Results 141 to 150 of about 1,982 (219)
Identifying new classes of financial price jumps with wavelets. [PDF]
Proc Natl Acad Sci U S AAubrun C +3 more
europepmc +1 more source
Network Analysis on the Symmetric Coordination in a Reinforcement-Learning-Based Minority Game. [PDF]
Entropy (Basel)Shao C, Rao W, Xu W, Wei L.
europepmc +1 more source
Superstatistics in Econophysics
Superstatistics in Econophysicsこの論文は国立情報学研究所の電子図書館事業により電子化されました。
openaire
Iterative Forecasting of Financial Time Series: The Greek Stock Market from 2019 to 2024. [PDF]
Entropy (Basel)Bakalis E, Zerbetto F.
europepmc +1 more source
Econophysics on Real Economy -The First Decade of the Kyoto Econophysics Group-
Research activities of Kyoto Econophysics Group is reviewed. Strong emphasis has been placed on real economy. While the initial stage of research was a first high-definition data analysis on personal income, it soon progressed to firm dynamics, growth ...
Hideaki Aoyama +4 more
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Martingales, the efficient market hypothesis, and spurious stylized facts
The condition for stationary increments, not scaling, detemines long time pair autocorrelations. An incorrect assumption of stationary increments generates spurious stylized facts, fat tails and a Hurst exponent Hs=1/2, when the increments are ...
Gunaratne, Gemunu h. +2 more
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Mean-field theory of the general-spin Ising model. [PDF]
Eur Phys J BWaldorp L, Pham T, van der Maas HLJ.
europepmc +1 more source
The scientific way of thinking in statistics, statistical physics and quantum mechanics
This paper focuses on the way of thinking in both classical and modern Physics and Statistics, Statistical Mechanics or Statistical Physics and Quantum Mechanics.
Săvoiu, Gheorghe
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Econophysics, Statistical Mechanics Approach to
This is a review article for Encyclopedia of Complexity and System Science, to be published by Springer http://refworks.springer.com/complexity/.
Victor M. Yakovenko
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