Human social sensing is an untapped resource for computational social science
The ability to 'sense'the social environment and thereby to understand the thoughts and
actions of others allows humans to fit into their social worlds, communicate and cooperate …
actions of others allows humans to fit into their social worlds, communicate and cooperate …
Spatial agent-based models for socio-ecological systems: Challenges and prospects
Departing from the comprehensive reviews carried out in the field, we identify the key
challenges that agent-based methodology faces when modeling coupled socio-ecological …
challenges that agent-based methodology faces when modeling coupled socio-ecological …
Limit order books
Limit order books (LOBs) match buyers and sellers in more than half of the world's financial
markets. This survey highlights the insights that have emerged from the wealth of empirical …
markets. This survey highlights the insights that have emerged from the wealth of empirical …
Correlation of financial markets in times of crisis
LS Junior, IDP Franca - Physica A: Statistical Mechanics and its …, 2012 - Elsevier
Using the eigenvalues and eigenvectors of correlations matrices of some of the main
financial market indices in the world, we show that high volatility of markets is directly linked …
financial market indices in the world, we show that high volatility of markets is directly linked …
Crises and collective socio-economic phenomena: simple models and challenges
JP Bouchaud - Journal of Statistical Physics, 2013 - Springer
Financial and economic history is strewn with bubbles and crashes, booms and busts, crises
and upheavals of all sorts. Understanding the origin of these events is arguably one of the …
and upheavals of all sorts. Understanding the origin of these events is arguably one of the …
[图书][B] Econophysics of income and wealth distributions
The distribution of wealth and income is never uniform, and philosophers and economists
have tried for years to understand the reasons and formulate remedies for such inequalities …
have tried for years to understand the reasons and formulate remedies for such inequalities …
Multifractal risk measures by macroeconophysics perspective: The case of brazilian inflation dynamics
This paper examines the Brazilian inflation indexes dynamics using the multifractal
detrended fluctuations analysis (MF-DFA) and the multifractal detrended cross-correlation …
detrended fluctuations analysis (MF-DFA) and the multifractal detrended cross-correlation …
Using an artificial financial market for studying a cryptocurrency market
L Cocco, G Concas, M Marchesi - Journal of Economic Interaction and …, 2017 - Springer
This paper presents an agent-based artificial cryptocurrency market in which heterogeneous
agents buy or sell cryptocurrencies, in particular Bitcoins. In this market, there are two …
agents buy or sell cryptocurrencies, in particular Bitcoins. In this market, there are two …
Advances in the agent-based modeling of economic and social behavior
In this review we discuss advances in the agent-based modeling of economic and social
systems. We show the state of the art of the heuristic design of agents and how behavioral …
systems. We show the state of the art of the heuristic design of agents and how behavioral …
Modeling and Simulation of the Economics of Mining in the Bitcoin Market
L Cocco, M Marchesi - PloS one, 2016 - journals.plos.org
In January 3, 2009, Satoshi Nakamoto gave rise to the “Bitcoin Blockchain”, creating the first
block of the chain hashing on his computer's central processing unit (CPU). Since then, the …
block of the chain hashing on his computer's central processing unit (CPU). Since then, the …