Results 91 to 100 of about 8,136 (186)
, 2004 23 pages, 16 figures, a review paper created for usage in our own group, maybe valuable for ...
Wang, Yougui, Wu, Jinshan, Di, Zengru
openaire +2 more sources
Probabilistic sharing solves the problem of costly punishment
New Journal of Physics, 2014 Cooperators that refuse to participate in sanctioning defectors create the second-order free-rider problem. Such cooperators will not be punished because they contribute to the public good, but they also eschew the costs associated with punishing ...
Xiaojie Chen +2 more
doaj +1 more source
Arbitrary Truncated Levy Flight: Asymmetrical Truncation and High-Order Correlations
, 2012 The generalized correlation approach, which has been successfully used in statistical radio physics to describe non-Gaussian random processes, is proposed to describe stochastic financial processes.
Altman +27 more
core +1 more source
Modelling the short term herding behaviour of stock markets
New Journal of Physics, 2014 Modelling the behaviour of stock markets has been of major interest in the past century. The market can be treated as a network of many investors reacting in accordance to their group behaviour, as manifested by the index and effected by the flow of ...
Yoash Shapira +2 more
doaj +1 more source
Modelling and computer simulation of an insurance policy: A search for maximum profit
, 2003 We have developed a model for a life insurance policy. In this model the net gain is calculated by computer simulation for a particular type of lifetime distribution function.
Acharyya, A. B., Acharyya, M.
core +1 more source
Detecting global financial crises with scarce data by multivariate nonlinear filtering
Journal of Physics: ComplexityAn original procedure is devised for the automated detection of global financial crises from multivariate databases of share prices. It consists of: i) the construction of time series from the time-windowed estimations of crisis relevant information ...
Cécile Bastidon +5 more
doaj +1 more source
Relaxation dynamics of aftershocks after large volatility shocks in the SSEC index
, 2007 The relaxation dynamics of aftershocks after large volatility shocks are investigated based on two high-frequency data sets of the Shanghai Stock Exchange Composite (SSEC) index. Compared with previous relevant work, we have defined main financial shocks
Andersen +31 more
core +1 more source
Tax Compliance and Public Goods Provision -- An Agent-based Econophysics Approach
, 2014 We calculate the dynamics of tax evasion within a multi-agent econophysics model which is adopted from the theory of magnetism and previously has been shown to capture the main characteristics from agent-based based models which build on the standard ...
Hokamp, S., Seibold, G.
core
Some Relevant Econophysics’ Moments of History, Definitions, Methods, Models and New Trends [PDF]
New models result from a new way of thinking or from the trans-disciplinary methods used in new domains. Econophysics improve the quality of the classical research of Economics through its original models and methods.
Gheorghe Săvoiu, Ion Iorga–Simăn
core
Discrete Dynamics in Nature and Society, 2004 We provide here a qualitative summary of the main ideas from econophysics and finance theory, starting with a thorough criticism of the standard ideas taught in typical economics textbooks.
Joseph L. McCauley, Cornelia M. Küffner
doaj +1 more source