Econophysics of Stock and other Markets Proceedings of the Econophys

This book reviews the latest econophysics researches on the fluctuations in stock, forex and other markets. The statistical modeling of markets, using various agent-based game theoretical approaches, and their scaling analysis have been discussed. The lea

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Series Editorial Board Series Editorial Board

Jaime Gil Aluja Departament d’Economia i Organització d’Empreses, Universitat de Barcelona, Spain Jaime Gil Aluja Departament d’Economia i Organització d’Empreses, Universitat de Barcelona, Spain Fortunato Arecchi Dipartimento di Fisica, Università di Firenze and INOA, Italy Fortunato Arecchi Dipartimento di Fisica, Università di Firenze and INOA, Italy David Colander Department of Economics, Middlebury College, Middlebury, VT, USA David Colander Richard H. of Day Department Economics, Middlebury College, Middlebury, VT, USA Department Economics, University of Southern California, Los Angeles, USA Richard H.ofDay Mauro Gallegati Department of Economics, University of Southern California, Los Angeles, USA Dipartimento di Economia, Università di Ancona, Italy Mauro Gallegati Steve Keen di Economia, Università di Ancona, Italy Dipartimento School of Economics and Finance, University of Western Sydney, Australia Steve Keen Alan SchoolKirman of Economics and Finance, University of Western Sydney, Australia GREQAM/EHESS, Université d’Aix-Marseille III, France Giulia Iori Marji Linesof Mathematics, King’s College, London, UK Department Dipartimento di Science Statistiche, Università di Udine, Italy

Alan Kirman Thomas Lux GREQAM/EHESS, Université d’Aix-Marseille III, France Department of Economics, University of Kiel, Germany

Marji Lines Alfredo Medio Dipartimento di Science Statistiche, Università di Udine, Italy Dipartimento di Scienze Statistiche, Università di Udine, Italy

Alfredo Medio Paul Ormerod Dipartimento di Scienze Statistiche, Università di Udine, Italy

Directors of Environment Business-Volterra Consulting, London, UK

Paul Ormerod Peter Richmond Directors of Environment Business-Volterra Consulting, London, UK School of Physics, Trinity College, Dublin 2, Ireland

J. Barkley Rosser J.Department Barkley Rosser of Economics, James Madison University, Harrisonburg, VA, USA Department of Economics, James Madison University, Harrisonburg, VA, USA

Sorin Solomon Sorin Solomon Racah Institute of Physics, The Hebrew University of Jerusalem, Israel Racah Institute of Physics, The Hebrew University of Jerusalem, Israel

Kumaraswamy Pietro Terna (Vela) Velupillai Department of Economics, National University of Ireland, Ireland

Dipartimento di Scienze Economiche e Finanziarie, Università di Torino, Italy

Nicolas Vriend (Vela) Velupillai Kumaraswamy

Department of Economics, Queen Mary University of London, UK Department of Economics, National University of Ireland, Ireland

Lotfi Zadeh Nicolas Vriend

Computer Science Division, University of California Berkeley, USA Department of Economics, Queen Mary University of London, UK

Lotfi Zadeh

EditorialScience Assistants Computer Division, University of California Berkeley, USA Maria Rosaria Marisa FagginiAlfano Marisa Faggini Dipartimento di Scienze Economiche e Statistiche, Università di Salerno, Italy Editorial Assistants Dipartimento di Scienze Economiche e Statistiche, Università di Salerno, Italy

Marisa Faggini

Dip