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Econophysics of Stock and other Markets

Proceedings of the Econophys-Kolkata II

  • Arnab Chatterjee
  • Bikas K Chakrabarti

Part of the New Economic Windows book series (NEW)

Table of contents

  1. Front Matter
    Pages I-XIII
  2. Markets and their Analysis

  3. Markets and their Models

    1. Front Matter
      Pages 99-99
    2. Damien Challet
      Pages 101-112
    3. Giacomo Raffaelli, Matteo Marsili
      Pages 113-122
    4. Chengling Gou
      Pages 123-132
    5. Yukihiro Aiba, Naomichi Hatano
      Pages 133-142
    6. Robin Stinchcombe
      Pages 143-152
    7. Bikas K. Chakrabarti, Arnab Chatterjee, Pratip Bhattacharyya
      Pages 153-158
    8. P. Manimaran, J. C. Parikh, P. K. Panigrahi, S. Basu, C. M. Kishtawal, M. B. Porecha
      Pages 183-191
    9. Abhirup Sarkar
      Pages 208-215
  4. Historical Notes

    1. Front Matter
      Pages 217-217
    2. Bikas K Chakrabarti
      Pages 219-224
    3. J. Barkley Rosser Jr.
      Pages 225-234
  5. Comments and Discussions

    1. Front Matter
      Pages 235-235
    2. J. Barkley Rosser Jr.
      Pages 237-239
    3. Peter Richmond, Bikas K. Chakrabarti, Arnab Chatterjee, John Angle
      Pages 244-253

About these proceedings

Introduction

This book reviews the latest econophysics researches on the fluctuations in stock, forex and other markets. The statistical modeling of markets, using various agent-based game theoretical approaches, and their scaling analysis have been discussed.

The leading researchers in these fields have reported on their recent work and also reviewed the contemporary literature. Some historical perspectives as well as some comments and debates on recent issues in econophysics research have also been included.

Keywords

Econophysics agents calculus modeling scheduling

Editors and affiliations

  • Arnab Chatterjee
    • 1
  • Bikas K Chakrabarti
    • 1
  1. 1.Theoretical Condensed Matter Physics Division and Centre for Applied Mathematics and Computational ScienceSaha Institute of Nuclear PhysicsKolkataIndia

Bibliographic information

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