Titlebook: Econophysics of Systemic Risk and Network Dynamics; Frédéric Abergel,Bikas K. Chakrabarti,Asim Ghosh Book 2013 Springer-Verlag Italia 2013

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Econophysics of Systemic Risk and Network Dynamics

Microaneurysm

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2039-411X their latest results.It will report recent researches and re.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

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R. N. Chavali,S. Keswani,S. C. Boseion of contrarian behaviour. The three categories are found to be contrarian, but with widely different intensities. Individual investors are by far the most contrarian of the three, followed by companies. Asset managers are only mildly contrarian with respect positive price returns.

潜移默化

Identifying the Needs of a Company,law coefficient over time, when a country experience population growth. A relevant dynamic law, Gibrat’s law, is empirically tested in this connection. We argue that these empirical findings for India are in contrast with the findings in case of China, another country with population growth but monolithic political system.

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Aftershock Prediction for High-Frequency Financial Markets’ Dynamics point out the limited predictive power in this phenomenological approach and present a stochastic model, based on the scaling symmetry of financial assets, which is potentially capable to predict aftershocks occurrence, given the main shock magnitude. Comparisons with S&P high-frequency data confirm this predictive potential.

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Reaction to Extreme Events in a Minimal Agent Based Modelction is deeply linked to the population dynamics. In particular, the presence of a destabilizing strategy in the market is a necessary condition to have an overshoot with respect to the exogenously induced price fluctuation. Finally, we analyze how the memory of the agents can quantitatively affect this behavior.