Results 31 to 40 of about 1,982 (219)
, 2021 The Quick Files feature was discontinued and it’s files were migrated into this Project on March 11, 2022. The file URL’s will still resolve properly, and the Quick Files logs are available in the Project’s Recent ...
FG Econophysics
core +1 more source
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
Mandelbrot, Fama and the emergence of econophysics [PDF]
, 2016 It is argued that Mandelbrot’s stable Lévy-Pareto distributions were not accepted into the emerging field of financial economics due to their incompatibility with the analytical techniques and properties of equilibrium economics, and to the absence –both
Boris Salazar Trujillo +2 more
core +1 more source
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
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
Mathematical Methods in the Applied Sciences, EarlyView.A highly accurate numerical method is given for the solution of boundary value problem of generalized Bagley‐Torvik (BgT) equation with Caputo derivative of order 0<β<2$$ 0<\beta <2 $$ by using the collocation‐shooting method (C‐SM). The collocation solution is constructed in the space Sm+1(1)$$ {S}_{m+1}^{(1)} $$ as piecewise polynomials of degree at ...
Suzan Cival Buranay +2 more
wiley +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
Formation of trade networks by economies of scale and product differentiation
Journal of Physics: Complexity, 2023 Understanding the structure and formation of networks is a central topic in complexity science. Economic networks are formed by decisions of individual agents and thus not properly described by established random graph models.
Chengyuan Han +3 more
doaj +1 more source