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Portfolio Diversification under Local and Moderate Deviations from Power Laws.
Walden, Johan; Ibragimov, Rustam - 2008
Economics
Persistent link: https://www.econbiz.de/10009431952
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An econophysical investigation : using the Boltzmann distribution to determine market temperature as applied to the JSE all share index
Brand, Rene - 2009
ENGLISH ABSTRACT: Econophysics is a relatively new branch of physics. It entails the use of models in physics applied … market volatility forecasting method from econophysics, namely the Boltzmann/market temperature method. As …
Persistent link: https://www.econbiz.de/10009442109
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Empirical estimation of consistency parameter in intertemporal choice based on Tsallis’ statistics
Takahashi, Taiki; Oono, Hidemi; Radford, Mark H. B. - 2007
Impulsivity and inconsistency in intertemporal choice have been attracting attention in econophysics and neuroeconomics … choice. Recent studies using Tsallis’ statistics-based econophysics have found a discount function (i.e. q …
Persistent link: https://www.econbiz.de/10009448386
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Worrying trends in econophysics
Gallegatti, Mauro; Keen, Steve; Lux, Thomas; Ormerod, Paul - Universita Politecnica delle Marche; University of …; … - 2006
Econophysics has already made a number of important empirical contributions to our understanding of the social and … amount of reasonably well-defined data. More recently, Econophysics has also begun to tackle other areas of economics where …
Persistent link: https://www.econbiz.de/10009482163
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Evolutionary learning in auctions
Konrad Richter - 2005
Classical auction theory relies heavily on the assumption of perfectly rational bidders that play according to their Nash Equilibrium Strategies. An alternative model is developed in this Thesis. It develops a framework for analyzing evolutionary learning in repeated auctions - bidders'...
Persistent link: https://www.econbiz.de/10009428992