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
4. Biophysics
5. Traffic Jam
5. Econophysics
6. Brain, Neural network
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
Non-equilibrium Statistical Physics Lab
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 !