Econophysics: physical approach to social and economic phenomena ; proceedings of the YITP Workshop on Econophysics, Kyoto, Japan, December 24 - 25, 2007
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Format: | Tagungsbericht Buch |
Sprache: | English |
Veröffentlicht: |
Kyoto
Publ. Office, Progress of Theoretical Physics
2009
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Schriftenreihe: | Progress of theoretical physics
Supplement ; 179 |
Schlagworte: | |
Online-Zugang: | Inhaltsverzeichnis |
Beschreibung: | IV, 226, V - VII S. graph. Darst. |
Internformat
MARC
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adam_text | Ill
CONTENTS
Econophysics
Physical Approach to Social and Economic Phenomena
—
Preface
...............................................................
..
Hideaki Aoyama, Yoshi Fujiwara, Hiroshi Iyetomi and Aki-Hiro
Sato i
Financial and Consumer Markets
Continuum Limit and Renormalization of Market Price Dynamics
Based on PUCK Model
........
Misako Takayasu and Hideki Takayasu
1
Observation of Two Types of Behaviors of Financial Bubbles and the
Related Higher-Order Potential Forces
............................
...............
Kota Watanabe,
Hideki Takayasu and Misako Takayasu
8
Short-Term Price Prediction and the Selection of Indicators
...........
..............
Mieko Tanaka-Yamawaki, Seiji Tokuoka and Keita Awaji
17
Long Memory in Finance and Fractional Brownian Motion
............
........................................
Koji Kuroda
and Joshin
Murai
26
Similarity, Clustering, and Scaling Analyses for the Foreign Exchange Market
—
Comprehensive Analysis on States of Market Participants with
High-Frequency Financial Data
— ................................
..
Aki-Hiro Sato, Hiroshi Sakai, Maiko Nishimura and
Janusz
A. Holyst
38
Partial Differential Equations for Time Development of Stock Prices,
Properties, etc. and the Inverse Power Law
...............
Fujio Takagi
51
Random Matrix Theory of Dynamical Cross Correlations in Financial
Data
.........................
Yasuhiro Nakayama and Hiroshi Iyetomi
60
The Statistical Relationship between Product Life Cycle and Repeat
Purchase Behavior in Convenience Stores
.........................
...............................
Takayuki Mizuno and Misako Takayasu
71
Real Economy
Labour Productivity Superstatistics
..................................
Hideaki Aoyama, Hiroshi Yoshikawa, Hiroshi Iyetomi and Yoshi Fujiwara
80
International Comparison of Labor Productivity Distribution for
Manufacturing and Non-Manufacturing Firms
....................
......................................
Yuichi Ikeda and Wataru Souma
93
Quasi-Statically Varying Power-Law and Log-Normal Distributions in the
Large and the Middle Scale Regions of Japanese Land Prices
......
.......................................................
Atushi Ishikawa
103
IV
Non-Gibraťs
Law in the Middle Scale Region
.........................
..............
Masashi Tomoyose, Shouji Fujimoto and Atushi Ishikawa
114
Agent-Based Model Approach to Complex Phenomena in Real Economy
...................................................
Hiroshi Iyetomi,
Hideaki Aoyama, Yoshi Fujiwara, Yuichi Ikeda and Wataru Souma
123
Modeling of Relation between Transaction Network and Production
Activity for Firms
...................
Takashi lino and Hiroshi Iyetomi
134
Business Cycle Based on Optimal
DI
Model
..........................
............
Masa-aki Taniguchi, Masako
Bando
and Akihiro Nakayama
145
Complex Networks
Hubs and Authorities on Japanese Inter-Firm Network: Characterization
of Nodes in Very Large Directed Networks
........................
...............
Takaaki Ohnishi, Hideki Takayasu and Misako Takayasu
157
Visualizing a Large-Scale Structure of Production Network by N-Body
Simulation
.............................................
Yoshi Fujiwara
167
Climate Networks Based on Phase Synchronization Analysis Track
El-Niño
........
Kazuko Yamasaki,
Avi Gozolchiani
and Shlomo Havlin
178
New Perspectives
From Traffic Flow to Economic System
....................
Masako
Bando
189
Estimation of Parameters from Discrete Random Nonstationary Time
Series
......................
