| 書目名稱 | Econophysics Approaches to Large-Scale Business Data and Financial Crisis | | 副標(biāo)題 | Proceedings of Tokyo | | 編輯 | Misako Takayasu (Associate Professor),Tsutomu Wata | | 視頻video | http://file.papertrans.cn/303/302099/302099.mp4 | | 概述 | As the conference was held half a year after the financial crisis of the Autumn of 2008, the papers include detailed reports on the market behaviors during the crisis, discussion on the mechanism of b | | 圖書封面 |  | | 描述 | In recent years, as part of the increasing “informationization” of industry and the economy, enterprises have been accumulating vast amounts of detailed data such as high-frequency transaction data in nancial markets and point-of-sale information onindividualitems in theretail sector. Similarly,vast amountsof data arenow ava- able on business networks based on inter rm transactions and shareholdings. In the past, these types of information were studied only by economists and management scholars. More recently, however, researchers from other elds, such as physics, mathematics, and information sciences, have become interested in this kind of data and, based on novel empirical approaches to searching for regularities and “l(fā)aws” akin to those in the natural sciences, have produced intriguing results. This book is the proceedings of the international conference THICCAPFA7 that was titled “New Approaches to the Analysis of Large-Scale Business and E- nomic Data,” held in Tokyo, March 1–5, 2009. The letters THIC denote the Tokyo Tech (Tokyo Institute of Technology)–Hitotsubashi Interdisciplinary Conference. The conference series, titled APFA (Applications of Physics in Financial Analysis | | 出版日期 | Conference proceedings 2010 | | 關(guān)鍵詞 | Statistical Physics; Time series; algorithmic trading; analysis of large-scale economic data; data analy | | 版次 | 1 | | doi | https://doi.org/10.1007/978-4-431-53853-0 | | isbn_softcover | 978-4-431-54671-9 | | isbn_ebook | 978-4-431-53853-0 | | copyright | Springer-Verlag Tokyo 2010 |
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