Econophysics of Systemic Risk and Network Dynamics

Econophysics of Systemic Risk and Network Dynamics edited by Frédéric Abergel, Bikas K. Chakrabarti, Anirban Chakraborti, Asim Ghosh.

The primary goal of the book is to present the ideas and research findings of active researchers such as physicists, economists, mathematicians and financial engineers working in the field of “Econophysics,” who have undertaken the task of modeling and analyzing systemic risk, network dynamics and o...

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Bibliographic Details
Corporate Author: SpringerLink (Online service)
Other Authors: Abergel, Frédéric (Editor), Chakrabarti, Bikas K. (Editor), Chakraborti, Anirban (Editor), Ghosh, Asim (Editor)
Format: eBook
Language:English
Published: Milano : Springer Milan : Imprint: Springer, 2013.
Edition:1st ed. 2013.
Series:New Economic Windows,
Springer eBook Collection.
Subjects:
Statistical physics.
Dynamical systems.
Business.
Management science.
Mathematics.
Electronic resources (E-books)
Online Access:Click to view e-book
Holy Cross Note:Loaded electronically.
Electronic access restricted to members of the Holy Cross Community.
Table of Contents:
  • Diffusion of defaults among financial institutions by G. Demange
  • Systemic risk and complex systems: a graph-theory analysis by D. Lautier, F. Raynaud
  • Omori Law after Exogenous on Supplier-Customer Network by Y. Fujiwara
  • Aftershock prediction for high-frequency financial markets’ dynamics by F. Baldovin, F. Camana, M. Caraglio, A.L. Stella, M. Zamparo
  • How unstable are complex financial systems ? Analyzing an inter-bank network of credit relations by S. Sinha, M. Thess, S. Markose
  • Study of statistical correlations in intraday and daily financial return time series by G. Tilak, T. Széll, R. Chicheportiche, A. Chakraborti
  • A robust measure of investor contrarian behaviour by D. Challet, D. Morton de Lachapelle
  • Evolution of Zipf’s Law for Indian Urban Agglomerations vis-à-vis Chinese Urban Agglomerations by K. Gangopadhyay, B. Basu
  • Reaction to extreme events in a minimal agent based model by A. Zaccaria, M. Cristelli, L. Pietronero
  • Predatory trading and risk minimisation: how to (b)eat the competition by A. Mehta
  • Statistical Mechanics of Labor Markets by He Chen, Jun-ichi Inoue
  • Kolkata Paise Restaurant Problem: An Introduction by A. Ghosh, S. Biswas, A. Chatterjee, A.S. Chakrabarti, T. Naskar, M. Mitra, B.K. Chakrabarti
  • Kolkata Paise Restaurant problem and the Cyclically Fair Norm by P. Banerjee, M. Mitra, C. Mukherjee
  • An introduction to multi-player, multi-choice quantum games: Quantum Minority games & Kolkata restaurant problems by P. Sharif, H. Heydari
  • Cluster analysis and Gaussian mixture estimation of correlated time-series by means of multi-dimensional scaling by T. Ibuki, Sei Suzuki. Jun-ichi Inoue
  • Analyzing Crisis in Global Financial Indices by S. Kumar, N. Deo
  • Study of Systemic Risk Involved in Mutual Funds by K.C. Dash, M. Dash
  • Characterizing price index behavior through fluctuation dynamics by P.K. Panigrahi, S. Ghosh, A. Banerjee, J. Bahadur, P. Manimaran
  • Discussions and comments.

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