ARNAB CHATTERJEE – ECONOPHYSICS OF STOCK & OTHER MARKETS

The book reviews the fluctuations in stock, foreign exchange and other markets. The statistical modeling of markets, using various agent-based game theoretical approaches, and their scaling analysis have been discussed.

Leading researchers in these fields have reviewed contemporary literature and reported on their recent work. Comments and debates on recent issues in econophysics research have also been included.

We all go to various markets and participate in their activities if we are successful. So little is understood about their functionings. It is now substantial to model various markets. Econophysicists have come up with new models and analyses. The International Workshop on Eco- physics of Stock Markets and Minority Games was held in Kolkata in February 2006 under the auspices of the Centre for Applied Mathem- ics and Computational Science. The Econophys-Kolkata I was published in the New Economic Windows series in 2005, the second meeting in the series. The one-day trip to the Sunderbans (Tiger Reserve; a world heritage point) along with the lecture-sessions on the vessel had been hugely enjoyable and successful. The concluding session had a lot of lively discussions on the topics of the workshop as well as on econophysics in general. We will hold the next meeting on Econophysics and Sociophysics: Debates on Complexity Issues in Economics and Sociology early next year. Several leading economists and physicists are engaged inanalysis and modelling.

Stock and other markets can be studied with the help of Arnab Chatterjee.

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