The Collaborative International Dictionary of English v.0.48:

Tycoon \Ty*coon"\ (t[-i]`k[=oo]n"), n. [Chinese tai-kun great
   prince.]
   The title by which the shogun, or former commander in chief
   of the Japanese army, was known to foreigners.
   [1913 Webster]

WordNet (r) 3.0 (2006):

tycoon
    n 1: a very wealthy or powerful businessman; "an oil baron"
         [syn: baron, big businessman, business leader,
         king, magnate, mogul, power, top executive,
         tycoon]

Moby Thesaurus II by Grady Ward, 1.0:

95 Moby Thesaurus words for "tycoon":
   Dalai Lama, Establishment, Holy Roman Emperor, Inca, Kaiser, VIP,
   ardri, banker, baron, bey, big boss, big businessman, big cheese,
   big gun, big man, big name, big shot, big wheel, big-time operator,
   big-timer, bigwig, billionaire, brass, brass hat, business leader,
   businessman, cacique, caesar, captain of industry, celebrity, cham,
   czar, dignitary, dignity, director, elder, enterpriser,
   entrepreneur, father, figure, financier, great man,
   important person, industrialist, interests, kaid, khan, king, lion,
   little businessman, lords of creation, magnate, man of commerce,
   man of mark, manager, merchant, merchant prince, mikado, mogul,
   multimillionaire, nabob, name, negus, notability, notable,
   padishah, panjandrum, pendragon, person of renown, personage,
   personality, pharaoh, pillar of society, potentate, power,
   power elite, prince, rig, ruling circle, sachem, sagamore, shah,
   sheikh, shogun, somebody, something, tenno, the great, the top,
   top brass, top executive, top people, very important person,
   wheeler-dealer, worthy