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  • Search: subject:"Maximum-Entropie-Methode"
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Year of publication
Subject
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Econophysics 338 Ökonophysik 338 Theorie 178 Theory 178 Financial market 56 Finanzmarkt 56 Börsenkurs 47 Share price 47 econophysics 47 Finanzmathematik 46 Agent-based modeling 40 Agentenbasierte Modellierung 40 Physics 38 Physik 38 Mathematical finance 37 Volatilität 33 Volatility 32 Zeitreihenanalyse 29 Time series analysis 28 Estimation 26 Schätzung 26 Aktienmarkt 24 Statistical distribution 24 Statistische Verteilung 24 Stock market 24 Soziophysik 23 Einkommensverteilung 22 Income distribution 22 Stochastic process 22 Stochastischer Prozess 22 Kapitalmarkttheorie 21 Capital market theory 19 Scientific method 19 Wissenschaftliche Methode 19 Complex systems 17 Komplexe Systeme 17 Statistische Physik 17 Welt 17 World 17 Portfolio selection 16
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Online availability
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Undetermined 104 Free 91 CC license 14
Type of publication
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Article 189 Book / Working Paper 160 Journal 1
Type of publication (narrower categories)
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Article in journal 141 Aufsatz in Zeitschrift 141 Aufsatz im Buch 52 Book section 52 Graue Literatur 43 Non-commercial literature 43 Arbeitspapier 31 Working Paper 31 Collection of articles of several authors 19 Sammelwerk 19 Hochschulschrift 13 Konferenzschrift 13 Conference proceedings 10 Aufsatzsammlung 8 Thesis 8 Systematic review 5 Übersichtsarbeit 5 Conference paper 4 Konferenzbeitrag 4 Rezension 4 Collection of articles written by one author 3 Lehrbuch 3 Sammlung 3 Textbook 3 Bibliografie enthalten 2 Bibliography included 2 Dissertation u.a. Prüfungsschriften 2 Bibliografie 1 Einführung 1 Forschungsbericht 1
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Language
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English 336 German 12 Undetermined 2
Author
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Schinckus, Christophe 16 Lux, Thomas 14 Jovanovic, Franck 13 Chakrabarti, Bikas K. 12 Mizuno, Takayuki 12 Watanabe, Tsutomu 12 Ishikawa, Atushi 9 Aoyama, Hideaki 8 Chakraborti, Anirban 8 Fujimoto, Shouji 8 Abergel, Frédéric 7 Chatterjee, Arnab 7 Ghosh, Bikramaditya 7 Takayasu, Hideki 7 Fry, John 6 Ohnishi, Takaaki 6 Fujiwara, Yoshi 5 Inoue, Jun-ichi 5 Mantegna, Rosario N. 5 McCauley, Joseph L. 5 Roehner, Bertrand M. 5 Stanley, H. Eugene 5 Zhou, Wei-Xing 5 Ausloos, Marcel 4 Chakravarty, Satya R. 4 Ferreira, Paulo 4 Ghosh, Asim 4 Ikeda, Yūichi 4 McKelvey, Bill 4 Mimkes, Jürgen 4 Rosser, John Barkley 4 Chauveau, Thierry 3 Chen, He 3 Chen, James Ming 3 Chen, Jim 3 Di Matteo, Tiziana 3 Fagiolo, Giorgio 3 Farmer, J. Doyne 3 Gallegati, Mauro 3 Hashimoto, Yūko 3
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Institution
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Books on Demand GmbH <Norderstedt> 1 Econophys <1, 2005, Kalkutta> 1 Econophys <5, 2010, Kalkutta> 1 Econophys <6, 2011, Kalkutta> 1 Econophysics Colloquium <10., 2014, Kobe> 1 Edward Elgar Publishing 1 Fernuniversität <Hagen> / Fachbereich Wirtschaftswissenschaft / Lehrstuhl für Angewandte Statistik und Methoden der empirischen Sozialforschung 1 Frankfurt School of Finance & Management 1 International Conference Applications of Physics in Financial Analysis <7, 2009, Tokio> 1 International Conference on Applications of Quantum Modeling and Complexity Theory to Economics and Public Policy <2020, Sonīpat> 1 International Workshop Empirical Science of Financial Fluctuations <2000, Tōkyō, Tokio> 1 Maxwell Graduate School of Citizenship and Public Affairs 1 Nihon Keizai Shinbunsha 1 Nikkei Econophysics Symposium <2, 2002, Tokio> 1 Social Modeling and Simulations <Veranstaltung> <1., 2014, Kobe> 1 Technische Universität Dresden 1 Thailand Econometric Society 1 Tredition GmbH <Hamburg> 1 Workshop on Economics with Heterogeneous Interacting Agents <7, 2002, Triest> 1 Workshop on Economics with Heterogeneous Interacting Agents <9, 2004, Kyōto> 1
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Published in...