Hideki Takayasu and Tomomichi Nakamura
198
Toward a Geometric Formulation of Triangular Arbitrage
—
An
Introduction to Gauge Theory of Arbitrage
— ___
Yoshiyuki Morisawa
209
Statistical Mechanics of Games
—
Evolutionary Game Theory
— .....
......................................................
Mitsuru Kikkawa
216
List of Presenters in the YITP Workshop (December
24-25, 2007).........
v
Author Index
.............................................................
V11
|
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spelling | Econophysics physical approach to social and economic phenomena ; proceedings of the YITP Workshop on Econophysics, Kyoto, Japan, December 24 - 25, 2007 ed. by Hideaki Aoyama ... Kyoto Publ. Office, Progress of Theoretical Physics 2009 IV, 226, V - VII S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier Progress of theoretical physics : Supplement 179 Mathematisches Modell Wirtschaft Economics Mathematical models Congresses Finance Mathematical models Congresses Markets Mathematical models Congresses Statistical physics Congresses Soziophysik (DE-588)7553558-0 gnd rswk-swf (DE-588)1071861417 Konferenzschrift 2007 Kyoto gnd-content Soziophysik (DE-588)7553558-0 s DE-604 Aoyama, Hideaki edt Yukawa Institute for Theoretical Physics (Kyōto) Sonstige (DE-588)3017698-0 oth Workshop on Econophysics 2007 Kyōto Sonstige (DE-588)16015128-4 oth Progress of theoretical physics Supplement ; 179 (DE-604)BV002573679 179 Digitalisierung UB Regensburg application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=017681107&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
spellingShingle | Econophysics physical approach to social and economic phenomena ; proceedings of the YITP Workshop on Econophysics, Kyoto, Japan, December 24 - 25, 2007 Progress of theoretical physics Mathematisches Modell Wirtschaft Economics Mathematical models Congresses Finance Mathematical models Congresses Markets Mathematical models Congresses Statistical physics Congresses Soziophysik (DE-588)7553558-0 gnd |
subject_GND | (DE-588)7553558-0 (DE-588)1071861417 |
title | Econophysics physical approach to social and economic phenomena ; proceedings of the YITP Workshop on Econophysics, Kyoto, Japan, December 24 - 25, 2007 |
title_auth | Econophysics physical approach to social and economic phenomena ; proceedings of the YITP Workshop on Econophysics, Kyoto, Japan, December 24 - 25, 2007 |
title_exact_search | Econophysics physical approach to social and economic phenomena ; proceedings of the YITP Workshop on Econophysics, Kyoto, Japan, December 24 - 25, 2007 |
title_full | Econophysics physical approach to social and economic phenomena ; proceedings of the YITP Workshop on Econophysics, Kyoto, Japan, December 24 - 25, 2007 ed. by Hideaki Aoyama ... |
title_fullStr | Econophysics physical approach to social and economic phenomena ; proceedings of the YITP Workshop on Econophysics, Kyoto, Japan, December 24 - 25, 2007 ed. by Hideaki Aoyama ... |
title_full_unstemmed | Econophysics physical approach to social and economic phenomena ; proceedings of the YITP Workshop on Econophysics, Kyoto, Japan, December 24 - 25, 2007 ed. by Hideaki Aoyama ... |
title_short | Econophysics |
title_sort | econophysics physical approach to social and economic phenomena proceedings of the yitp workshop on econophysics kyoto japan december 24 25 2007 |
title_sub | physical approach to social and economic phenomena ; proceedings of the YITP Workshop on Econophysics, Kyoto, Japan, December 24 - 25, 2007 |
topic | Mathematisches Modell Wirtschaft Economics Mathematical models Congresses Finance Mathematical models Congresses Markets Mathematical models Congresses Statistical physics Congresses Soziophysik (DE-588)7553558-0 gnd |
topic_facet | Mathematisches Modell Wirtschaft Economics Mathematical models Congresses Finance Mathematical models Congresses Markets Mathematical models Congresses Statistical physics Congresses Soziophysik Konferenzschrift 2007 Kyoto |
url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=017681107&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
volume_link | (DE-604)BV002573679 |
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