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Artificial intelligence approach to momentum risk-taking
Tscherednik, Iwan Wladimirowitsch - In: International Journal of Financial Studies : open … 9 (2021) 4, pp. 1-42
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...
Persistent link: https://www.econbiz.de/10012698279
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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
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From big data to econophysics and its use to explain complex phenomena
Ferreira, Paulo; Pereira, Eder Johnson de Area Leão; … - In: Journal of risk and financial management : JRFM 13 (2020) 7/153, pp. 1-10
paper, we make the linkage between the use of big data and Econophysics, a research field which uses a large amount of data … frameworks to analyze complex phenomena that could be studied using Econophysics and resorting to big data. …
Persistent link: https://www.econbiz.de/10012309347
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Income distribution, econophysics and Piketty
Shaikh, Anwar - In: Review of political economy 29 (2017) 1, pp. 18-29
Persistent link: https://www.econbiz.de/10011739901
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Econophysics of wealth distributions : Econophys-Kolkata I
Chatterjee, Arnab (ed.) - 2005
Persistent link: https://www.econbiz.de/10002734171
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Econophysics of income and wealth distributions
Chakrabarti, Bikas K.; Chakraborti, Anirban; … - 2013
exchange models that physicists have developed to tackle these issues. This is the first monograph in econophysics focussed on …
Persistent link: https://www.econbiz.de/10009778662
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The inequality process as a wealth maximizing process
Angle, John (contributor) - 2006
Persistent link: https://www.econbiz.de/10003362239
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Detailed simulation results for some wealth distribution models in econophysics
Bhattacharya, Kunal; Mukherjee, Gautam; Manna, … - In: Econophysics of wealth distributions : Econophys-Kolkata I, (pp. 111-119). 2005
Persistent link: https://www.econbiz.de/10003154025
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Econophysics of wealth distribution : a comment
Anglin, Paul M. - In: Econophysics of wealth distributions : Econophys-Kolkata I, (pp. 229-238). 2005
Persistent link: https://www.econbiz.de/10003155355
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Econophysics of wealth distributions : workshop summaries
Richmond, Peter; Mimkes, Jürgen; Gallegati, Mauro; … - In: Econophysics of wealth distributions : Econophys-Kolkata I, (pp. 239-245). 2005
Persistent link: https://www.econbiz.de/10003155371