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Econophysical Models of Finance : Baryonic Beta Dynamics and Beyond

Chen, James Ming - 2017

Econophysics applies the techniques of physics and nonlinear dynamics to complex economic problems. This essay invokes … econophysics in order to introduce a theoretical model that aspires to encompass all essential features of real financial markets …. It summarizes the central argument of my book, Econophysics and Capital Asset Pricing: Splitting the Atom of Systematic …

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

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Mathematical analogies : an engine for understanding the transfers between economics and physics

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Systemic Risk and Complex Networks in Modern Financial Systems

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Systemic Risk and Complex Networks in Modern Financial Systems -- Systemic Risk and Network Science: A Bibliometric and Systematic Review -- A Holistic Journey into Systemic Risk: Theoretical Background, Transmission Channels and Policy Implication -- Macro-prudential Policies to Mitigate...

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