From big data to econophysics and its use to explain complex phenomena

Paulo Ferreira, Éder J.A.L. Pereira and Hernane B.B. Pereira

Big data has become a very frequent research topic, due to the increase in data availability. In this introductory paper, we make the linkage between the use of big data and Econophysics, a research field which uses a large amount of data and deals with complex systems. Different approaches such as power laws and complex networks are discussed, as possible frameworks to analyze complex phenomena that could be studied using Econophysics and resorting to big data.

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Year of publication:	2020
Authors:	Ferreira, Paulo ; Pereira, Eder Johnson de Area Leão ; Pereira, Hernane Borges de Barros
Published in:	Journal of risk and financial management : JRFM. - Basel : MDPI, ISSN 1911-8074, ZDB-ID 2739117-6. - Vol. 13.2020, 7/153, p. 1-10
Subject:	big data \| complexity \| networks \| power laws \| stock markets \| Big Data \| Big data \| Ökonophysik \| Econophysics \| Data Mining \| Data mining \| Aktienmarkt \| Stock market

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Type of publication:	Article
Type of publication (narrower categories):	Aufsatz in Zeitschrift ; Article in journal
Language:	English
Other identifiers:	10.3390/jrfm13070153 [DOI] hdl:10419/239241 [Handle]
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10012309347