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Experimental Econophysics
ISBN-13:
9783662442340
Veröffentl:
2014
Seiten:
192
Autor:
Ji-Ping Huang
Serie:
New Economic Windows
eBook Typ:
PDF
eBook Format:
EPUB
Kopierschutz:
1 - PDF Watermark
Sprache:
Englisch
Beschreibung:
Experimental Econophysics describes the method of controlled human experiments, which is developed by physicists to study some problems in economics or finance, namely, stylized facts, fluctuation phenomena, herd behavior, contrarian behaviorhedge behavior, cooperation, business cycles, partial information, risk management, and stock prediction. Experimental econophysics together with empirical econophysics are two branches of the field of econophysics. The latter one has beenextensively discussed in the existing books, while the former one has been seldom touched. In this book, the author will focus on the branch of experimental econophysics.
Introduction.- Fundamentals.- Stylized facts: Scaling Law and Clustering Behavior.- Fluctuation Phenomena: Leverage Could be Positive and Negative.- Herd Behavior: Beyond the Known Ruinous Role.- Contrarian Behavior: Beyond the Known Helpful Role.- Hedge Behavior: Statistical Equivalence of Different Systems.- Cooperation: Spontaneous Emergence of the Invisible Hand.- Business Cycles: Competition between Suppliers and Consumers.- Partial Information: Equivalent to Complete Information.- Risk Management: Unusual Risk-Return Relationship.- Prediction: Pure Technical Analysis Might not Work Satisfactorily.- Summary and outlook.- Appendix.
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