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New Perspectives and Challenges in Econophysics and Sociophysics, 1st ed. 2019 New Economic Windows Series

Langue : Anglais

Coordonnateurs : Abergel Frédéric, Chakrabarti Bikas K., Chakraborti Anirban, Deo Nivedita, Sharma Kiran

Couverture de l’ouvrage New Perspectives and Challenges in Econophysics and Sociophysics
This book presents the latest perspectives and challenges within the interrelated fields of econophysics and sociophysics, which have emerged from the application of statistical physics to economics and sociology. Economic and financial markets appear to be in a permanent state of flux. Billions of agents interact with each other, giving rise to complex dynamics of economic quantities at the micro and macro levels. With the availability of huge data sets, researchers can address questions at a much more granular level than was previously possible. Fundamental questions regarding the aggregation of actions and information and the coordination, complexity, and evolution of economic and financial networks are currently receiving much attention in the econophysics research agenda. In parallel, the sociophysics literature has focused on large-scale social data and their interrelations. In this book, leading researchers from different communities ? economists, sociologists, financial analysts, mathematicians, physicists, statisticians, and others ? report on their recent work and their analyses of economic and social behavior. 

1.- Acep Purqon, Group identification Analysis using Hybrid Method ( (RMT-CN-LPAm+ and RMT-BDM-SA) in Indonesian Stock Market Dynamics 2.- Alejandro R. H. Montoya, A New Method and new variables to assess symmetry of financial returns time series 3.- Ananya Lahiri, Fractional Brownian markets with time-varying volatility and high-frequency data 4.- Andreas Flache, Social integration in a diverse society: social complexity models of the link between segregation and the dynamics of opinion polarization 5.- Anindya S. Chakarabarti, Executive compensation structure: A spectral graph theoretic formulation 6.-Aparna Mehra, Copula Theory in Portfolio Optimization 7.- Aparna Sawhney, Tracking Energy Efficiency of the Indian Iron and Steel Industry 8.- Bikas K. Chakrabarti, Fat tailed distributions for deaths in conflicts and disasters 9.- Bruce M. Boghosian, Criticality and Duality in an Asset-Exchange Model of Inequality 10.- Cheong Siew Ann, From the Knowledge of Physics to the Physics of Knowledge 11.- Damien Challet, Empirical properties of the opening and closing auctions of US equities 11.- Dipyaman Sanyal, Effect of Tobin Tax in an Experimental Minority Game Market 12.- Frédéric Abergel, Optimal placement of limit orders in order-driven markets 13.- Ioane Muni Toke, Estimation of ratios of intensities in a Cox-type model of limit order books 14.- Irena Vodenska, Network-based modeling of systemic risk propagation in global financial systems 15.- Kiran Sharma, Financial Market “States”: correlations & complexity 16.- Kousik Guhathakurta, How closely are the Asia Pacific market related to the developed market: a network analysis, 17.- M. S. Santhanam, Extreme events in time series and on networks 18.- Nils Bertschinger, Volatility dynamics: Towards early warning signs of financial turmoil?19.- Pradeep Bhadola, Spectral and Network analysis of financial systems 20.- Rituparna Sen, High Dimensionality Effects on the Efficient Frontier 21.- Sanjay Jain, Network anatomy of innovation: Growth and creative destruction in an evolutionary model 22.- Soumya Datta, Exchange rate dynamics under limited arbitrage and heterogeneous expectations 23.- Sujoy Chakravarty, Experimantal analysis of The Kolkata Paise Restaurant Problem 24.- Sunil Kumar, Effect of Crisis on the structure and Dynamics of the Indian Financial Network 25.- Taisei Kaizoji, Efficiency of Bitcoin Market and Prediction of Bitcoin Price Movements.


Frédéric Abergel is Director of the Laboratory of Mathematics Applied to Systems, École Centrale Paris, France, where he holds the BNP Paribas Chair of Quantitative Finance. His previous posts include head of the equity, commodity, and hybrid quantitative analytics group at Natixis and head of the Paris quantitative analytics group for Barclays Capital. His research interests are financial markets, modeling of derivatives, and the empirical properties of financial data. He is Managing Editor of the journal Quantitative Finance and is the author of many publications.

Bikas K. Chakrabarti is Professor of Physics at the Saha Institute of Nuclear Physics, Kolkata, India. He is responsible for major achievements in the fields of quantum annealing and analog quantum computation, statistical physics of fracture and breakdown, and statistical physics of social sciences. Professor Chakrabarti is Executive Editor (region: India) for the European Physical Journal B and an editorial board member for various other journals. He has authored or co-authored ten books and more than 180 papers in refereed journals.

Anirban Chakraborti is Professor in the School of Computational and Integrative Sciences at Jawaharlal Nehru University (JNU), New Delhi, India. He is Coordinator of the Mathematical and Computational Empowerment Cell at JNU and a Consultant for TCS Innovation Labs, Delhi. His research interests include econophysics and sociophysics, complex systems, computational finance, statistical physics, and nanosciences. He is an editorial board member for the series Physics of Society: Econophysics and Sociophysics (Cambridge University Press) and the journal Complexity Economics.

Nivedita Deo is Professor in the Department of Physics and Astrophysics at the University of Delhi, India. In addition to the University of Delhi, she has taught at Mount Holyoke College, Tufts University, and Purdue University in the United States. She was also

Reports recent research and reviews developments in econophysics and sociophysics, from an interdisciplinary perspective Presents insights and debates on topical issues Written by leading scientists and experts from across the world

Date de parution :

Ouvrage de 272 p.

15.5x23.5 cm

Disponible chez l'éditeur (délai d'approvisionnement : 15 jours).

137,14 €

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