Results 11 to 20 of about 701 (180)

Plotting the Words of Econophysics. [PDF]

open access: yesEntropy (Basel), 2021
Text mining is applied to 510 articles on econophysics to reconstruct the lexical evolution of the discipline from 1999 to 2020. The analysis of the relative frequency of the words used in the articles and their “visualization” allow us to draw some conclusions about the evolution of the discipline.
Tusset G.
europepmc   +5 more sources

Duality of knowledge, singularity of method: The case of econophysics and J.S. Mill’s notion of emergence [PDF]

open access: yesJournal 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
doaj   +1 more source

Time‐Frequency Analysis of COVID‐19 Shocks and Energy Commodities

open access: yesComplexity, 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

Bounded rationality and animal spirits: a fluctuation-response approach to Slutsky matrices

open access: yesJournal 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
doaj   +1 more source

Qualitative analysis of two systems of nonlinear first‐order ordinary differential equations for biological systems

open access: yesMathematical 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
wiley   +1 more source

The mutual predictability of Bitcoin and web search dynamics

open access: yesJournal 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

Structure and Evolution of the International Pesticide Trade Networks

open access: yesFrontiers in Physics, 2021
To meet the increasing demand for food around the world, pesticides are widely used and will continue to be widely used in agricultural production to reduce yield losses and maintain product quality. International pesticide trade serves to reallocate the
Jian-An Li   +5 more
doaj   +1 more source

Situated Information Flow between Food Commodity and Regional Equity Markets: An EEMD‐Based Transfer Entropy Analysis

open access: yesDiscrete 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

A Bibliometric Analysis on Agent‐Based Models in Finance: Identification of Community Clusters and Future Research Trends

open access: yesComplexity, 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

A Novel Modeling Technique for the Forecasting of Multiple‐Asset Trading Volumes: Innovative Initial‐Value‐Problem Differential Equation Algorithms for Reinforcement Machine Learning

open access: yesComplexity, Volume 2022, Issue 1, 2022., 2022
Liquidity risk arises from the inability to unwind or hedge trading positions at the prevailing market prices. The risk of liquidity is a wide and complex topic as it depends on several factors and causes. While much has been written on the subject, there exists no clear‐cut mathematical description of the phenomena and typical market risk modeling ...
Mazin A. M. Al Janabi, Sameh S. Askar
wiley   +1 more source

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