[图书][B] Essentials of econophysics modelling

F Slanina - 2013 - books.google.com
This book is a course in methods and models rooted in physics and used in modelling
economic and social phenomena. It covers the discipline of econophysics, which creates an …

Increasing market efficiency: Evolution of cross-correlations of stock returns

B Tóth, J Kertész - Physica A: Statistical Mechanics and its Applications, 2006 - Elsevier
We analyse the temporal changes in the cross-correlations of returns on the New York Stock
Exchange. We show that lead–lag relationships between daily returns of stocks vanished in …

Co-evolutive models for firms dynamics

G Rotundo, A Scozzari - Networks, Topology and Dynamics: Theory and …, 2009 - Springer
This paper considers the Bak—Sneppen (B&S) Self-Organized Criticality model originally
developed for species co-evolution. We focus both on the original application of the model …

Firms clustering in presence of technological renewal processes

R Cerqueti, G Rotundo - Nonlinear Economic Dynamics, 2010 - u-pad.unimc.it
This chapter aims at exploring companies' profit maximization in presence of a hierarchical
organization among firms and when technological renewal processes take place. The …

Companies' decisions for profit maximization: a structural model

R Cerqueti, G Rotundo - Applied Mathematical Sciences, 2009 - openresearch.lsbu.ac.uk
Huge analyses on firms data selected from public available databases accomplished the
task to describe the size and growth of firms through interpolating functions. The structure …

From multi-agent modeling to microscopic market dynamics: A statistical physics approach

B Tóth - 2008 - search.proquest.com
Recently statistical mechanics methods have been used to study several types of complex
systems outside the traditional scope of physics. The idea to apply techniques developed in …

Productivity and costs for firms in presence of technology renewal processes

R Cerqueti, G Rotundo - International Transactions in …, 2007 - Wiley Online Library
Wide empirical analyses investigated the size and growth rate distribution of business firms,
providing a relevant empirical support to economic theory. We rely on such analyses and on …

Time dependent correlations and response in stock market data and models

J Kertesz, L Kullmann, AG Zawadowski… - The Application of …, 2004 - Springer
We study some consequences of the absence of microscopic reversibility on financial
processes. We analyze high resolution data and find asymmetric time dependent cross …

Parte seconda: Produttività e innovazione-III. Processi di rinnovamento nei cluster di imprese

G Rotundo, R Cerqueti - Capitalismo distrettuale, localismi d'impresa …, 2007 - torrossa.com
Il ruolo della tecnologia nelle imprese sta assumendo un peso sempre più rilevante:
qualsiasi impresa, indipendentemente dalle sue dimensioni, deve modernizzare la propria …