed.), Practical Fruits of Econophysics, pages 210-213, Springer.
- Rafał Weron & Ingve Simonsen, 2006. "Blackouts, risk, and fat-tailed distributions," Springer Books, in: Hideki Takayasu (ed.), Practical Fruits of Econophysics, pages 215-219, Springer.
- Imre Kondor & Szilárd Pafka & Richárd Karádi & Gábor Nagy, 2006. "Portfolio Selection in a Noisy Environment Using Absolute Deviation as a Risk Measure," Springer Books, in: Hideki Takayasu (ed.), Practical Fruits of Econophysics, pages 220-225, Springer.
- Yoshi Fujiwara & Wataru Souma & Hideki Murasato & Hiwon Yoon, 2006. "Application of PCA and Random Matrix Theory to Passive Fund Management," Springer Books, in: Hideki Takayasu (ed.), Practical Fruits of Econophysics, pages 226-230, Springer.
- Per-Johan Andersson & Andreas Öberg & Thomas Guhr, 2006. "Testing Methods to Reduce Noise in Financial Correlation Matrices," Springer Books, in: Hideki Takayasu (ed.), Practical Fruits of Econophysics, pages 231-235, Springer.
- Krzysztof Urbanowicz & Janusz A. Hołyst, 2006. "Application of noise level estimation for portfolio optimization," Springer Books, in: Hideki Takayasu (ed.), Practical Fruits of Econophysics, pages 236-240, Springer.
- Masashi Egi & Shun Takahashi & Takeshi Ieshima & Kaoru Hijikata, 2006. "Method of Analyzing Weather Derivatives Based on Long-range Weather Forecasts," Springer Books, in: Hideki Takayasu (ed.), Practical Fruits of Econophysics, pages 241-245, Springer.
- Ingve Simonsen & Anders Johansen & Mogens H. Jensen, 2006. "Investment horizons : A time-dependent measure of asset performance," Springer Books, in: Hideki Takayasu (ed.), Practical Fruits of Econophysics, pages 246-251, Springer.
- Nicolas Basalto & Francesco Carlo, 2006. "Clustering financial time series," Springer Books, in: Hideki Takayasu (ed.), Practical Fruits of Econophysics, pages 252-256, Springer.
- M. Ausloos & Ph. Bronlet, 2006. "Risk portofolio management under Zipf analysis based strategies," Springer Books, in: Hideki Takayasu (ed.), Practical Fruits of Econophysics, pages 257-261, Springer.
- Bertrand M. Roehner, 2006. "Macro-players in stock markets," Springer Books, in: Hideki Takayasu (ed.), Practical Fruits of Econophysics, pages 262-271, Springer.
- Bernd Rosenow & Rafael Weißbach, 2006. "Conservative Estimation of Default Rate Correlations," Springer Books, in: Hideki Takayasu (ed.), Practical Fruits of Econophysics, pages 272-276, Springer.
- Yukiko Saito & Tsutomu Watanabe, 2006. "Are Firm Growth Rates Random? Evidence from Japanese Small Firms," Springer Books, in: Hideki Takayasu (ed.), Practical Fruits of Econophysics, pages 277-282, Springer.
- S.G. Redsun & R.D. Jones & R.E. Frye & K.D. Myers, 2006. "Trading Volume and Information Dynamics of Financial Markets," Springer Books, in: Hideki Takayasu (ed.), Practical Fruits of Econophysics, pages 283-285, Springer.
- Masashi Egi & Takashi Matsushita & Seiji Futatsugi & Keizaburo Murakami, 2006. "Random Matrix Theory Applied to Portfolio Optimization in Japanese Stock Market," Springer Books, in: Hideki Takayasu (ed.), Practical Fruits of Econophysics, pages 286-290, Springer.
- Yoshi Fujiwara & Hideaki Aoyama & Wataru Souma, 2006. "Growth and Fluctuations for Small-Business Firms," Springer Books, in: Hideki Takayasu (ed.), Practical Fruits of Econophysics, pages 291-295, Springer.
- Guido Caldarelli & Stefano Battiston & Diego Garlaschelli, 2006. "The skeleton of the Shareholders Networks," Springer Books, in: Hideki Takayasu (ed.), Practical Fruits of Econophysics, pages 297-301, Springer.
