Titlebook: Econophysics and Data Driven Modelling of Market Dynamics; Frédéric Abergel,Hideaki Aoyama,Asim Ghosh Book 2015 Springer International Pub

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Bitcoin Dynamics: The , of Price Fluctuations and Other Stylized Factssured in terms of logarithmic return) has a heavy tail. The exponent of the tail implies that Bitcoin fluctuations follow an ., in contrast to the . exhibited by most financial and commodities markets. The distribution of transaction sizes and trading volume are seen to have Levy-stable distribution

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Nonlinear Dynamics of Stock Markets During Critical Periodsitical periods in advance for all the cases where there was a known bubble building up in the market. RP alone can not predict cashes but definitely, this tool may be used to identify changes in market dynamics and can serve as a warning bell.

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2039-411X role to play in market modelling. The Econophys-Kolkata VIII conference proceedings are devoted to the presentation of many such modelling efforts and address recent developments. A number of leading researcher978-3-319-38393-4978-3-319-08473-2Series ISSN 2039-411X Series E-ISSN 2039-4128

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,Die Anfechtung von Willenserkl?rungen,itical periods in advance for all the cases where there was a known bubble building up in the market. RP alone can not predict cashes but definitely, this tool may be used to identify changes in market dynamics and can serve as a warning bell.

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