The following pages link to Introduction to Econophysics (Q5426331):
Displaying 50 items.
- Dynamic relationship analysis between NAFTA stock markets using nonlinear, nonparametric, non-stationary methods (Q127928) (← links)
- Multifractal detrended fluctuation analysis of nonstationary time series (Q129337) (← links)
- On multivariate network analysis of statistical data sets with different measures of association (Q276528) (← links)
- Micro to macro models for income distribution in the absence and in the presence of tax evasion (Q278455) (← links)
- The impact of a financial transaction tax on stylized facts of price returns -- evidence from the lab (Q310972) (← links)
- Mathematical methods for modelling price fluctuations of financial times series (Q357984) (← links)
- Application of the cluster expansion to a mathematical model of the long memory phenomenon in a financial market (Q372927) (← links)
- A generalized Cauchy process having cubic nonlinearity (Q410691) (← links)
- Conditional Monte Carlo method for dynamic systems with random properties (Q437879) (← links)
- The mathematization of the individual sciences -- revisited (Q471777) (← links)
- Application of \(p\)-adic analysis methods in describing Markov processes on ultrametric spaces isometrically embedded into \(\mathbb{Q}_p\) (Q498712) (← links)
- Modeling of financial processes with a space-time fractional diffusion equation of varying order (Q501519) (← links)
- Measuring multiscaling in financial time-series (Q508279) (← links)
- Dynamic bifurcations on financial markets (Q508296) (← links)
- Stability in distribution of a stochastic hybrid competitive Lotka-Volterra model with Lévy jumps (Q509318) (← links)
- Challenges in data science: a complex systems perspective (Q528296) (← links)
- The seismography of crashes in financial markets (Q552568) (← links)
- Mean reversion in the US stock market (Q601386) (← links)
- Higher-order phase transitions on financial markets (Q614550) (← links)
- Scale-free memory model for multiagent reinforcement learning. Mean field approximation and rock-paper-scissors dynamics (Q614618) (← links)
- Accounting for risk of non linear portfolios. A novel Fourier approach (Q614629) (← links)
- Estimation and properties of a time-varying GQARCH(1,1)-M model (Q642451) (← links)
- Econophysics for philosophers (Q643097) (← links)
- Fluctuation of firm size in the long-run and bimodal distribution (Q666404) (← links)
- Herd behavior and financial crashes: an interacting particle system approach (Q670597) (← links)
- Using empirical data to estimate potential functions in commodity markets: some initial results (Q682669) (← links)
- A model for the dynamic behavior of financial assets affected by news: the case of Tohoku-Kanto earthquake (Q691938) (← links)
- Higher-order analysis within Weierstrass hierarchical walks (Q696662) (← links)
- Monte Carlo simulations of a trader-based market model (Q699140) (← links)
- Modelling taxation and redistribution: a discrete active particle kinetic approach (Q711312) (← links)
- Jump diffusion models and the evolution of financial prices (Q715465) (← links)
- Detecting chaos and predicting in Dow Jones Index (Q721762) (← links)
- A network-based data mining approach to portfolio selection via weighted clique relaxations (Q744697) (← links)
- Black-Scholes formula in subdiffusive regime (Q841145) (← links)
- Stock market crashes as social phase transitions (Q844572) (← links)
- Cluster analysis for portfolio optimization (Q844576) (← links)
- Quantifying and understanding the economics of large financial movements (Q844583) (← links)
- Boltzmann-Gibbs distribution of fortune and broken time reversible symmetry in econodynamics (Q868055) (← links)
- Quantum model for the price dynamics: The problem of smoothness of trajectories (Q933495) (← links)
- Statistical analysis of financial networks (Q957122) (← links)
- Demagnetization via nucleation of the nonequilibrium metastable phase in a model of disorder (Q960159) (← links)
- Switching phenomena in a system with no switches (Q963294) (← links)
- The Blackwell and Dubins theorem and Rényi's amount of information measure: Some applications (Q973779) (← links)
- A simple mean field model for social interactions: dynamics, fluctuations, criticality (Q977199) (← links)
- Topological properties of commodities networks (Q977531) (← links)
- Basic kinetic wealth-exchange models: common features and open problems (Q977590) (← links)
- Sudden onset of log-periodicity and superdiffusion in non-Markovian random walks with amnestically induced persistence: exact results (Q977744) (← links)
- The role of a matchmaker in buyer-vendor interactions (Q977781) (← links)
- Jamming and correlation patterns in traffic of information on sparse modular networks (Q977786) (← links)
- On the probability distribution of stock returns in the Mike-Farmer model (Q977844) (← links)
