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  • Search: subject:"scale invariance"
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Year of publication
Subject
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scale invariance 27 Scale invariance 23 Econophysics 7 Theorie 6 Theory 6 Scale-invariance 5 Poverty 4 homotheticity 4 scale-invariance 4 China 3 Discrete scale invariance 3 Intermittence 3 Risiko 3 Risk 3 Sensitivity analysis 3 Uncertainty aversion 3 ambiguity aversion 3 contingent claim pricing 3 growth effect 3 homogeneity 3 inequality effect 3 intermediate invariance 3 partial differential equation 3 source-dependent risk aversion 3 Box dimension 2 Complex networks 2 Decomposition 2 Discrete scale-invariance 2 Financial market 2 Finanzmarkt 2 Fokker–Planck equation 2 Log-periodic power law 2 Multifractal 2 Multiplicative cascade process 2 Nash program 2 Nutzenfunktion 2 Order 2 Power law 2 Risikoaversion 2 Risk aversion 2
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Online availability
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Undetermined 45 Free 17 CC license 2
Type of publication
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Article 53 Book / Working Paper 16
Type of publication (narrower categories)
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Article in journal 11 Aufsatz in Zeitschrift 11 Working Paper 3 Arbeitspapier 2 Article 2 Graue Literatur 2 Non-commercial literature 2
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Language
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Undetermined 47 English 22
Author
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Hoogland, Jiri 4 Neumann, Dimitri 4 Cao, Yong 3 McAleer, Michael 3 Skiadas, Costis 3 Zhou, Wei-Xing 3 Baldovin, Fulvio 2 Bresson, Florent 2 Caraglio, Michele 2 Clauset, Aaron 2 Dagan, Nir 2 Jiang, Zhi-Qiang 2 Labar, Kelly 2 Liu, Yang 2 Serrano, Roberto 2 Sornette, Didier 2 Stella, Attilio L. 2 Víšek, Jan 2 Wosnitza, Jan Henrik 2 Yue, Xiaoguang 2 Aase, Knut K. 1 Abe, Sumiyoshi 1 Aguilar, Sean R. 1 Ahn, Kwangwon 1 Alexander, Carol 1 Alvarez-Martínez, R. 1 Alvarez-Ramirez, Jose 1 Ambühl, B. 1 Arneodo, A. 1 BRESSON, Florent 1 Barlow, James 1 Baucells, Manel 1 Beccar Varela, M.P. 1 Bentler, Peter 1 Bezdek, P. 1 Borgonovo, Emanuele 1 Brodie of Brodie, E.B. 1 Cai Wang, Cheng 1 Ceylan, Demet 1 Chin Yu, Chung 1
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Institution
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EconWPA 4 Centre d'Études et de Recherches sur le Développement International (CERDI), École d'Économie 1 Department of Economics and Business, Universitat Pompeu Fabra 1 HAL 1 Henley Business School, University of Reading 1 Nir Dagan 1 Santa Fe Institute 1 Society for the Study of Economic Inequality - ECINEQ 1 Tilburg University, Center for Economic Research 1 Área de Entorno Económico, Instituto de Empresa 1
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Published in...
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Physica A: Statistical Mechanics and its Applications 24 Psychometrika 5 Finance 4 Annals of the Institute of Statistical Mathematics 2 Journal of Conflict Resolution 2 Theoretical Economics 2 Asian journal of economics and banking : AJEB 1 Central European Journal of Economic Modelling and Econometrics 1 Discussion Paper / Tilburg University, Center for Economic Research 1 Discussion paper / Department of Business and Management Science 1 Discussion paper / Tinbergen Institute 1 Economic Theory 1 Economic theory and game theory 1 Economics Letters 1 Economics Working Papers / Department of Economics and Business, Universitat Pompeu Fabra 1 Games and economic behavior 1 ICMA Centre Discussion Papers in Finance 1 International journal of theoretical and applied finance 1 Journal of Risk and Financial Management 1 Journal of globalization and development 1 Journal of risk and financial management : JRFM 1 Management science : journal of the Institute for Operations Research and the Management Sciences 1 Metrika 1 Organization science : a journal of the Institute for Operations Research and the Management Sciences ; bridging disciplines to advance knowledge of organizations 1 Technological forecasting & social change : an international journal 1 Theoretical economics : TE ; an open access journal in economic theory 1 Theoretical economics letters 1 Theory and Decision 1 Tinbergen Institute Discussion Paper 1 Tourism analysis : an interdisciplinary tourism & hospitality journal 1 Transportation Research Part A: Policy and Practice 1 Working Papers / Centre d'Études et de Recherches sur le Développement International (CERDI), École d'Économie 1 Working Papers / HAL 1 Working Papers / Santa Fe Institute 1 Working Papers / Society for the Study of Economic Inequality - ECINEQ 1 Working Papers Economia 1
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Source
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RePEc 53 ECONIS (ZBW) 13 EconStor 3
Showing 31 - 40 of 69
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Thurstonian Covariance and Correlation Structures for Multiple Judgment Paired Comparison Data
MAYDEU, ALBERTO - Área de Entorno Económico, Instituto de Empresa - 2003
(WP 04/03 Clave pdf) Thurstone´s (1927) is not a proper model for multiple judgment paired comparison data as it assigns zero probabilities to all intransitive patterns. To obtain a proper model, Takane (1987) extended Thurstone´s model by adding a vector of pair specific random errors. We...
