Results 21 to 30 of about 701 (180)
A perspective on complex networks in the stock market
Frontiers in Physics, 2022 A stock market is a complex system consisting of many interacting agents. We consider recent progress with complex networks constructed from cross-correlation of financial time series in the stock market. We review some methods and discuss the challenges
Jihun Park, Chang Hee Cho, Jae Woo Lee
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The Role of Entropy in the Development of Economics
Entropy, 2020 The aim of this paper is to examine the role of thermodynamics, and in particular, entropy, for the development of economics within the last 150 years. The use of entropy has not only led to a significant increase in economic knowledge, but also to the ...
Aleksander Jakimowicz
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Value Added from the Perspective of Econophysics
Comparative Economic Research, 2021 The production, or value added, approach to GDP involves calculating an industry or sector’s output and subtracting its intermediate consumption (the goods and services used to produce the output) to derive its value added.
Ihor Hurnyak +2 more
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On the Advent of Fractional Calculus in Econophysics via Continuous-Time Random Walk
Mathematics, 2020 In this survey article, at first, the author describes how he was involved in the late 1990s on Econophysics, considered in those times an emerging science.
Francesco Mainardi
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The Impact of COVID-19 on BRICS and MSCI Emerging Markets Efficiency: Evidence from MF-DFA
Fractal and Fractional, 2023 This study examines the response of the BRICS and MSCI emerging stock market indices to the COVID-19 outbreak. For this purpose, this study uses a multifractal detrended fluctuation analysis (MF-DFA) to investigate the market efficiency dynamics of these
Saba Ameer +3 more
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Shannon Entropy: An Econophysical Approach to Cryptocurrency Portfolios
Entropy, 2022 Cryptocurrency markets have attracted many interest for global investors because of their novelty, wide on-line availability, increasing capitalization, and potential profits.
Noé Rodriguez-Rodriguez +1 more
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Eigenfunction Expansions of Impulsive Dynamic Sturm-Liouville Problems [PDF]
Sahand Communications in Mathematical AnalysisThis paper studies impulsive dynamic Sturm-Liouville boundary value problems. The existence of a countably infinite set of eigenvalues and eigenfunctions is proved and a uniformly convergent expansion formula in the eigenfunctions is established.
Bilender Allahverdiev +2 more
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, 2006 9 pages. arXiv admin note: substantial text overlap with arXiv:physics/0609088, arXiv:quant-ph/0510238, arXiv:quant-ph ...
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A New Look on Financial Markets Co-Movement through Cooperative Dynamics in Many-Body Physics
Entropy, 2020 One of the main contributions of the Capital Assets Pricing Model (CAPM) to portfolio theory was to explain the correlation between assets through its relationship with the market index. According to this approach, the market index is expected to explain
María Nieves López-García +4 more
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Response to “Worrying Trends in Econophysics” [PDF]
Physica A: Statistical Mechanics and its Applications, 2006 This article is a response to the recent Worrying Trends in Econophysics critique written by four respected theoretical economists. Two of the four have written books and papers that provide very useful critical analyses of the shortcomings of the standard textbook economic model, neo-classical economic theory and have even endorsed my book.
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