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An introduction to econophysics : correlations and complexity in finance

Mantegna, Rosario Nunzio - 2000

This book concerns the use of concepts from statistical physics in the description of financial systems. These concepts are applied to financial time series to gain an understanding of the behavior of financial markets. The book will be of interest to physicists and economists and professionals...

Persistent link: https://www.econbiz.de/10012672582

Stochastic calculus and differential equations for physics and finance

McCauley, Joseph L. - 2013 - Online-Ausg.

Machine generated contents note: 1. Random variables and probability distributions; 2. Martingales, Markov, and nonstationarity; 3. Stochastic calculus; 4. Ito processes and Fokker-Planck equations; 5. Selfsimilar Ito processes; 6. Fractional Brownian motion; 7. Kolmogorov's PDEs and...

Persistent link: https://www.econbiz.de/10012683307

Evolutionary games with sociophysics : analysis of traffic flow and epidemics

Tanimoto, Jun - 2018

Persistent link: https://www.econbiz.de/10011926276

Econophysics and sociophysics : trends and perspectives

Chakrabarti, Bikas K. (ed.) - 2006

Persistent link: https://www.econbiz.de/10014005532

Foundations and Applications of Complexity Economics

Rosser, Jr - 2021 - 1st ed. 2021.

Economics -- Chapter 3: The Complex Dynamics of Social Interactions -- Chapter 4: Econophysics, Entropy, and Complexity … -- Chapter 5: Econophysics and Entropy in Dynamically Complex Urban/Regional Systems -- Chapter 6: Complex Ecological … discuss the relationship between entropy, econophysics, evolution, and economic complexity, respectively, with applications in …