Persistent link: https://www.econbiz.de/10005737130
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Power law distribution in high frequency financial data? An econometric analysis
Todorova, Lora; Vogt, Bodo - In: Physica A: Statistical Mechanics and its Applications 390 (2011) 23, pp. 4433-4444
holds also for these data. We find that the universality and scale invariance properties of the power law are violated …
Persistent link: https://www.econbiz.de/10010873537
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Fisher information and the thermodynamics of scale-invariant systems
Hernando, A.; Vesperinas, C.; Plastino, A. - In: Physica A: Statistical Mechanics and its Applications 389 (2010) 3, pp. 490-498
We present a thermodynamic formulation for scale-invariant systems based on the minimization with constraints of the Fisher information measure. In such a way a clear analogy between these systems’ thermal properties and those of gases and fluids is seen to emerge in a natural fashion. We...
Persistent link: https://www.econbiz.de/10010590330
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A Generalized Aggregation-Disintegration Model for the Frequency of Severe Terrorist Attacks
Clauset, Aaron; Wiegel, Frederik W. - In: Journal of Conflict Resolution 54 (2010) 1, pp. 179-197
The authors present and analyze a model of the frequency of severe terrorist attacks, which generalizes the recently proposed model of Johnson et al. This model, which is based on the notion of self-organized criticality and which describes how terrorist cells might aggregate and disintegrate...
Persistent link: https://www.econbiz.de/10009004496
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Numerical investigations of discrete scale invariance in fractals and multifractal measures
Zhou, Wei-Xing; Sornette, Didier - In: Physica A: Statistical Mechanics and its Applications 388 (2009) 13, pp. 2623-2639
Fractals and multifractals and their associated scaling laws provide a quantification of the complexity of a variety of scale invariant complex systems. Here, we focus on lattice multifractals which exhibit complex exponents associated with observable log-periodicity. We perform detailed...
Persistent link: https://www.econbiz.de/10010873957
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Invariance and Randomness in the Nash Program for Coalitional Games
Dagan, Nir; Serrano, Roberto - Nir Dagan - 1998
By introducing physical outcomes in coalitional games we note that coalitional games and social choice problems are equivalent (implying that so are the theory of implementation and the Nash program). This clarifies some misunderstandings (in regrad to invariance and randomness), sometimes found...
Persistent link: https://www.econbiz.de/10005357964
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On the Frequency of Severe Terrorist Events
Clauset, Aaron; Young, Maxwell; Gleditsch, Kristian Skrede - In: Journal of Conflict Resolution 51 (2007) 1, pp. 58-87
events, and that current models of event incidence cannot account for these variations or the scale invariance property of …
Persistent link: https://www.econbiz.de/10011136191
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Scale-invariance of random populations: From Paretian to Poissonian fractality
Eliazar, Iddo; Klafter, Joseph - In: Physica A: Statistical Mechanics and its Applications 383 (2007) 2, pp. 171-189
Random populations represented by stochastically scattered collections of real-valued points are abundant across many fields of science. Fractality, in the context of random populations, is conventionally associated with a Paretian distribution of the population's values.
Persistent link: https://www.econbiz.de/10010871900
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Scale invariant distribution and multifractality of volatility multipliers in stock markets
Jiang, Zhi-Qiang; Zhou, Wei-Xing - In: Physica A: Statistical Mechanics and its Applications 381 (2007) C, pp. 343-350
some crossover scale, providing direct evidence of the existence of scale invariance in financial data. The multipliers …
Persistent link: https://www.econbiz.de/10010873817
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Discrete scale invariance in scale free graphs
Graña, Matías; Pinasco, Juan Pablo - In: Physica A: Statistical Mechanics and its Applications 380 (2007) C, pp. 601-610
oscillations are related to a discrete scale invariance of certain graphs, that is, there are preferred scaling ratios suggesting a …
Persistent link: https://www.econbiz.de/10011059402
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