Results 11 to 20 of about 8,136 (186)
Time-Varying Return Predictability in the Chinese Stock Market [PDF]
Reports in Advances of Physical Sciences, 2017 China’s stock market is the largest emerging market in the world. It is widely accepted that the Chinese stock market is far from efficiency and it possesses possible linear and nonlinear dependencies.
Huai-Long Shi +2 more
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EPJ Data Science, 2020 Empirical investor networks (EIN) proposed by Ozsoylev et al. are assumed to capture the information spreading path among investors. Here, we perform a comparative analysis between the EIN and the cellphone communication networks (CN) to test whether EIN
Peng Wang +4 more
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Duality of knowledge, singularity of method: The case of econophysics and J.S. Mill’s notion of emergence [PDF]
Journal of Asian Business and Economic Studies, 2018 Purpose – How a micro-founded discipline such as economics could deal with the increasing global economic reality? This question has been asked frequently since the last economic crisis that appeared in 2008.
Christophe Schinckus, Cinla Akdere
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A MAPPING OF THE LITERATURE ON ECONOPHYSICS [PDF]
Annals of the University of Oradea: Economic Science, 2021 Econophysics is a relatively young discipline, being an interdisciplinary approach that applies methods and tools from physics in the economics, for studying the financial markets, or other economical phenomena.
Sergiu Mihai Hațegan
doaj
Time‐Frequency Analysis of COVID‐19 Shocks and Energy Commodities
Complexity, Volume 2023, Issue 1, 2023., 2023 In a time‐frequency biwavelet framework, we analysed the short‐, medium‐, and long‐term impacts of COVID‐19‐related shocks on ten energy commodities (i.e., Brent, crude oil, coal, heating oil, natural gas, gasoline, ethanol, naphtha, propane, and uranium) from January 2020 to April 2022.
Samuel Kwaku Agyei +5 more
wiley +1 more source
Mathematical Methods in the Applied Sciences, Volume 45, Issue 8, Page 4597-4624, 30 May 2022., 2022 We consider two systems of nonlinear first‐order ordinary differential equations proposed to describe Ca2+‐levels in renal vascular smooth muscle cells and in liver cells. Initially, we present the models and its assumptions. We next investigate an approach to local solvability by Picard–Lindelöf 's Theorem.
Benjamin Wacker, Jan Christian Schlüter
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Bounded rationality and animal spirits: a fluctuation-response approach to Slutsky matrices
Journal of Physics: Complexity, 2023 The Slutsky equation, central in consumer choice theory, is derived from the usual hypotheses underlying most standard models in Economics, such as full rationality, homogeneity, and absence of interactions.
Jérôme Garnier-Brun +2 more
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The mutual predictability of Bitcoin and web search dynamics
Journal of Forecasting, Volume 41, Issue 3, Page 435-454, April 2022., 2022 Abstract Economic theory predicts the price dynamics of an unbacked asset to be inherently unforecastable. The same applies to exchange rates of unbacked currencies. Albeit, empirically investors are found to be driven by online and offline news media.
Bernd Süssmuth
wiley +1 more source
Discrete Dynamics in Nature and Society, Volume 2022, Issue 1, 2022., 2022 The intrinsic information shared by financial assets provides a means of assessing their mutual linkages. In times of crisis, spillovers and information flow between markets increase, and this drives empirical investigations into the degree of connectedness between financial assets.
Samuel Kwaku Agyei +4 more
wiley +1 more source
Complexity, Volume 2022, Issue 1, 2022., 2022 Agent‐based models are computational approaches used to reproduce the interactions between economic agents. These models are widely applied in many contexts to get deeper understanding about agents’ behaviors within complex systems. In this paper, we provide a bibliometric analysis about agent‐based models in finance and, considering bibliographic ...
Juan E. Trinidad Segovia +4 more
wiley +1 more source