Pages that link to "Item:Q1873940"

The following pages link to Nonextensive statistical mechanics and economics (Q1873940):

Displaying 36 items.

• Tail risk constraints and maximum entropy (Q296373) (← links)
• On the robustness of the \(q\)-Gaussian family (Q528255) (← links)
• Model-free stochastic processes studied with \(q\)-wavelet-based informational tools (Q620816) (← links)
• Volatility return intervals analysis of the Japanese market (Q978689) (← links)
• Multi-scale correlations in different futures markets (Q978788) (← links)
• New classes of Lorenz curves by maximizing Tsallis entropy under mean and Gini equality and inequality constraints (Q1618688) (← links)
• Dynamic effects of memory in a cobweb model with competing technologies (Q1620306) (← links)
• Entropy measure of credit risk in highly correlated markets (Q1620628) (← links)
• Tsallis entropy of fuzzy dynamical systems (Q1634741) (← links)
• Dynamical analogy between economical crisis and earthquake dynamics within the nonextensive statistical mechanics framework (Q1673000) (← links)
• A maximum (non-extensive) entropy approach to equity options bid-ask spread (Q1673012) (← links)
• Rotational temperature measurements in molecular plasmas using nonadditive Tsallis statistics (Q1782771) (← links)
• On the axiomatic requirement of range to measure uncertainty (Q1782845) (← links)
• New measure selection for Hunt-Devolder semi-Markov regime switching interest rate models (Q1782903) (← links)
• What should a statistical mechanics satisfy to reflect nature? (Q1888072) (← links)
• Thermodynamics of markets (Q2066060) (← links)
• Pricing of financial derivatives based on the Tsallis statistical theory (Q2128263) (← links)
• Black-Scholes like closed form formulas and numerical solutions for American style options (Q2136812) (← links)
• Portfolio theory, information theory and Tsallis statistics (Q2137589) (← links)
• Topological data analysis of financial time series: landscapes of crashes (Q2148680) (← links)
• Skewness and kurtosis analysis for non-Gaussian distributions (Q2150364) (← links)
• A projection pricing model for non-Gaussian financial returns (Q2163715) (← links)
• Analysis of time series using a new entropy plane based on past entropy (Q2169783) (← links)
• Generalized entropy and model uncertainty (Q2324804) (← links)
• A note on non-thermodynamical applications of non-extensive statistics (Q2462822) (← links)
• Financial market dynamics: superdiffusive or not? (Q3303167) (← links)
• On non-Gaussianity and dependence in financial time series: a nonextensive approach (Q3375389) (← links)
• PHYSICAL TEMPERATURE AND PRESSURE IN FULLY NONEXTENSIVE STATISTICAL THERMODYNAMICS (Q3529015) (← links)
• Risk Perception and Ambiguity in a Quantile Cumulative Prospect Theory (Q4562489) (← links)
• Financial portfolios based on Tsallis relative entropy as the risk measure (Q5131513) (← links)
• Conditional maximum entropy and superstatistics (Q5871104) (← links)
• Characterising stochastic motion in heterogeneous media driven by coloured non-Gaussian noise (Q5874042) (← links)
• Entropy -- a tale of ice and fire. (Review of some exceptional Tsallis indexes) (Q6097576) (← links)
• Modeling and simulation of financial returns under non-Gaussian distributions (Q6156468) (← links)
• Statistical field theories deformed within different calculi (Q6176630) (← links)
• A superstatistical measure of distance from canonical equilibrium (Q6572814) (← links)