The continuous time random walk, still trendy: fifty-year history, state of art and outlook

R Kutner, J Masoliver - The European Physical Journal B, 2017 - Springer
In this article we demonstrate the very inspiring role of the continuous-time random walk
(CTRW) formalism, the numerous modifications permitted by its flexibility, its various …

Econophysics and sociophysics: Their milestones & challenges

R Kutner, M Ausloos, D Grech, T Di Matteo… - Physica A: Statistical …, 2019 - Elsevier
In this review article we present some of achievements of econophysics and sociophysics
which appear to us the most significant. We briefly explain what their roles are in building of …

Neural superstatistics for Bayesian estimation of dynamic cognitive models

L Schumacher, PC Bürkner, A Voss, U Köthe… - Scientific Reports, 2023 - nature.com
Mathematical models of cognition are often memoryless and ignore potential fluctuations of
their parameters. However, human cognition is inherently dynamic. Thus, we propose to …

Bayesian model selection for complex dynamic systems

C Mark, C Metzner, L Lautscham, PL Strissel… - Nature …, 2018 - nature.com
Time series generated by complex systems like financial markets and the earth's
atmosphere often represent superstatistical random walks: on short time scales, the data …

Generalized statistical mechanics of stellar systems

K Ourabah - Physical Review E, 2022 - APS
The observed distributions of stellar parameters, in particular, rotational and radial velocities,
often depart from the Maxwellian (Gaussian) distribution. In the absence of a consistent …

Understanding the nature of the long-range memory phenomenon in socioeconomic systems

R Kazakevičius, A Kononovicius, B Kaulakys, V Gontis - Entropy, 2021 - mdpi.com
In the face of the upcoming 30th anniversary of econophysics, we review our contributions
and other related works on the modeling of the long-range memory phenomenon in …

Demystifying the success of empirical distributions in space plasmas

K Ourabah - Physical Review Research, 2020 - APS
Motivated by the recent result by Davis et al.[Phys. Rev. E 100, 023205 (2019) 2470-0045
10.1103/PhysRevE. 100.023205] that velocity distributions of collisionless steady-state …

Superstatistics of the Dunkl oscillator

H Hassanabadi, M de Montigny, WS Chung… - Physica A: Statistical …, 2021 - Elsevier
We use the momentum operator with the Dunkl derivative in quantum mechanics and derive
its Schrödinger equation in one dimension with a harmonic oscillator potential. With the …

Dynamics of momentum in financial markets based on the information diffusion in complex social networks

X Cai, W Xia, W Huang, H Yang - Journal of Behavioral and Experimental …, 2024 - Elsevier
This paper focuses on why momentum expresses different dynamics based on complex
social networks. We construct an epidemiological information transmission model under the …

Methods for forecasting the effect of exogenous risks on stock markets

K Arias-Calluari, F Alonso-Marroquin, MN Najafi… - Physica A: Statistical …, 2021 - Elsevier
Markets are subjected to both endogenous and exogenous risks that have caused
disruptions to financial and economic markets around the globe, leading eventually to fast …