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Heterogeneous speculators and stock market dynamics : a simple agent-based computational model

Schmitt, Noemi; Schwartz, Ivonne; Westerhoff, Frank H. - In: The European journal of finance 28 (2022) 13/15, pp. 1263-1282

Persistent link: https://www.econbiz.de/10013532181

Theoretical and experimental evidence on stock market volatilities : a two-phase flow model

Wang, Limin; Xu, Yingying; Salem, Sultan - In: Economic research 34 (2021) 1,3, pp. 3245-3269

Persistent link: https://www.econbiz.de/10014233517

Analyzing market microstructure with methods of statistical physics

Henao Londoño, Juan Camilo - 2022

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

Learning curve for collective behavior of zero-intelligence agents in successive job-hunting processes with a diversity of Jaynes–Shannon’s MaxEnt principle

Chen, He; Inoue, Jun-ichi - In: Evolutionary and institutional economics review 10 (2013) 1, pp. 55-80

Persistent link: https://www.econbiz.de/10010240569

Stochastic modelling for financial bubbles and policy

Fry, John - In: Cogent economics & finance 3 (2015) 1, pp. 1-14

In this paper, we draw upon the close relationship between statistical physics and mathematical finance to develop a suite of models for financial bubbles and crashes. By modifying previous approaches, we are able to derive novel analytical formulae for evaluation problems and for the expected...

Persistent link: https://www.econbiz.de/10010492380

Tax compliance and public goods provision : an agent-based econophysics approach

Hokamp, Sascha; Seibold, Götz - In: Central European journal of economic modelling and … 6 (2014) 4, pp. 217-236

Persistent link: https://www.econbiz.de/10010503015

Risk diversification : a study of persistence with a filtered correlation-network approach

Musmeci, Nicoló; Aste, Tomaso; Di Matteo, Tiziana - In: The journal of network theory in finance 1 (2015) 1, pp. 77-98

Persistent link: https://www.econbiz.de/10011374578

Identifying explosive behavioral trace in the CNX Nifty index : a quantum finance approach

Ghosh, Bikramaditya; Kozarević, Emira - In: Investment management and financial innovations 15 (2018) 1, pp. 208-223

Persistent link: https://www.econbiz.de/10012002800

From bioeconomics to bioeconopysis in the context of (bio)diversity and modern morality

Tei, Yuichi; Săvoiu, Gheorghe - In: Amfiteatru economic : an economic and business research … 20 (2018) 49, pp. 754-770

outlines the current context of (bio)diversity and morality, which is specific to bioeconomics, biophysics or econophysics, as …

Persistent link: https://www.econbiz.de/10011888262

A multilayer model of order book dynamics

Biondo, Alessio Emanuele; Pluchino, Alessandro; … - In: The journal of network theory in finance 2 (2016) 3, pp. 37-52

Persistent link: https://www.econbiz.de/10011668566