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Evolutionary and institutional economics review 15 International review of financial analysis 13 Journal of economic interaction and coordination : JEIC 13 Econophysics of systemic risk and network dynamics : [Econophys-Kolkata VI Conference] 10 SpringerLink / Bücher 10 New Economic Windows 8 Economics : the open-access, open-assessment e-journal 7 Econophysics and sociophysics : trends and perspectives 6 New economic windows 6 Economics : the open-access, open-assessment journal 4 Econophysics of agent-based models 4 Investment management and financial innovations 4 Quantitative finance 4 Advances in Quantitative Methods for Economics and Business : A Tribute to José García Pérez 3 Economics letters 3 Economics working paper 3 Econophysics of wealth distributions : Econophys-Kolkata I 3 Estudios de economía aplicada : revista promovida por Asepelt, Asociación de Economía Aplicada 3 International Journal of Financial Studies : open access journal 3 International journal of theoretical and applied finance 3 Journal of economic literature 3 Kiel working paper 3 Research paper series / Swiss Finance Institute 3 Swiss Finance Institute Research Paper 3 The journal of network theory in finance 3 Theoretical economics letters 3 Applied economics letters 2 Artificial markets modeling : methods and applications 2 Cambridge elements. Elements in econophysics 2 Cuadernos de economía 2 Economics Discussion Paper 2 Finance research letters 2 Financial innovation : FIN 2 Handbook of financial markets : dynamics and evolution 2 Handbook of research on complexity 2 Journal of central banking theory and practice 2 Journal of economic dynamics & control 2 Journal of interdisciplinary economics 2 Journal of management science and engineering 2 Journal of risk and financial management : JRFM 2
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Source
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ECONIS (ZBW) 343 USB Cologne (EcoSocSci) 5 USB Cologne (business full texts) 2
Showing 1 - 10 of 350
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Quantifying speculative-bubble effects in major European soccer leagues
Fry, John; Binner, Jane M. - In: Economics letters 248 (2025), pp. 1-4
Persistent link: https://www.econbiz.de/10015462714
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The statistical mechanics of income in peripheral capitalism : Peru, 2004-2022
Castillo García, César - 2025
Persistent link: https://www.econbiz.de/10015394251
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Deep limit order book forecasting : a microstructural guide
Briola, Antonio; Bartolucci, Silvia; Aste, Tomaso - In: Quantitative finance 25 (2025) 7, pp. 1101-1131
Persistent link: https://www.econbiz.de/10015534180
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Generation of synthetic financial time series by diffusion models
Takahashi, Tomonori; Mizuno, Takayuki - In: Quantitative finance 25 (2025) 10, pp. 1507-1516
Persistent link: https://www.econbiz.de/10015534204
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Special issue: data-driven mathematical sciences and econophysics
Tanaka-Yamawaki, Mieko - In: Evolutionary and institutional economics review 21 (2024) 2, pp. 199-201
Persistent link: https://www.econbiz.de/10015191754
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Impact of the COVID-19 pandemic on the intermittent behavior of the global spot markets of staple food crops
Gao, Xing-Lu; Jiang, Zhi-Qiang; Zhou, Wei-Xing - In: Journal of management science and engineering 9 (2024) 4, pp. 510-521
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. We fill this gap by investigating the grain...
Persistent link: https://www.econbiz.de/10015163366
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Analysing rational bubbles in African stock markets : evidence from econophysics frequency domain estimates and DCC MGARCH model
Lawal, Adedoyin Isola; Oseni, Ezeikel; Ahmed, Adel; … - In: Economies : open access journal 12 (2024) 8, pp. 1-22
The stock market operates on informed decisions based on information gathered from heterogeneous sources, encompassing diverse beliefs, strategies, and knowledge. This study examines the validity of rational bubbles in stock market prices, focusing on eight African stock markets: South Africa,...
Persistent link: https://www.econbiz.de/10015071029
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Bilateral risk in savings and loan holding companies : an econophysics framework for analyzing network resilience
Wang, Haibo - In: Applied economics 58 (2026) 5, pp. 942-958
Persistent link: https://www.econbiz.de/10015633912
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The rise of econophysics : a connected history of two disciplines
Tusset, Gianfranco - 2026
An exploration of the emergence of a new field of research, known as econophysics, which brings to the fore concepts such as emergent properties, power laws, networks, entropy, and multifractality, thereby reshaping economic enquiry.
Persistent link: https://www.econbiz.de/10015644571
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Economic importance and structural robustness of the international pesticide trade networks
Li, Jian-An; Wang, Li; Xie, Wen-Jie; Zhou, Wei-Xing - In: Journal of management science and engineering 8 (2023) 4, pp. 512-528
Pesticides are agricultural inputs that can significantly reduce yield losses, regulate plant growth, effectively liberate agricultural productivity, and improve food security. The availability of pesticides in economies worldwide is ensured by redistribution through international trade, with...
Persistent link: https://www.econbiz.de/10014504639
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