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Controlling Complexity in Spatial Modelling
Paelinck, Jean - 2000
The present complexity approach is based on two assumptions: A1: measurability of deviations of outcomes with respect to reference values; A2 : extension of A1 to multi-set analysis. Complexity is then defined in terms of multi-set deviation compared to single-set ones; an interpretation is...
Persistent link: https://www.econbiz.de/10010315050
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Controlling complexity in spatial modelling
Paelinck, Jean H. P. - 2000
The present complexity approach is based on two assumptions: A1: measurability of deviations of outcomes with respect to reference values; A2 : extension of A1 to multi-set analysis. Complexity is then defined in terms of multi-set deviation compared to single-set ones; an interpretation is...
Persistent link: https://www.econbiz.de/10009781643
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Chaotic and deterministic switching in a two-person game
Aguiar, Manuela A. D.; Castro, Sofia B. S. D. - Faculdade de Economia, Universidade do Porto - 2008
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 …
Persistent link: https://www.econbiz.de/10005031602
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Controlling Complexity in Spatial Modelling
Paelinck, Jean - CESifo - 2000
The present complexity approach is based on two assumptions: A1: measurability of deviations of outcomes with respect to reference values; A2 : extension of A1 to multi-set analysis. Complexity is then defined in terms of multi-set deviation compared to single-set ones; an interpretation is...
Persistent link: https://www.econbiz.de/10005181604
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Analysing rational bubbles in African stock markets : evidence from econophysics frequency domain estimates and DCC MGARCH model
Lawal, Adedoyin Isola; Oseni, Ezeikel; Ahmed, Adel; … - In: Economies : open access journal 12 (2024) 8, pp. 1-22
. Utilizing newly developed econophysics-based unit root tests and the Dynamic Conditional Correlation Multivariate Generalized …
Persistent link: https://www.econbiz.de/10015071029
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A new analytical model for the analysis of economic processes
Di Sia, Paolo - In: Theoretical economics letters 3 (2013) 4, pp. 245-250
Persistent link: https://www.econbiz.de/10010239646
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Transfer entropy approach for portfolio optimization : an empirical approach for CESEE markets
Škrinjarić, Tihana; Quintino, Derick; Ferreira, Paulo - In: Journal of risk and financial management : JRFM 14 (2021) 8, pp. 1-12
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 …
Persistent link: https://www.econbiz.de/10012626748
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Different methodologies and uses of the Hurst exponent in econophysics
Nieves López García, María de las; Ramos-Requena, J. P. - In: Estudios de economía aplicada : revista promovida por … 37 (2019) 2, pp. 107-119
Persistent link: https://www.econbiz.de/10012063553
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Heterogeneous speculators and stock market dynamics : a simple agent-based computational model
Schmitt, Noemi; Schwartz, Ivonne; Westerhoff, Frank H. - 2020
We propose a simple agent-based computational model in which speculators' trading behavior may cause bubbles and crashes, excess volatility, serially uncorrelated returns, fat-tailed return distributions and volatility clustering, thereby replicating five important stylized facts of stock...
Persistent link: https://www.econbiz.de/10012257370
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Predictability and herding of bourse volatility : an econophysics analogue
Ghosh, Bikramaditya; Krishna, Mysore Chidambareswaran; … - In: Investment management and financial innovations 15 (2018) 2, pp. 317-326
Persistent link: https://www.econbiz.de/10012055468