This article and the companion paper aim at reviewing recent empirical and theoretical
developments usually grouped under the term Econophysics. Since the name was coined in …

This paper reviews some applications of continuous time random walks (CTRWs) to Finance
and Economics. It is divided into two parts. The first part deals with the connection between …

Entropy measures are widely applied to quantify the complexity of dynamical systems in
diverse fields. However, the practical application of entropy methods is challenging, due to …

In finance, one usually deals not with prices but with growth rates R, defined as the
difference in logarithm between two consecutive prices. Here we consider not the trading …

In order to quantify the long-range cross-correlations between two time series qualitatively,
we introduce a new cross-correlations test Q CC (m), where m is the number of degrees of …

We introduce a measure of activity of financial markets that provides a direct access to their
level of endogeneity. This measure quantifies how much of price changes is due to …

A limit order book is essentially a file on a computer that contains all orders sent to the
market, along with their characteristics such as the sign of the order, price, quantity and a …

Detrended fluctuation analysis (DFA) and detrended moving average (DMA) are two scaling
analysis methods designed to quantify correlations in noisy nonstationary signals. We …

Modern technologies not only provide a variety of communication modes (eg, texting, cell
phone conversation, and online instant messaging), but also detailed electronic traces of …

The theory of particle association in flexible chains in dilute ferrofluids is generalized to the
case of an arbitrarily strengthened magnetic field. The chain distribution in dynamic …