Similar Search Results

Mathematical analogies : an engine for understanding the transfers between economics and physics

Jovanovic, Franck; Le Gall, Philippe - In: History of economics review 79 (2021) 1, pp. 18-38

Persistent link: https://www.econbiz.de/10012623300

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

Analyzing market microstructure with methods of statistical physics

Henao Londoño, Juan Camilo - 2022

Persistent link: https://www.econbiz.de/10013286359

Dynamic behavioural changes in an agent-based econophysics tax compliance model : bomb crater versus target effects and efficient audit strategies

Berger, Wolfram; Hokamp, Sascha; Seibold, Götz - In: Journal of public finance and public choice : JPFPC 36 (2021) 1, pp. 3-24

Persistent link: https://www.econbiz.de/10013172827

A multilayer model of order book dynamics

Biondo, Alessio Emanuele; Pluchino, Alessandro; … - In: The journal of network theory in finance 2 (2016) 3, pp. 37-52

Persistent link: https://www.econbiz.de/10011668566

Bubbles, blind-spots and Brexit

Fry, John; Brint, Andrew - In: Risks : open access journal 5 (2017) 3, pp. 1-15

In this paper we develop a well-established financial model to investigate whether bubbles were present in opinion polls and betting markets prior to the UK’s vote on EU membership on 23 June 2016. The importance of our contribution is threefold. Firstly, our continuous-time model allows for...

Persistent link: https://www.econbiz.de/10011688252