Similar Search Results

Econophysics : quantitative studies of equity and credit markets

Schäfer, Rudi - 2012

Persistent link: https://www.econbiz.de/10010420139

Risk diversification : a study of persistence with a filtered correlation-network approach

Musmeci, Nicoló; Aste, Tomaso; Di Matteo, Tiziana - In: The journal of network theory in finance 1 (2015) 1, pp. 77-98

Persistent link: https://www.econbiz.de/10011374578

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 …

Persistent link: https://www.econbiz.de/10012626748

On the "usual" misunderstandings between econophysics and finance : some clarifications on modelling approaches and efficient market hypothesis

Ausloos, Marcel; Jovanovic, Franck; Schinckus, Christophe - In: International review of financial analysis 47 (2016), pp. 7-14

Persistent link: https://www.econbiz.de/10011624013

Large-scale empirical study on pairs trading for all possible pairs of stocks listed in the first section of the Tokyo Stock Exchange

Murota, Mitsuaki; Inoue, Jun-ichi - In: Evolutionary and institutional economics review 12 (2015) 1, pp. 61-79

Persistent link: https://www.econbiz.de/10011300172

Dynamics of markets : econophysics and finance

McCauley, Joseph L. - 2004 - 1. publ.

Persistent link: https://www.econbiz.de/10001795430

Dynamics of markets : the new financial economics

McCauley, Joseph L. - 2009 - 2. ed.

Persistent link: https://www.econbiz.de/10003825557

Econophysical Models of Finance : Baryonic Beta Dynamics and Beyond

Chen, James Ming - 2017

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 …

Persistent link: https://www.econbiz.de/10012944893

Artificial intelligence approach to momentum risk-taking

Tscherednik, Iwan Wladimirowitsch - In: International Journal of Financial Studies : open … 9 (2021) 4, pp. 1-42

short-term volatility. Its implementation, a fully automated momentum equity trading system, is systematically discussed in …

Persistent link: https://www.econbiz.de/10012698279

The dynamics of volatility and correlation during periods of crisis : implications for active asset management

Esposito, Marcello - In: The journal of asset management 17 (2016) 3, pp. 135-140

Persistent link: https://www.econbiz.de/10011485140

1
2
3
4
5
6
7
8
9
10
Next
Last