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This paper studies the statistical properties of the web of import-export relationships among world countries using a weighted-network approach. We analyze how the distributions of the most important network statistics measuring connectivity, assortativity, clustering and centrality have...
Persistent link: https://www.econbiz.de/10010328433
economics and finance. The bulk of what has recently become known as 'econophysics' in broader circles draws its motivation from … the recent inception of new strands of research on this topic, both within econophysics and the neoclassical economics …
Persistent link: https://www.econbiz.de/10010273110
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
Persistent link: https://www.econbiz.de/10011624166
diffusion-like processes in econophysics such as stock market fluctuations, where jumps represent financial market …
Persistent link: https://www.econbiz.de/10010874142
This paper studies the statistical properties of the web of import-export relationships among world countries using a weighted-network approach. We analyze how the distributions of the most important network statistics measuring connectivity, assortativity, clustering and centrality have...
Persistent link: https://www.econbiz.de/10010929051
This paper studies the statistical properties of the web of import-export relationships among world countries using a weighted-network approach. We analyze how the distributions of the most important network statistics measuring connectivity, assortativity, clustering and centrality have...
Persistent link: https://www.econbiz.de/10010756779
The generalized Lotka–Voltera (GLV) formalism has been introduced in order to explain the power law distributions in the individual wealth (wi(t)) (Pareto law) and financial markets returns (fluctuations) (r) as a result of the auto-catalytic (multiplicative random) character of the individual...
Persistent link: https://www.econbiz.de/10010588757
Close examination of wealth distributions reveal the existence of two distinct power law regimes. The Pareto exponents of the super-rich, identified, for example in rich lists such as provided by Forbes, are smaller than the Pareto exponents obtained for top earners in income data sets. Our...
Persistent link: https://www.econbiz.de/10010590686
We investigate the local fractal properties of the financial time series based on the whole history evolution (1991–2007) of the Warsaw Stock Exchange Index (WIG), connected with the largest developing financial market in Europe. Calculating the so-called local time-dependent Hurst exponent...
Persistent link: https://www.econbiz.de/10011059600