Results 101 to 110 of about 1,982 (219)
Editorial: The paradigm of complexity and the real data of socio-economy
Frontiers in Physics, 2022 Emmanuel Haven +6 more
doaj +1 more source
Econophysics studies in Estonia
A short review of the econophysics research done in Estonia, devoted to the 15th anniversary of the term "econophysics".
M. Patriarca +3 more
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Algorithmic complexity theory detects decreases in the relative efficiency of stock markets in the aftermath of the 2008 financial crisis [PDF]
The relative efficiency of financial markets can be evaluated using algorithmic complexity theory. Using this approach we detect decreases in efficiency rates of the major stocks listed on the Sao Paulo Stock Exchange in the aftermath of the 2008 ...
Sergio Da Silva +2 more
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What can econophysics contribute to financial economics?
Econophysics, Financial economics, Methodology, Emergence of new field, A12, B41,
Christophe Schinckus
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Statistical properties of derivatives: a journey in term structures. [PDF]
This article presents an empirical study of thirteen derivative markets for commodity and financial assets. This paper goes beyond statistical analysis by including the maturity as a variable for futures contracts’s daily returns, from 1998 to 2010 and ...
Raynaud, Franck, Lautier, Delphine
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Signatures of Extreme Events in Cumulative Entropic Spectrum
EntropyIn this study, the cumulative effect of the empirical probability distribution of a random variable is identified as a factor that amplifies the occurrence of extreme events in datasets.
Ewa A. Drzazga-Szczȩśniak +8 more
doaj +1 more source
Robot traders can prevent extreme events in complex stock markets
If stock markets are complex, monetary policy and even financial regulation may be useless to prevent bubbles and crashes. Here, we suggest the use of robot traders as an anti-bubble decoy.
Suhadolnik, Nicolas +2 more
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COVID-19 Effects on the Relationship between Cryptocurrencies: Can It Be Contagion? Insights from Econophysics Approaches. [PDF]
Entropy (Basel), 2023 Almeida D +3 more
europepmc +1 more source
Econophysics: finance, economics and physics
This article examines the new science of 'econophysics' that utilizes physics models to explain economic and financial behaviour. First neologized in 1995, this innovative research methodology combines non-linear models, scaling laws, statistical ...
Russ Ray
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