Introduction to econophysics. Correlations and complexity in finance.
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atmospheric physicseconophysicsfinancial systemsfinancial time seriesstatistical physicsstochastic dynamics
Equilibrium statistical mechanics (82B99) Research exposition (monographs, survey articles) pertaining to game theory, economics, and finance (91-02) Applications of statistical and quantum mechanics to economics (econophysics) (91B80) Economic time series analysis (91B84) Statistical methods; risk measures (91G70) Financial applications of other theories (91G80)
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- Optimal learning dynamics of multiagent system in restless multiarmed bandit game
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- New perspectives and challenges in econophysics and sociophysics
- Boltzmann-type models for price formation in the presence of behavioral aspects
- An introduction to econophysics and quantitative finance
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- Complex systems in finance and econometrics. Selected entries from the Encyclopedia of Complexity and Systems Science. 2-vol. set
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- On the interplay between multiscaling and stock dependence
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