Results 71 to 80 of about 8,136 (186)

Effect of Savings on a Gas-Like Model Economy with Credit and Debt

Entropy, 2021
In kinetic exchange models, agents make transactions based on well-established microscopic rules that give rise to macroscopic variables in analogy to statistical physics.
Guillermo Chacón-Acosta, Vanessa Ángeles-Sánchez   +1 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 Sequential Conformable Langevin‐Type Differential Equations and Their Applications to the RLC Electric Circuit Problems

Journal of Applied Mathematics, Volume 2024, Issue 1, 2024.
In this paper, the sequential conformable Langevin‐type differential equation is studied. A representation of a solution consisting of the newly defined conformable bivariate Mittag‐Leffler function to its nonhomogeneous and linear version is obtained via the conformable Laplace transforms’ technique. Also, existence and uniqueness of a global solution
M. Aydin, N. I. Mahmudov, Waleed Adel
wiley   +1 more source

Economics: The next physical science? [PDF]

, 2005
We review an emerging body of work by physicists addressing questions of economic organization and function. We suggest that, beyond simply employing models familiar from physics to economic observables, remarkable regularities in economic data may ...
Farmer, J. Doyne, Shubik, Martin, Smith, Eric   +2 more
core   +2 more sources

Scaling analysis of multivariate intermittent time series

, 2005
The scaling properties of the time series of asset prices and trading volumes of stock markets are analysed. It is shown that similarly to the asset prices, the trading volume data obey multi-scaling length-distribution of low-variability periods. In the
Ausloos, Bachmann, Benzi, Bernaola-Galván, Black, Fama, Fama, Fama, Fujiwara, Fujiwara, Gabaix, Gabaix, Gopikrishnan, Jaan Kalda, Kitt, Mandelbrot, Mandelbrot, Mantegna, Mantegna, Markowitz, Maslov, Murphy, Robert Kitt, Sharpe, Shlesinger, Säkki, Vandewalle, Voit, Zipf   +28 more
core   +2 more sources

The Resolvent of Impulsive Singular Hahn–Sturm–Liouville Operators

Annales Mathematicae Silesianae
In this study, the resolvent of the impulsive singular Hahn–Sturm– Liouville operator is considered. An integral representation for the resolvent of this operator is obtained.
Allahverdiev Bilender P., Tuna Hüseyin, Isayev Hamlet A.   +2 more
doaj   +1 more source

Impact of the COVID-19 pandemic on the intermittent behavior of the global spot markets of staple food crops

Journal of Management Science and Engineering
Intermittent or multifractal behavior has been reported in various markets, and the impact of the COVID-19 pandemic has been investigated. However, the impact of the COVID-19 pandemic on global spot markets for staple foods has not yet been studied.
Xing-Lu Gao, Zhi-Qiang Jiang, Wei-Xing Zhou   +2 more
doaj   +1 more source

Traders' strategy with price feedbacks in financial market

, 2003
We introduce an autoregressive-type model of prices in financial market taking into account the self-modulation effect. We find that traders are mainly using strategies with weighted feedbacks of past prices.
Hideki Takayasu, Misako Takayasu, Mizuno, Takayasu, Takayasu, Takayasu, Takayasu, Takayuki Mizuno, Tohur Nakano, Tsonis   +9 more
core   +1 more source

Econophysical bourse volatility – Global Evidence

Journal of Central Banking Theory and Practice, 2020
Abstract Financial Reynolds number (Re) has been proven to have the capacity to predict volatility, herd behaviour and nascent bubble in any stock market (bourse) across the geographical boundaries. This study examines forty two bourses (representing same number of countries) for the evidence of the same.
Ghosh, Bikramaditya, Krishna Mysore Chidambareswaran   +1 more
openaire   +2 more sources

Stochastic modelling for financial bubbles and policy

Cogent Economics & Finance, 2015
In this paper, we draw upon the close relationship between statistical physics and mathematical finance to develop a suite of models for financial bubbles and crashes.
John Fry
doaj   +1 more source