Colloquium: Statistical mechanics of money, wealth, and income

VM Yakovenko, JB Rosser Jr - Reviews of modern physics, 2009 - APS
This Colloquium reviews statistical models for money, wealth, and income distributions
developed in the econophysics literature since the late 1990s. By analogy with the …

Approaching complexity by stochastic methods: From biological systems to turbulence

R Friedrich, J Peinke, M Sahimi, MRR Tabar - Physics Reports, 2011 - Elsevier
This review addresses a central question in the field of complex systems: given a fluctuating
(in time or space), sequentially measured set of experimental data, how should one analyze …

Negative bubbles and shocks in cryptocurrency markets

J Fry, ET Cheah - International Review of Financial Analysis, 2016 - Elsevier
In this paper we draw upon the close relationship between statistical physics and
mathematical finance to develop a suite of models for financial bubbles and crashes. The …

[图书][B] Interacting multiagent systems: kinetic equations and Monte Carlo methods

L Pareschi, G Toscani - 2013 - books.google.com
The description of emerging collective phenomena and self-organization in systems
composed of large numbers of individuals has gained increasing interest from various …

[图书][B] Chance and stability: stable distributions and their applications

VV Uchaikin, VM Zolotarev - 2011 - books.google.com
Page 1 DE GRUYTER Vladimir V. Uchaikin, Vladimir M. Zolotarev CHANCE AND
STABILITY MODERN PROBABILITY AND STATISTICS DE G Page 2 MODERN …

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 …

Second-order moving average and scaling of stochastic time series

E Alessio, A Carbone, G Castelli… - The European Physical …, 2002 - Springer
Long-range correlation properties of stochastic time series y (i) have been investigated by
introducing the function σ 2 MA=[y (i)-(i)] 2, where (i) is the moving average of y (i), defined …

On universality in human correspondence activity

RD Malmgren, DB Stouffer, ASLO Campanharo… - science, 2009 - science.org
The identification and modeling of patterns of human activity have important ramifications for
applications ranging from predicting disease spread to optimizing resource allocation …

Scale‐free dynamics in the movement patterns of jackals

RPD Atkinson, CJ Rhodes, DW Macdonald… - Oikos, 2002 - Wiley Online Library
Using conventional radio‐tracking techniques employed by field ecologists, evidence for
scale‐free (fractal) behaviour in the foraging trajectories of a species of African jackal is …

[HTML][HTML] Econophysics: Can physicists contribute to the science of economics?

HE Stanley, LAN Amaral, D Canning… - Physica A: Statistical …, 1999 - Elsevier
Econophysics is a new word, used to describe work being done by physicists in which
financial and economic systems are treated as complex systems. Everyone is affected by …