Results 51 to 60 of about 1,982 (219)

Correlation networks in economics and finance: A review of methodologies and bibliometric analysis

Journal of Economic Surveys, Volume 39, Issue 3, Page 1252-1286, July 2025.
Abstract This paper presents an in‐depth review of the methodologies and innovations in the study of correlation networks in economics and finance. We explore the development of filtering algorithms and distance measures, emphasizing their critical role in extracting meaningful financial interconnections.
Hamidreza Esmalifalak, Amir Moradi‐Motlagh   +1 more
wiley   +1 more source

Artificial Intelligence Approach to Momentum Risk-Taking

International Journal of Financial Studies, 2021
We propose a mathematical model of momentum risk-taking, which is essentially real-time risk management focused on short-term volatility. Its implementation, a fully automated momentum equity trading system, is systematically discussed in this paper.
Ivan Cherednik
doaj   +1 more source

Exploring Economic Conflict Through the Gravitational Field Model of Trade: Markets, Wars, and Instability

Conflict Resolution Quarterly, Volume 42, Issue 4, Page 507-521, Summer 2025.
ABSTRACT Building on Walter Isard's location and gravity theories in economics, we extend his trade model to better understand its core principles, including commercial attraction, center of gravity in markets, and favorable location for exporting firms.
Luigi Capoani, Alexandru Tudorache, Alessandro Barlese   +2 more
wiley   +1 more source

Scale‐Dependent Inverse Temperature Features Associated With Crashes in the US and Japanese Stock Markets

Complexity, Volume 2025, Issue 1, 2025.
Some complex systems (e.g., an ecosystem) in direct contact with an environment can be assigned the temperature of the environment. Other complex systems, such as human beings, can maintain a core temperature of 36.5°C in environments with different temperatures, at least for a short period of time.
Peter Tsung-Wen Yen, Siew Ann Cheong, Hiroki Sayama   +2 more
wiley   +1 more source

From statistical physics to social sciences: the pitfalls of multi-disciplinarity

Journal of Physics: Complexity, 2023
This is the English version of my inaugural lecture at Collège de France in 2021. I reflect on the difficulty of multi-disciplinary research, which often hinges on unexpected epistemological and methodological differences, for example about the ...
Jean-Philippe Bouchaud
doaj   +1 more source

Robust Characterization of Multidimensional Scaling Relations between Size Measures for Business Firms

Entropy, 2021
Although the sizes of business firms have been a subject of intensive research, the definition of a “size” of a firm remains unclear. In this study, we empirically characterize in detail the scaling relations between size measures of business firms ...
Yuh Kobayashi, Hideki Takayasu, Shlomo Havlin, Misako Takayasu   +3 more
doaj   +1 more source

A Mathematical Model for the Dynamics of Income Distribution in the Presence of Production

Complexity, Volume 2024, Issue 1, 2024.
In this paper, a mathematical model is formulated, suitable to explain the evolution of income distribution over a population in the presence of production. The model is conceived from the perspective of complexity. Indeed, the income distribution emerges as the result of a myriad of economic exchanges taking place between individuals. In fact, the aim
Maria Letizia Bertotti, Hiroki Sayama
wiley   +1 more source

The spectral boundary of block structured random matrices

Journal of Physics: Complexity
Economic and ecological models can be extremely complex, with a large number of agents/species each featuring multiple interacting dynamical quantities. In an attempt to understand the generic stability properties of such systems, we define and study an ...
Nirbhay Patil, Fabián Aguirre-López, Jean-Philippe Bouchaud   +2 more
doaj   +1 more source

Is Economics an Empirical Science? If not, can it become one?

Frontiers in Applied Mathematics and Statistics, 2015
Today’s mainstream economics, embodied in Dynamic Stochastic General Equilibrium (DSGE) models, cannot be considered an empirical science in the modern sense of the term: it is not based on empirical data, is not descriptive of the real-world economy ...
Sergio Mario Focardi, Sergio Mario Focardi   +1 more
doaj   +1 more source

From Bioeconomics to Bioeconopysis in the Context of (Bio)Diversity and Modern Morality [PDF]

Amfiteatru Economic, 2018
The article develops a complex interdisciplinary paradigm, or rather a multiparadigm of bioeconomics, exemplifying the necessary role and the broader horizon of multidisciplinarity through bioeconophysics, in the context of (bio)diversity and modern ...
Yuichi Tei / Ung-Il Chung , Gheorghe Săvoiu   +1 more
doaj   +1 more source