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Patterns of speculation : a study in observational econophysics

Roehner, Bertrand M. - 2002 - 1. publ.

Cover -- Half-title -- Title -- Copyright -- Contents -- Preface -- Part I Econophysics -- 1 Why econophysics? -- 1 … comparative analysis -- 2 The beginnings of econophysics -- 1 Pre-econophysics -- 1.1 Pre-econophysicists -- 1.1.1 Quételet (1796 ….2 Assessment of pre-econophysics -- 2 Institutional econophysics -- 2.1 Idiosyncrasies of economic journals -- 2.2 The beginnings …

Persistent link: https://www.econbiz.de/10012681273

Dynamics of markets : the new financial economics

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

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

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

Econophysics : quantitative studies of equity and credit markets

Schäfer, Rudi - 2012

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

Dynamics of markets : econophysics and finance

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

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

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

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

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

Matrix evolutions : synthetic correlations and explainable machine learning for constructing robust investment portfolios

Papenbrock, Jochen; Schwendner, Peter; Jaeger, Markus; … - In: The journal of financial data science 3 (2021) 2, pp. 51-69

Persistent link: https://www.econbiz.de/10012519242

Opposites attract : combining alpha momentum and alpha reversal in international equity markets

Zaremba, Adam; Umutlu, Mehmet; Karathanasopoulos, Andreas - In: The journal of investing : JOI 29 (2020) 3, pp. 38-62

Persistent link: https://www.econbiz.de/10013177472