Revisiting the excess volatility puzzle through the lens of the Chiarella model. [PDF]
Kurth JG, Majewski AA, Bouchaud JP.
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Characterizing limit order books in call auctions of a stock market. [PDF]
Nagumo S, Shimada T.
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A formal analysis of inconsistent decisions in intertemporal choice through subjective time perception. [PDF]
Cruz Rambaud S, Sánchez García J.
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Financial modeling, risk management of energy and environmental instruments and derivatives: past, present, and future. [PDF]
Jana RK +3 more
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Causal Hierarchy in the Financial Market Network-Uncovered by the Helmholtz-Hodge-Kodaira Decomposition. [PDF]
Wand T, Kamps O, Iyetomi H.
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Ising Model: Recent Developments and Exotic Applications. [PDF]
Lipowski A.
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Identifying new classes of financial price jumps with wavelets. [PDF]
Aubrun C +3 more
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Comparing Ising and Spin Glass Dynamics in Financial Markets: A Complex Systems Approach to Asset Interdependence. [PDF]
Georgescu I, Kinnunen J.
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Temporal invariance of centrality correlations and hierarchical topology in evolving cross-shareholding networks in Japan (2001-2023). [PDF]
Tanabe S, Ohnishi T.
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