Results 31 to 40 of about 8,136 (186)
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
doaj +1 more source
Regrets, learning and wisdom [PDF]
, 2016 This contribution discusses in what respect Econophysics may be able to contribute to the rebuilding of economics theory. It focuses on aggregation, individual vs collective learning and functional wisdom of the crowds.Comment: 9 pages, 1 figure. Opinion
Challet, Damien
core +3 more sources
Power-law distribution in Japanese racetrack betting [PDF]
, 2006 Gambling is one of the basic economic activities that humans indulge in. An investigation of gambling activities provides deep insights into the economic actions of people and sheds lights on the study of econophysics.
Ichinomiya, Takashi
core +3 more sources
CAAI Transactions on Intelligence Technology, 2021 The problem of automatic and accurate forecasting of time‐series data has always been an interesting challenge for the machine learning and forecasting community.
Rohit Kaushik +3 more
doaj +1 more source
International centre for the advancement of multidisciplinary studies on socio-economic systems
Frontiers in Physics, 2023 We start by summarising very briefly the various prior attempts (during the last one and half a decade), some of which were made as independent research centres and others as visiting centres with extensive visiting programs for luminaries from various ...
Suchismita Banerjee, Manipushpak Mitra
doaj +1 more source
, 2006 9 pages. arXiv admin note: substantial text overlap with arXiv:physics/0609088, arXiv:quant-ph/0510238, arXiv:quant-ph ...
openaire +2 more sources
Frontiers in Applied Mathematics and Statistics, 2023 This paper investigates the dynamic high-frequency dependence structure of Chinese four major agricultural commodity futures by utilizing a semi-parametric copula-based multivariate model with 5-minute high-frequency trading data.
Renhong Xiao
doaj +1 more source
Network of Econophysicists: a weighted network to investigate the development of Econophysics
, 2004 The development of Econophysics is studied from the perspective of scientific communication networks. Papers in Econophysics published from 1992 to 2003 are collected.
Barabási A.-L. +11 more
core +1 more source
An introduction to econophysics and quantitative finance
ESAIM: Proceedings and Surveys, 2015 This paper gives an account of the talks given by the authors at the 2014 MAS conference in Toulouse. These talks present recent research in the field of econophysics and quantitative finance.
Chicheportiche Rémy +3 more
doaj +1 more source
Information Transfer between Stock Market Sectors: A Comparison between the USA and China
Entropy, 2020 Information diffusion within financial markets plays a crucial role in the process of price formation and the propagation of sentiment and risk. We perform a comparative analysis of information transfer between industry sectors of the Chinese and the USA
Peng Yue +3 more
doaj +1 more source