This paper presents a model of the Malawi maize commodity market that is developed for use as a policy analysis tool. The model captures national and local maize market dynamics and the linkages existing within the maize market in the country. This research has been undertaken in order to...

Chapter 1. Introduction -- Chapter 2. CAMPLET: Seasonal adjustment without revisions -- Chapter 3. Seasonal adjustment of economic tendency survey data -- Chapter 4. Residual Seasonality: A Comparison of X13 and CAMPLET -- Chapter 5. COVID-19 and Seasonal Adjustment -- Chapter 6. Seasonal...

By using non-extensive block entropy statistics, we demonstrate analytically that the static structures of deterministic Cantor sets with fractal dimension df are characterised by a non-extensive q-exponent q=1/(df-d), for dfd (where d is the embedding dimensions of the fractal set). To...

We examine how the Black–Scholes derivative pricing formula is modified when the underlying security obeys non-extensive statistics and Fokker–Planck dynamics. An unusual feature of such securities is that the volatility in the underlying Ito–Langevin equation depends implicitly on the...

We derive and study quasicanonical Gibbs distribution function which is characterized by the thermostat with finite number of particles (quasithermostat). We show that this naturally leads to Tsallis non-extensive statistics and thermodynamics, with Tsallis parameter q is found to be related to...

Using the superstatistics method, we propose an extension of the random matrix theory to cover systems with mixed regular-chaotic dynamics. Unlike most of the other works in this direction, the ensembles of the proposed approach are basis invariant but the matrix elements are not statistically...