- Jukka-Pekka Onnela & Jari Saramäki & Kimmo Kaski & János Kertész, 2006. "Financial Market - A Network Perspective," Springer Books, in: Hideki Takayasu (ed.), Practical Fruits of Econophysics, pages 302-306, Springer.
- Wataru Souma & Yoshi Fujiwara & Hideaki Aoyama, 2006. "Change of ownership networks in Japan," Springer Books, in: Hideki Takayasu (ed.), Practical Fruits of Econophysics, pages 307-311, Springer.
- J. Miśkiewicz & M. Ausloos, 2006. "G7 country Gross Domestic Product (GDP) time correlations. A graph network analysis," Springer Books, in: Hideki Takayasu (ed.), Practical Fruits of Econophysics, pages 312-316, Springer.
- Ning Xi & Ning Ding & Yougui Wang, 2006. "Dependence of Distribution and Velocity of Money on Required Reserve Ratio," Springer Books, in: Hideki Takayasu (ed.), Practical Fruits of Econophysics, pages 317-321, Springer.
- Yougui Wang & Ning Ding & Ning Xi, 2006. "Prospects for Money Transfer Models," Springer Books, in: Hideki Takayasu (ed.), Practical Fruits of Econophysics, pages 322-326, Springer.
- J. R. Iglesias & S. Risau-Gusman & M. F. Laguna, 2006. "Inequalities of Wealth Distribution in a Society with Social Classes," Springer Books, in: Hideki Takayasu (ed.), Practical Fruits of Econophysics, pages 327-332, Springer.
- Arnab Chatterjee & Bikas K. Chakrabarti & Robin B. Stinchcombe, 2006. "Analyzing money distributions in ‘ideal gas’ models of markets," Springer Books, in: Hideki Takayasu (ed.), Practical Fruits of Econophysics, pages 333-338, Springer.
- Ken-ichi Ishiyama & Yoshitaka Saiki, 2006. "Unstable periodic orbits and chaotic transitions among growth patterns of an economy," Springer Books, in: Hideki Takayasu (ed.), Practical Fruits of Econophysics, pages 339-343, Springer.
- Sasuke Miyazima & Keizo Yamamoto, 2006. "Power-law behaviors in high income distribution," Springer Books, in: Hideki Takayasu (ed.), Practical Fruits of Econophysics, pages 344-348, Springer.
- Keizo Yamamoto & Sasuke Miyazima & Hiroshi Yamamoto & Toshiya Ohtsuki & Akihiro Fujihara, 2006. "The power-law exponent and the competition rule of the high income model," Springer Books, in: Hideki Takayasu (ed.), Practical Fruits of Econophysics, pages 349-353, Springer.
- Katarzyna Sznajd-Weron & Józef Sznajd, 2006. "Personal versus economic freedom," Springer Books, in: Hideki Takayasu (ed.), Practical Fruits of Econophysics, pages 355-359, Springer.
- Yuji Aruka & Jürgen Mimkes, 2006. "Complexity in an Interacting System of Production," Springer Books, in: Hideki Takayasu (ed.), Practical Fruits of Econophysics, pages 360-365, Springer.
- Masanao Aoki, 2006. "Four Ingredients for New Approaches to Macroeconomic Modeling," Springer Books, in: Hideki Takayasu (ed.), Practical Fruits of Econophysics, pages 366-370, Springer.
- Dmitri B. Berg & Valerian V. Popkov, 2006. "Competition phase space: theory and practice," Springer Books, in: Hideki Takayasu (ed.), Practical Fruits of Econophysics, pages 371-375, Springer.
- Hirorhide Nagatsuka & Katsuya Nakagawa, 2006. "Analysis of Retail Spatial Market System by the Constructive Simulation Method," Springer Books, in: Hideki Takayasu (ed.), Practical Fruits of Econophysics, pages 376-380, Springer.
- Teruaki Nakagomi, 2006. "Quantum-Monadology Approach to Economic Systems," Springer Books, in: Hideki Takayasu (ed.), Practical Fruits of Econophysics, pages 381-385, Springer.
- Yoshitake Yamazaki & Zhong-can Ou-Yang & Herbert Gleiter & Kunquan Lu & Dianhong Shen & Xing Zhu, 2006. "Visualization of microstructures of economic flows and adaptive control," Springer Books, in: Hideki Takayasu (ed.), Practical Fruits of Econophysics, pages 386-390, Springer.
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