There is no term that better describes the essential features of human society than complexity. On various levels, from the decision-making processes of individuals, through to the interactions between individuals leading to the spontaneous formation of groups and social hierarchies, up to the...

Functional agricultural marketing system is purported to be the silver bullet and multiplier for stimulating production and consumption and, accelerating the pace of economic and rural enterprise development. Thus, understanding effectiveness of agricultural products market price transmission...

The field of sustainable finance has grown rapidly in response to escalating climate and economic challenges, yet its intellectual landscape, especially the connectedness between green and traditional financial systems, remains underexplored. This paper aims to systematically map the evolution,...

We propose a mathematical model of momentum risk-taking, which is essentially real-time risk management focused on short-term volatility. Its implementation, a fully automated momentum equity trading system, is systematically discussed in this paper. It proved to be successful in extensive...

This study assesses how the coronavirus pandemic (COVID-19) affects the intraday multifractal properties of eight European stock markets by using five-minute index data ranging from 1 January 2020 to 23 March 2020. The Hurst exponents are calculated by applying multifractal detrended fluctuation...

The change of information near light speed, advances in high-speed trading, spatial arbitrage strategies and foreseen space exploration, suggest the need to consider the effects of the theory of relativity in finance models. Time and space, under certain circumstances, are not dissociated and...