reinforcement learning. The complex behaviour is connected to the existence of a heteroclinic network for the dynamics. This network …-like dynamics. Our results are obtained by making use of the symmetry of the original problem, a new approach in the context of …

") separating two successive values of the state variables may play an essential role in determining the type of dynamics followed … paths the dynamics are simple, i.e., convergence to a stationary state. …

. Utilizing newly developed econophysics-based unit root tests and the Dynamic Conditional Correlation Multivariate Generalized …

In this paper, we deal with the possibility of using econophysics concepts in dynamic portfolio optimization. The main … performance over time. Using data on CESEE stock market indices, we model the dynamics of entropy transfers from one return series …

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 …