Narrow search
Showing 1 - 10 of 7,405
Cover Image
Grand unification of exotic statistical physics
Stauffer, Dietrich - In: Physica A: Statistical Mechanics and its Applications 285 (2000) 1, pp. 121-126
The article tries to summarize the common traits in most of the morning lectures of this meeting in La̧dek Zdrój.
Persistent link: https://www.econbiz.de/10011061598
Cover Image
Complexity in economic and social systems
Drożdż, Stanisław (ed.); Kwapień, Jaroslaw (ed.);  … - 2021
There is no term that better describes the essential features of human society than complexity. On various levels, from the decision-making processes of individuals, through to the interactions between individuals leading to the spontaneous formation of groups and social hierarchies, up to the...
Persistent link: https://www.econbiz.de/10012586642
Cover Image
Analyzing market microstructure with methods of statistical physics
Henao Londoño, Juan Camilo - 2022
Persistent link: https://www.econbiz.de/10013286359
Cover Image
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
Cover Image
Intraday volatility and scaling in high frequency foreign exchange markets
Seemann, Lars; McCauley, Joseph L.; Gunaratne, Gemunu H. - In: International review of financial analysis 20 (2011) 3, pp. 121-126
Persistent link: https://www.econbiz.de/10009295805
Cover Image
Scaling behavior in ranking mobility of Chinese stock market
Wu, Ke; Xiong, Wanting; Weng, Xin; Wang, Yougui - In: Physica A: Statistical Mechanics and its Applications 408 (2014) C, pp. 164-169
interval. The scaling property is observed in all three relations. The fact of long relaxation times gives evidence of long …
Persistent link: https://www.econbiz.de/10010873017
Cover Image
Scaling in the distribution of intertrade durations of Chinese stocks
Jiang, Zhi-Qiang; Chen, Wei; Zhou, Wei-Xing - In: Physica A: Statistical Mechanics and its Applications 387 (2008) 23, pp. 5818-5825
year 2003. A scaling pattern is observed in the distributions of intertrade durations, where the empirical density … functions of the normalized intertrade durations of all 23 stocks collapse onto a single curve. The scaling pattern is also …
Persistent link: https://www.econbiz.de/10010589043
Cover Image
Scaling and memory in the non-Poisson process of limit order cancelation
Ni, Xiao-Hui; Jiang, Zhi-Qiang; Gu, Gao-Feng; Ren, Fei; … - In: Physica A: Statistical Mechanics and its Applications 389 (2010) 14, pp. 2751-2761
of cancelations exhibit a scaling behavior for different stocks. Complex intra-day patterns are also unveiled in the …
Persistent link: https://www.econbiz.de/10010589071
Cover Image
Wavelet multiscale analysis for Hedge Funds: Scaling and strategies
Conlon, T.; Crane, M.; Ruskin, H.J. - In: Physica A: Statistical Mechanics and its Applications 387 (2008) 21, pp. 5197-5204
Discrete Wavelet Transform (MODWT) is applied to measure the scaling properties of Hedge Fund correlation and market risk with … studied and the time scale examined. Finally, the effects of scaling properties on the risk profile of a portfolio made up of …
Persistent link: https://www.econbiz.de/10010590884
Cover Image
Power-law distribution in Japanese racetrack betting
Ichinomiya, Takashi - In: Physica A: Statistical Mechanics and its Applications 368 (2006) 1, pp. 207-213
provides deep insights into the economic actions of people and sheds lights on the study of econophysics. In this paper we …
Persistent link: https://www.econbiz.de/10011060838