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 …
developed in the econophysics literature since the late 1990s. By analogy with the …
Approaching complexity by stochastic methods: From biological systems to turbulence
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 …
(in time or space), sequentially measured set of experimental data, how should one analyze …
Negative bubbles and shocks in cryptocurrency markets
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 …
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 …
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 …
STABILITY MODERN PROBABILITY AND STATISTICS DE G Page 2 MODERN …
Quantifying China's regional economic complexity
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 …
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 …
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
The identification and modeling of patterns of human activity have important ramifications for
applications ranging from predicting disease spread to optimizing resource allocation …
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 …
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?
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 …
financial and economic systems are treated as complex systems. Everyone is affected by …