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ON THE STATISTICAL PHYSICS CONTRIBUTION TO QUANTITATIVE FINANCE

open access: closedInternational Journal of Modern Physics B, 2004
A short review is given of some research topics recently developed in the framework of quantitative finance and which can be referred to the effort of adapting methods and technologies of statistical physics to the analysis of economic systems. In particular we emphasize the role of a different, new perspective, in approaching financial problems ...
Maria I. Loffredo
openaire   +4 more sources

Statistical arbitrage with vine copulas

Quantitative Finance, 2018
Johannes Stübinger, Benedikt Mangold
exaly  

From dissonance to resonance: cognitive interdependence in quantitative finance

Economy and Society, 2012
Daniel Beunza, David Stark
exaly  

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