BERTRAND M. ROEHNER

Patterns of Speculation
A Study in Observational Econophysics

Description: The main objective of this book is to show that behind the bewildering diversity of historical speculative episodes it is possible to find hidden regularities, thus preparing the way for a unified theory of market speculation. Speculative bubbles require the study of various episodes in order for a comparative perspective to be obtained and the analysis developed in this book follows a few simple but unconventional ideas. Investors are assumed to exhibit the same basic behavior during speculative episodes whether they trade stocks, real estate, or postage stamps. The author demonstrates how some of the basic concepts of dynamical system theory, such as the notions of impulse response, reaction times and frequency analysis, play an instrumental role in describing and predicting speculative behavior. This book will serve as a useful introduction for students of econophysics, and readers with a general interest in economics as seen from the perspective of physics.

Contents: Preface; Part I. Econophysics: 1. Why econophysics?; 2. The beginnings of econophysics; Part II. How Do Markets Work?: 3. Social man versus homo economicus; 4. Organization of speculative markets; Part III. Regularities in Speculative Episodes: 5. Collective behavior of investors; 6. Speculative peaks: statistical regularities; Part IV. Theoretical Framework: 7. Two classes of speculative peaks; 8. Dynamics of speculative peaks; 9. Theoretical framework: implications; References; Index.

Essential Information
First Author: Roehner
Title: Patterns of Speculation
ISBN, Binding 0-521-80263-6 Hardback
Approximate Publication Date: c.01/04/2002
Main Subject Category: Physics (general)

Market (Subject)
econophysics, physics, economics, econometrics

Level
graduate students, academic researchers, undergraduate students, professionals

Bibliographic Details
69 line diagrams 39 tables

Comparable titles: MANTEGNA and STANLEY/Introduction to Econophysics/1999/0521 620082 BOUCHAUD and POTTERS/Theory of Financial Risk/2000/0521 782325

JOHN MAINDONALD / Australian National University
AND JOHN BRAUN / University of Western Ontario

Data Analysis and Graphics Using R

Description: Modern statistical software systems provide sophisticated tools for researchers who need to manipulate and display their data. Using such systems requires training both in the software itself and in the statistical methods that it relies on. Concentrating on the freely available R system, this book demonstrates recently implemented approaches and methods in statistical analysis. The authors introduce elementary concepts in statistics through examples of real-world data analysis drawn from the authors’ experience, both as teachers and as consultants. R code and data sets for all examples are available on the Internet. This emphasis on practical methodology combined with a tutorial approach makes the book accessible to anyone with a knowledge of undergraduate-level statistics, whether a research student or a practising scientist or statistician. The methods demonstrated are suitable for use in a wide variety of disciplines, from social sciences to medicine, engineering and science.

Essential Information
First Author: Maindonald
Title: Data Analysis and Graphics Using R
ISBN, Binding, 0-521-81336-0 Hardback
Approximate Publication Date: c.01/04/2003
Main Subject Category: Mathematics - Statistics, OR, Math Finance
Series: Cambridge Series in Statistical and Probabilistic Mathematics, No. 10

Market (Subject)
data analysis, statistics

Level
academic researchers, graduate students

Bibliographic Details
26 tables 79 exercises 52 figures

YURI MAKEENKO
Niels Bohr Institute, Copenhagen

Methods of Contemporary Gauge Theory

Contents: Preface; Part I. Path Integrals: 1. Operator calculus; 2. Second quantization; 3. Quantum anomalies from path integral; 4. Instantons in quantum mechanics; Part II. Lattice Gauge Theories: 5. Observables in gauge theories; 6. Gauge fields on a lattice; 7. Lattice methods; 8. Fermions on a lattice; 9. Finite temperatures; Part III. 1/N Expansion: 10. O(N) vector models; 11. Multicolor QCD; 12. QCD in loop space; 13. Matrix models; Part IV. Reduced Models: 14. Eguchi--Kawai model; 15. Twisted reduced models; 16. Non-commutative gauge theories.

Essential Information
First Author: Makeenko
Title: Methods of Contemporary Gauge Theory
ISBN, Binding 0-521-80911-8 Hardback
Approximate Publication Date: c.01/05/2002
Main Subject Category: Theoretical, mathematical physics
Series: Cambridge Monographs on Mathematical Physics

Market (Subject)
physics (theoretical, particle, condensed matter), quantum field theory, quantum chromodynamics, M-theory

Level
graduate students, academic researchers

Bibliographic Details
85 line diagrams 150 exercises

Comparable titles: POKORSKI/Gauge Field Theories 2nd edition/2000/0521 472458 GAMBINI and PULLIN/Loops, Knots and Gauge Theories/1996/0521 473322 WEINBERG/The Quantum Theory of Fields/Vol. 1 1995 0521 550017; Vol. 2 1996 0521 550025; Vol. 3 2000 0521 780829

NANNY FROMAN / University of Uppsala, Sweden
AND PER OLOF FROMAN / University of Uppsala, Sweden

Physical Problems Solved by the Phase-Integral Method

Description: This book provides a thorough introduction to one of the most efficient approximation methods for the analysis and solution of problems in theoretical physics and applied mathematics. It is written with practical needs in mind and contains a discussion of 50 problems with solutions, of varying degrees of difficulty. The problems are taken from quantum mechanics, but the method has important applications in any field of science involving second order ordinary differential equations. The power of the asymptotic solution of second order differential equations is demonstrated, and in each case the authors clearly indicate which concepts and results of the general theory are needed to solve a particular problem. This book will be ideal as a manual for users of the phase-integral method, as well as a valuable reference text for experienced research workers and graduate students.

Contents: Part I. Historical Survey: 1. History of an approximation method of wide importance in various branches of physics; Part II. Description of the Phase-Integral Method: 2. Form of the wave function and the q-equation; 3. Phase-integral approximation generated from an unspecified base function; 4. F-matrix method; 5. F-matrix connecting points an opposite sides of a well isolated turning point, and expressions for the wave function in these regions; 6. Phase-integral connection formulas for a real, smooth, single-hump potential barrier; Part III. Problems With Solutions: 1. Determination of a convenient base function; 2. Determination of a phase-integral function satisfying the Schrodinger equation exactly; 3. Properties of the phase-integral approximation along certain paths; 4. Stokes constants and connection formulas; 5. Airy’s differential equation; 6. Change of phase of the wave function in a classically allowed region due to the change of a boundary condition imposed in an adjacent classically forbidden region; 7. Phase shift; 8. Nearlying energy levels; 9. Quantization conditions; 10. Determination of the potential from the energy spectrum; 11. Formulas for the normalization integral, not involving the wave function; 12. Potential with a strong attractive Coulomb singularity at the origin; 13. Formulas for expectation values and matrix elements, not involving the wave function; 14. Potential barriers; References.

Essential Information
First Author: Froman
Title: Physical Problems Solved by the Phase-Integral Method
ISBN, Binding 0-521-81209-7 Hardback
Approximate Publication Date: c.01/07/2002
Main Subject Category: Theoretical, mathematical physics

Market (Subject)
theoretical physics, mathematical physics, applied mathematics, quantum mechanics, engineering

Level
academic researchers, graduate students

Bibliographic Details
30 line diagrams 50 exercises

Comparable titles: HINCH/Perturbation Methods/1992/0521 373107 JEFFREYS and JEFFREYS/Methods of Mathematical Physics 3ed/1999/0521 664020