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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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Bibliographic Details
Other Authors:	Aoyama, Hideaki (Editor)
Format:	Conference Proceedings Book
Language:	English
Published:	Kyoto Publ. Office, Progress of Theoretical Physics 2009
Series:	Progress of theoretical physics Supplement ; 179
Subjects:	Mathematisches Modell Wirtschaft Economics > Mathematical models > Congresses Finance > Mathematical models > Congresses Markets > Mathematical models > Congresses Statistical physics > Congresses Soziophysik Konferenzschrift > 2007 > Kyoto
Links:	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
Physical Description:	IV, 226, V - VII S. graph. Darst.

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Record in the Search Index

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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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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
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