Econophysics Approaches to Large-Scale Business Data and Financial Crisis
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 onindivi
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Misako Takayasu Hideki Takayasu Editors
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Tsutomu Watanabe
Econophysics Approaches to Large-Scale Business Data and Financial Crisis Proceedings of the Tokyo Tech–Hitotsubashi Interdisciplinary Conference + APFA7
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Editors Misako Takayasu Associate Professor Department of Computational Intelligence and Systems Science Interdisciplinary Graduate School of Science and Engineering Tokyo Institute of Technology 4259 Nagatsuta, Midori-ku Yokohama 226-8502, Japan [email protected]
Hideki Takayasu Senior Researcher Fundamental Research Group Sony Computer Science Laboratories 3-14-13 Higashigotanda, Shinagawa-ku Tokyo 141-0022, Japan [email protected]
Tsutomu Watanabe Professor Research Center for Price Dynamics and Institute of Economic Research Hitotsubashi University 2-1 Naka, Kunitachi Tokyo 186-8603, Japan [email protected]
ISBN 978-4-431-53852-3 e-ISBN 978-4-431-53853-0 DOI 10.1007/978-4-431-53853-0 Springer Tokyo Dordrecht Heidelberg London New York Library of Congress Control Number: 2010924624 c Springer 2010 This work is subject to copyright. All rights are reserved, whether the whole or part of the material is concerned, specifically the rights of translation, reprinting, reuse of illustrations, recitation, broadcasting, reproduction on microfilm or in any other way, and storage in data banks. The use of general descriptive names, registered names, trademarks, etc. in this publication does not imply, even in the absence of a specific statement, that such names are exempt from the relevant protective laws and regulations and therefore free for general use. Printed on acid-free paper Springer is part of Springer Science+Business Media (www.springer.com)
Preface
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 financial markets and point-of-sale information on individual items in the retail sector. Similarly, vast amounts of data are now available on business networks based on interfirm transactions and shareholdings. In the past, these types of information were studied only by economists and management scholars. More recently, however, researchers from other fields, 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 “laws” 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 Economic 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), focuses on the analysis of large-scale economic data. It has traditionally brought physicists and economists together to e
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