Diffusing diffusivity: a model for anomalous, yet Brownian, diffusion

MV Chubynsky, GW Slater - Physical review letters, 2014 - APS
Wang et al.[Proc. Natl. Acad. Sci. USA 106, 15160 (2009)] have found that in several
systems the linear time dependence of the mean-square displacement (MSD) of diffusing …

Quantifying China's regional economic complexity

J Gao, T Zhou - Physica A: Statistical Mechanics and its Applications, 2018 - Elsevier
China has experienced an outstanding economic expansion during the past decades,
however, literature on non-monetary metrics that reveal the status of China's regional …

Web search queries can predict stock market volumes

I Bordino, S Battiston, G Caldarelli, M Cristelli… - PloS one, 2012 - journals.plos.org
We live in a computerized and networked society where many of our actions leave a digital
trace and affect other people's actions. This has lead to the emergence of a new data-driven …

The Hurst exponent over time: testing the assertion that emerging markets are becoming more efficient

DO Cajueiro, BM Tabak - Physica A: statistical mechanics and its …, 2004 - Elsevier
This paper is concerned with the assertion found in the financial literature that emerging
markets are becoming more efficient over time. To verify whether this assertion is true or not …

The impact of oil price shocks on clean energy stocks: Fresh evidence from multi-scale perspective

H Zhang, G Cai, D Yang - Energy, 2020 - Elsevier
We use the wavelet-based quantile-on-quantile and Granger causality-in-quantiles methods
to document the impact of exogenous oil price structural shocks on clean energy stocks. We …

Forbidden patterns, permutation entropy and stock market inefficiency

L Zunino, M Zanin, BM Tabak, DG Pérez… - Physica A: Statistical …, 2009 - Elsevier
In this paper we introduce two new quantifiers for the stock market inefficiency: the number
of forbidden patterns and the normalized permutation entropy. They are model-independent …

The dynamics of economic complexity and the product space over a 42 year period

CA Hidalgo - CID Working Paper Series, 2009 - dash.harvard.edu
How does the productive structure of countries' changes over time? In this paper we explore
this question by combining techniques of networks science with 42 years of trade data and …

Control of a fractional-order economical system via sliding mode

S Dadras, HR Momeni - Physica A: Statistical Mechanics and its …, 2010 - Elsevier
This paper deals with designing a sliding mode controller (SMC) for a fractional-order
chaotic financial system. Using the sliding mode control technique, a sliding surface is …

The role of entropy in the development of economics

A Jakimowicz - Entropy, 2020 - mdpi.com
The aim of this paper is to examine the role of thermodynamics, and in particular, entropy, for
the development of economics within the last 150 years. The use of entropy has not only led …

Levy-stable distributions revisited: tail index> 2 does not exclude the Levy-stable regime

R Weron - International Journal of Modern Physics C, 2001 - World Scientific
Power-law tail behavior and the summation scheme of Levy-stable distributions is the basis
for their frequent use as models when fat tails above a Gaussian distribution are observed …