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Econophysics and Data Driven Modelling of Market Dynamics

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Cover of 'Econophysics and Data Driven Modelling of Market Dynamics'

Table of Contents

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    Book Overview
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    Chapter 1 Empirical Evidence of Market Inefficiency: Predicting Single-Stock Returns
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    Chapter 2 Calibration of a Stock’s Beta Using Option Prices
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    Chapter 3 Long-Term Evolution of the Topological Structure of Interactions Among Stocks in the New York Stock Exchange 1925–2012
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    Chapter 4 Bitcoin Dynamics: The Inverse Square Law of Price Fluctuations and Other Stylized Facts
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    Chapter 5 Are Firms that Are Awarded More Patents More Productive?
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    Chapter 6 Nonlinear Dynamics of Stock Markets During Critical Periods
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    Chapter 7 Probabilistic Flows of Inhabitants in Urban Areas and Self-organization in Housing Markets
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    Chapter 8 Performance of Inequality Indices
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    Chapter 9 A Dynamical View of Different Solution Paradigms in Two-Person Symmetric Games: Nash Versus Co-action Equilibria
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    Chapter 10 Spatio-Temporal Patterns of Development in India: Identifying Geographical Features of Growth and Urbanisation
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    Chapter 11 Physicists’ Approaches to a Few Economic Problems
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    Chapter 12 Socio-economic inequalities: a statistical physics perspective
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    Chapter 13 Judging the Impact of ‘Econophysics’ Through Response to Questionnaire
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    Chapter 14 Commentary: Influence of Econophysics Research on Contemporary Researches in Social Sciences
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Title
Econophysics and Data Driven Modelling of Market Dynamics
Published by
Springer International Publishing, January 2015
DOI 10.1007/978-3-319-08473-2
ISBNs
978-3-31-908472-5, 978-3-31-908473-2
Editors

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

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The data shown below were collected from the profiles of 17 X users who shared this research output. Click here to find out more about how the information was compiled.
Mendeley readers

Mendeley readers

The data shown below were compiled from readership statistics for 30 Mendeley readers of this research output. Click here to see the associated Mendeley record.

Geographical breakdown

Country Count As %
Estonia 1 3%
Switzerland 1 3%
Brazil 1 3%
Unknown 27 90%

Demographic breakdown

Readers by professional status Count As %
Student > Ph. D. Student 10 33%
Student > Doctoral Student 4 13%
Researcher 3 10%
Student > Master 3 10%
Student > Bachelor 2 7%
Other 7 23%
Unknown 1 3%
Readers by discipline Count As %
Economics, Econometrics and Finance 8 27%
Physics and Astronomy 6 20%
Computer Science 3 10%
Engineering 3 10%
Mathematics 2 7%
Other 5 17%
Unknown 3 10%