Results 71 to 80 of about 1,982 (219)
Econophysics : background and applications in economics, finance, and sociophysics /
, 2013 "The remarkable evolution of econophysics research has brought the deep synthesis of ideas derived from economics and physics to subjects as diverse as education, banking, finance, and the administration of large institutions. The original papers in this
Săvoiu, Gheorghe.edt
core
New Journal of Physics, 2015 Stable operation of complex flow and transportation networks requires balanced supply and demand. For the operation of electric power grids—due to their increasing fraction of renewable energy sources—a pressing challenge is to fit the fluctuations in ...
Benjamin Schäfer +3 more
doaj +1 more source
A Quantum-Type Approach to Non-Life Insurance Risk Modelling
Risks, 2018 A quantum mechanics approach is proposed to model non-life insurance risks and to compute the future reserve amounts and the ruin probabilities. The claim data, historical or simulated, are treated as coming from quantum observables and analyzed with ...
Claude Lefèvre +3 more
doaj +1 more source
Econophysics: agent-based models [PDF]
This article is the second part of a review of recent empirical and theoretical developments usually grouped under the heading Econophysics. In the first part, we reviewed the statistical properties of financial time series, the statistics exhibited in ...
Frédéric Abergel +3 more
core
Probabilistic sharing solves the problem of costly punishment
New Journal of Physics, 2014 Cooperators that refuse to participate in sanctioning defectors create the second-order free-rider problem. Such cooperators will not be punished because they contribute to the public good, but they also eschew the costs associated with punishing ...
Xiaojie Chen +2 more
doaj +1 more source
Modelling the short term herding behaviour of stock markets
New Journal of Physics, 2014 Modelling the behaviour of stock markets has been of major interest in the past century. The market can be treated as a network of many investors reacting in accordance to their group behaviour, as manifested by the index and effected by the flow of ...
Yoash Shapira +2 more
doaj +1 more source
Detecting global financial crises with scarce data by multivariate nonlinear filtering
Journal of Physics: ComplexityAn original procedure is devised for the automated detection of global financial crises from multivariate databases of share prices. It consists of: i) the construction of time series from the time-windowed estimations of crisis relevant information ...
Cécile Bastidon +5 more
doaj +1 more source
What is really quantum in quantum econophysics?
, 2021 Econophysics is a branch of economics that applies concepts and methods from physics to the financial markets. This article focuses on the approaches to quantum finance developed by Kirill Ilinski and Belal E.
G. Arioli, G. Valente
core +1 more source
Income distribution in the Colombian economy from an econophysics perspective [PDF]
, 2016 Recently, in econophysics, it has been shown that it is possible to analyze economic systems as equilibrium thermodynamic models. We apply statistical thermodynamics methods to analyze income distribution in the Colombian economic system.
Quevedo Cubillos, Hernando +3 more
core +1 more source