characteristics of networks in financial markets
DESCRIPTION
Conference on Computational Physics 2006 (C34). Characteristics of Networks in Financial Markets. Kyungsik Kim, S.-M. Yoon*, D.-H. Ha Dept. of Physics and * School of Economics, Pukyong Natl Univ. Complex System. 1. Statistical Physics 2. Nonlinear dynamics 3. Complex network - PowerPoint PPT PresentationTRANSCRIPT
Kyungsik Kim, S.-M. Yoon*, D.-H. Ha
Dept. of Physics and *School of Economics,
Pukyong Natl Univ.
Conference on Computational Physics 2006 (C34)
Characteristics of Networks in Financial Markets
Complex System
1. Statistical Physics
2. Nonlinear dynamics
3. Complex network
4. Biophysics
5. Traffic Jam
5. Econophysics
6. Brain, Neural network Non-equilibrium Statistical Physics Lab
Non-equilibrium Statistical Physics Lab
Dynamical Mechanisms in Econophysics
In our group 1. CTRW - K.Kim et al Fractals, 2003
2. Herding model - K.Kim et al Physica A, 2004
3. Multifractals - K.Kim et al Physica A, 2004
4. Zipf’s law –K. Kim et al JKPS, 2004
5. FP equation - To be submitted to Physica A
6. Minority and majority game theory - K.Kim et al JPSJ, 2004
7. Two phase in FM (now),…, etc
Much attention of the physics have been drawn to
the research of large and complex socio-economic systems.
Phenomenal analysis (stylized facts)
Numerical simulation (model construction)
Financial
Market
Non-equilibrium Statistical Physics Lab
The purpose of this paper
Non-equilibrium Statistical Physics Lab
1. Introduction
Non-equilibrium Statistical Physics Lab
Non-equilibrium Statistical Physics Lab
2. Numerical caculation
Non-equilibrium Statistical Physics Lab
Non-equilibrium Statistical Physics Lab
Non-equilibrium Statistical Physics Lab
Non-equilibrium Statistical Physics Lab
Non-equilibrium Statistical Physics Lab
Non-equilibrium Statistical Physics Lab
Non-equilibrium Statistical Physics Lab
Non-equilibrium Statistical Physics Lab
Non-equilibrium Statistical Physics Lab
Non-equilibrium Statistical Physics Lab
3. Summary
Thank you !