Part 1 Financial Market Properties |
Trend Switching Processes in Financial Markets 3 |
Tobias Preis and H. Eugene Stanley |
Nonlinear Memory and Risk Estimation in Financial Records 27 |
Armin Bunde and Mikhail I. Bogachev |
Microstructure and Execution Strategies in the Global Spot FX Market 49 |
Anatoly B. Schmidt |
Temporal Structure of Volatility Fluctuations 65 |
FengzhongWang, Kazuko Yamasaki, H. Eugene Stanley,and Shlomo Havlin |
Theoretical Base of the PUCK-Model with Application to Foreign Exchange Markets 79 |
Misako Takayasu, Kota Watanabe, Takayuki Mizuno,and Hideki Takayasu |
Part 2 Financial Crisis and Macroeconomics |
Financial Bubbles, Real Estate Bubbles, Derivative Bubbles, and the Financial and Economic Crisis 101 |
Didier Sornette and Ryan Woodard |
Global and Local Approaches Describing Critical Phenomena on the Developing and Developed Financial Markets 149 |
Dariusz Grech |
Root Causes of the Housing Bubble 173 |
Taisei Kaizoji |
Reconstructing Macroeconomics Based on Statistical Physics 183 |
Masanao Aoki and Hiroshi Yoshikawa |
How to Avoid Fragility of Financial Systems: Lessons from the Financial Crisis and St. Petersburg Paradox 197 |
Hideki Takayasu |
Part 3 General Methods and Social Phenomena |
Data Centric Science for Information Society 211 |
Genshiro Kitagawa |
Symbolic Shadowing and the Computation of Entropy for Observed Time Series 227 |
Diana A. Mendes, Vivaldo M. Mendes, Nuno Ferreira, and Rui Menezes |
What Can Be Learned from Inverse Statistics? 247 |
Peter Toke Heden Ahlgren, Henrik Dahl, Mogens Hogh Jensen, and Ingve Simonsen |
Communicability and Communities in Complex Socio-Economic Networks. 271 |
Ernesto Estrada and Naomichi Hatano |
On World Religion Adherence Distribution Evolution 289 |
Marcel Ausloos and Filippo Petroni |
Index 313 |
Part 1 Financial Market Properties |
Trend Switching Processes in Financial Markets 3 |
Tobias Preis and H. Eugene Stanley |