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Applications of statistical physics in finance and economics

Lux, Thomas (contributor) - 2008

economics and finance. The bulk of what has recently become known as 'econophysics' in broader circles draws its motivation from … the recent inception of new strands of research on this topic, both within econophysics and the neoclassical economics … laws ; agent-based models ; econophysics …

Persistent link: https://www.econbiz.de/10003715039

Stochastic behavioral asset pricing models and the stylized facts

Lux, Thomas (contributor) - 2008

High-frequency financial data are characterized by a set of ubiquitous statistical properties that prevail with surprising uniformity. While these 'stylized facts' have been well-known for decades, attempts at their behavioral explanation have remained scarce. However, recently a new branch of...

Persistent link: https://www.econbiz.de/10003715066

Dynamics of clustered opinions in complex networks

Jung, Woo-Sung; Moon, Hie-Tae; Stanley, H. Eugene - In: Journal of economic interaction and coordination : JEIC 3 (2008) 1, pp. 81-88

Persistent link: https://www.econbiz.de/10003715858

How markets slowly digest changes in supply and demand

Bouchaud, Jean-Philippe; Farmer, J. Doyne; Lillo, Fabrizio - In: Handbook of financial markets : dynamics and evolution, (pp. 57-160). 2009

Persistent link: https://www.econbiz.de/10003820628

Stochastic behavioral asset-pricing models and the stylized facts

Lux, Thomas - In: Handbook of financial markets : dynamics and evolution, (pp. 161-215). 2009

Persistent link: https://www.econbiz.de/10003820630

Dynamics of markets : the new financial economics

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

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

Econophysics & economics of games, social choices and quantitative techniques

Basu, Banasri (ed.); Chakrabarti, Bikas K. (contributor); … - 2010

Persistent link: https://www.econbiz.de/10003851499

Heterogeneous agents with local social influence networks : path dependence and plurality of equilibria in the ACE noiseless case

Phan, Denis - In: Artificial markets modeling : methods and applications, (pp. 181-194). 2007

Persistent link: https://www.econbiz.de/10003854803

The grass is always greener on the other side of the fence : the effect of misperceived signalling in a network formation process

Giansante, Simone; Kirman, Alan P.; Markose, Sheri M.; … - In: Artificial markets modeling : methods and applications, (pp. 223-234). 2007

Persistent link: https://www.econbiz.de/10003854824

Microscopic spin model for the stock market with attractor bubbling on scale-free networks

Krawiecki, Andrzej - In: Journal of economic interaction and coordination : JEIC 4 (2009) 2, pp. 213-220

Persistent link: https://www.econbiz.de/10003891823

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