Characteristics of Networks in Financial Markets

1. 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.

2. 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 PhysicsLab

3. Dynamical Mechanisms in Econophysics In our group1. 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 PhysicsLab

4. 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

5. Non-equilibrium Statistical PhysicsLab The purpose of this paper

6. Non-equilibrium Statistical PhysicsLab 1. Introduction

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8. Non-equilibrium Statistical PhysicsLab 2. Numerical caculation

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18. Non-equilibrium Statistical PhysicsLab 3. Summary Thank you !