The following pages link to (Q5309792):
Displayed 38 items.
- Boltzmann-type models for price formation in the presence of behavioral aspects (Q258513) (← links)
- Harnessing inequality (Q521777) (← links)
- How random is a random vector? (Q528246) (← links)
- A geometric theory for Lévy distributions (Q530814) (← links)
- Stochastic flow cascades (Q664572) (← links)
- Anomalous is ubiquitous (Q719717) (← links)
- Fractional motions (Q740796) (← links)
- Stochastic Lotka-Volterra equations: a model of lagged diffusion of technology in an interconnected world (Q1618900) (← links)
- Application of quantum master equation for long-term prognosis of asset-prices (Q1619308) (← links)
- Inequality spectra (Q1620414) (← links)
- New methods of simulating Lévy processes (Q1620568) (← links)
- An efficient series approximation for the Lévy \(\alpha\)-stable symmetric distribution (Q1632660) (← links)
- On the physical interpretation of statistical data from black-box systems (Q1672998) (← links)
- Dynamical analogy between economical crisis and earthquake dynamics within the nonextensive statistical mechanics framework (Q1673000) (← links)
- Pricing currency option in a mixed fractional Brownian motion with jumps environment (Q1719257) (← links)
- From entropy-maximization to equality-maximization: Gauss, Laplace, Pareto, and Subbotin (Q1783196) (← links)
- Pseudo-exponential distribution and its statistical applications in econophysics (Q2001130) (← links)
- Gaussian clustering and jump-diffusion models of electricity prices: a deep learning analysis (Q2064632) (← links)
- Dynamics of stocks prices based in the Black \& Scholes equation and nonlinear stochastic differentials equations (Q2078650) (← links)
- Exact solution to two-body financial dealer model: revisited from the viewpoint of kinetic theory (Q2096918) (← links)
- Heterogeneous round-trip trading and the emergence of volatility clustering in speculation game (Q2121201) (← links)
- A stochastic \(p\)-adic model of the capillary flow in porous random medium (Q2149665) (← links)
- Investigation of non-Gaussian effects in the Brazilian option market (Q2150222) (← links)
- Stochastic process with multiplicative structure for the dynamic behavior of the financial market (Q2151763) (← links)
- The quantum dark side of the optimal control theory (Q2155431) (← links)
- Breaks down of the modeling of the financial market with addition of non-linear terms in the Itô stochastic process (Q2160077) (← links)
- Optimal learning dynamics of multiagent system in restless multiarmed bandit game (Q2164924) (← links)
- The detection of local irreversibility in time series based on segmentation (Q2205832) (← links)
- From tick data to semimartingales (Q2240473) (← links)
- Harmonic statistics (Q2359294) (← links)
- First passage time statistics for two-channel diffusion (Q2969879) (← links)
- Interplay between polarisation and plurality in a decision-making process with continuous opinions (Q3302713) (← links)
- Macroeconomic and Financial Networks: Review of Some Recent Developments in Parametric and Non-parametric Approaches (Q5022167) (← links)
- On the interplay between multiscaling and stock dependence (Q5215444) (← links)
- Nonlinear Complexity and Chaotic Behaviors on Finite-Range Stochastic Epidemic Financial Dynamics (Q5225795) (← links)
- Complex Market Dynamics in the Light of Random Matrix Theory (Q5227350) (← links)
- Optimization of mixture models on time series networks encoded by visibility graphs: an analysis of the US electricity market (Q6088799) (← links)
- The impact of the SARS-CoV-2 pandemic on financial markets: a seismologic approach (Q6148811) (← links)