Information theory applied to econophysics: stock market behaviors

DOI10.1140/epjb/e2014-41003-0zbMath1515.91113OpenAlexW2054381498MaRDI QIDQ6176913

Gonzalo Saravia, E. E. Vogel

Publication date: 26 July 2023

Published in: The European Physical Journal B. Condensed Matter and Complex Systems (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1140/epjb/e2014-41003-0

zbMATH Keywords

statistical and nonlinear physics

Mathematics Subject Classification ID

Applications of statistical and quantum mechanics to economics (econophysics) (91B80) Derivative securities (option pricing, hedging, etc.) (91G20)

Cites Work

• Information and its role in nature
• Elements of Information Theory
• Monte Carlo simulation in statistical physics. An introduction.

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