Econophysics and Data Driven Modelling of Market Dynamics/

Frédéric Abergel, Hideaki Aoyama, Bikas K. Chakrabarti, Anirban Chakraborti, Asim Ghosh

Econophysics and Data Driven Modelling of Market Dynamics/ - New York: Springer,


Market Analysis and Modelling

Empirical Evidence of Market Inefficiency: Predicting Single-Stock Returns
Marouane Anane, Frédéric Abergel

Calibration of a Stock’s Beta Using Option Prices
Sofiene El Aoud, Frédéric Abergel

Long-Term Evolution of the Topological Structure of Interactions Among Stocks in the New York Stock Exchange 1925–2012
Chandrashekar Kuyyamudi, Anindya S. Chakrabarti, Sitabhra Sinha

Bitcoin Dynamics: The Inverse Square Law of Price Fluctuations and Other Stylized Facts
Soumya Easwaran, Manu Dixit, Sitabhra Sinha

Are Firms that Are Awarded More Patents More Productive?
Shouji Fujimoto, Atushi Ishikawa, Takayuki Mizuno, Tsutomu Watanabe

Nonlinear Dynamics of Stock Markets During Critical Periods
Kousik Guhathakurta

Probabilistic Flows of Inhabitants in Urban Areas and Self-organization in Housing Markets
Takao Hishikawa, Jun-ichi Inoue

Miscellaneous

Performance of Inequality Indices
Anurag Chaplot, Rituparna Sen

A Dynamical View of Different Solution Paradigms in Two-Person Symmetric Games: Nash Versus Co-action Equilibria
V. Sasidevan, Sitabhra Sinha

Spatio-Temporal Patterns of Development in India: Identifying Geographical Features of Growth and Urbanisation
S. Sridhar, Tara Thiagarajan, Sitabhra Sinha

Physicists’ Approaches to a Few Economic Problems
Anirban Chakraborti, Yoshi Fujiwara, Asim Ghosh, Jun-ichi Inoue, Sitabhra Sinha

Socio-Economic Inequalities: A Statistical Physics Perspective
Arnab Chatterjee

Discussions and Commentary

Judging the Impact of ‘Econophysics’ Through Response to Questionnaire
Kishore C. Dash

Commentary: Influence of Econophysics Research on Contemporary Researches in Social Sciences
Asim Ghosh


978-3-319-08473-2 
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