Search Results - subject:"Statistical Physics"

Analyzing market microstructure with methods of statistical physics

Henao Londoño, Juan Camilo - 2022

Persistent link: https://www.econbiz.de/10013286359

Epidemic and contagion processes in self-organizing systems

Ram, Sumit Kumar - 2021

Unlike equilibrium systems, where it is possible to study the impact of endogenous and exogenous perturbations using fluctuation-dissipation theorems, it is difficult to understand and predict the impact of shocks in out-of-equilibrium systems. This thesis tries to uncover and quantify the...

Persistent link: https://www.econbiz.de/10013173294

Reconstruction of Macroeconomics: Methods of Statistical Physics, and Keynes' Principle of Effective Demand

Yoshikawa, Hiroshi - 2022

Introduction -- Why Are Standard Micro-foundations Wrong? -- Statistical Physics and Macroeconomics -- Stochastic Macro … statistical physics. The Great Recession following the bankruptcy of Lehman Brothers in September 2015 amply demonstrated that … unique synthesis of statistical physics and macro-economic theory in order to confront the dismal failure in economics and in …

Persistent link: https://www.econbiz.de/10013418869

Nonlinear scaling behavior of visible volatility duration for financial statistical physics dynamics

Zhang, B.; Wang, J.; Zhang, W.; Wang, G. C. - In: Computational economics 56 (2020) 2, pp. 373-389

Persistent link: https://www.econbiz.de/10012272040

A statistical physics approach to the modeling of urban systems

Barthélemy, Marc - In: Revue économique : revue bimestrielle 70 (2019) 3, pp. 327-343

Persistent link: https://www.econbiz.de/10012039963

Statistical physics applications for the valuation of financial assets : from the Fokker-Planck equation to the Black-Scholes model ; finite difference solution for European Put op...

Caro Barrera, José Rafael - In: Estudios de economía aplicada : revista promovida por … 37 (2019) 2, pp. 13-28

Persistent link: https://www.econbiz.de/10012062758

Toward a unifying perspective on economic complexity : the contribution of Chinese econophysics community

Schinckus, Christophe - In: Theoretical economics letters 8 (2018) 3, pp. 609-625

Persistent link: https://www.econbiz.de/10011822952

Volatility analysis of financial agent-based market dynamics from stochastic contact system

Xiao, Di; Wang, Jun; Niu, Hongli - In: Computational economics 48 (2016) 4, pp. 607-625

Persistent link: https://www.econbiz.de/10011712544

On the "usual" misunderstandings between econophysics and finance : some clarifications on modelling approaches and efficient market hypothesis

Ausloos, Marcel; Jovanovic, Franck; Schinckus, Christophe - In: International review of financial analysis 47 (2016), pp. 7-14

Persistent link: https://www.econbiz.de/10011624013

Breaking down the barriers between econophysics and financial economics

Jovanovic, Franck; Schinckus, Christophe - In: International review of financial analysis 47 (2016), pp. 256-266

Persistent link: https://www.econbiz.de/10011624166