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Breaking down the barriers between econophysics and financial economics
Jovanovic, Franck; Schinckus, Christophe - In: International review of financial analysis 47 (2016), pp. 256-266
Persistent link: https://www.econbiz.de/10011624166
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Artificial intelligence approach to momentum risk-taking
Tscherednik, Iwan Wladimirowitsch - In: International Journal of Financial Studies : open … 9 (2021) 4, pp. 1-42
We propose a mathematical model of momentum risk-taking, which is essentially real-time risk management focused on short-term volatility. Its implementation, a fully automated momentum equity trading system, is systematically discussed in this paper. It proved to be successful in extensive...
Persistent link: https://www.econbiz.de/10012698279
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From big data to econophysics and its use to explain complex phenomena
Ferreira, Paulo; Pereira, Eder Johnson de Area Leão; … - In: Journal of risk and financial management : JRFM 13 (2020) 7/153, pp. 1-10
paper, we make the linkage between the use of big data and Econophysics, a research field which uses a large amount of data … frameworks to analyze complex phenomena that could be studied using Econophysics and resorting to big data. …
Persistent link: https://www.econbiz.de/10012309347
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Zipf's law and world military expenditures
Arvanitidis, Paschalis A.; Kollias, Chrēstos - In: Peace economics, peace science and public policy 22 (2016) 1, pp. 41-71
Persistent link: https://www.econbiz.de/10011440558
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A methodology for actively managing tail risks and uncertainties
Broeders, Dirk; Loman, Herwin; Toor, Joris van - In: Journal of risk management in financial institutions 12 (2018/2019) 1, pp. 44-56
Persistent link: https://www.econbiz.de/10012041835
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Spatial pattern and city size distribution (revised)
Mori, Tomoya - 2018
Persistent link: https://www.econbiz.de/10012133718
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Credit risk in interbank networks
Hoffmann De Quadros, Vanessa; González-Avella, Juan Carlos - In: Emerging markets finance & trade : a journal of the … 51 (2015), pp. 27-41
Persistent link: https://www.econbiz.de/10011561382
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The size distribution of exporting and non-exporting firms in a panel of Chinese provinces
Peng, Guohua; Xia, Fan - In: Papers in regional science : the journal of the … 95 (2016), pp. 71-85
Persistent link: https://www.econbiz.de/10011556945
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Agricultural financial risks resulting from extreme events
Xouridas, Stergios - In: Journal of agricultural economics 66 (2015) 1, pp. 192-220
Persistent link: https://www.econbiz.de/10011299588
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Power laws and regional convergence
Blackwell, Calvin; Hefner, Frank Louis; Lindberg, Emily - In: The American economist : journal of Omnicron Delta … 59 (2014) 1, pp. 70-75
Persistent link: https://www.econbiz.de/10011283973