Tag econophysics [129 articles] Export

Recent papers classified by the tag econophysics.

	Colloquium: Statistical mechanics of money, wealth, and income [My Copy] Reviews of Modern Physics, Vol. 81, No. 4. (2009), 1703. by Victor M. Yakovenko, Jr posted to statistical_mechanics econophysics economics e by andreassorge on 2009-12-03 09:34:48 as along with 3 people tessonec gi0rgi0ne papadopc
	Common group dynamic drives modern epidemics across social, financial and biological domains [My Copy] (21 Jul 2009) by Zhenyuan Zhao, Juan P. Calderón, Chen Xu, et al.Dan Fenn, Didier Sornette, Riley Crane, Pak M. Hui, Neil F. Johnson posted to networks econophysics complex_system by cmn on 2009-12-02 08:56:25 as along with 3 people Bolozna acrmartins deanmalmgren
	Financial Bubbles, Real Estate bubbles, Derivative Bubbles, and the Financial and Economic Crisis [My Copy] (2 May 2009) by Didier Sornette, Ryan Woodard posted to econophysics econometrics by cmn on 2009-12-02 08:54:37 as
	A social network model of investment behaviour in the stock market [My Copy] Physica A: Statistical Mechanics and its Applications (20 November 2009) by L. Bakker, W. Hare, H. Khosravi, B. Ramadanovic posted to econophysics complex_networks by andreassorge on 2009-11-26 12:04:49 as
	Eigenvectors of some large sample covariance matrix ensembles [My Copy] (16 Nov 2009) by Olivier Ledoit, Sandrine Péché posted to eigenvector_statistics econophysics covariance_matrix by RMT on 2009-11-17 08:10:25 as along with 1 person jkhoogland
	From Physics to Economics: An Econometric Example Using Maximum Relative Entropy [My Copy] (4 Jan 2009) by Adom Giffin posted to econophysics economics by univerself on 2009-11-10 10:12:09 as
	Disentangling collective trends from local dynamics [My Copy] (8 Sep 2009) by Marc Barthelemy, Jean-Pierre Nadal, Henri Berestycki posted to time_series sociodynamic independent_component global_trend fluctuations econophysics by jsaramak to the group Complex Networks Research Group on 2009-10-29 08:48:36 as along with 2 people marinari pak
	Statistical physics of social dynamics [My Copy] Reviews of Modern Physics, Vol. 81, No. 2. (2009), 591. by Claudio Castellano, Santo Fortunato, Vittorio Loreto posted to statistical_physics nonlinear_dynamics econophysics by andreassorge on 2009-10-28 18:04:16 as along with 14 people eegilbert tessonec jsaramak normaali kulinskii rcrane tictacgo acrmartins Scis0000002 pdlug michaelbussmann vtraag gi0rgi0ne deanmalmgren
	Dragon-Kings, Black Swans and the Prediction of Crises [My Copy] (24 Jul 2009) by Didier Sornette posted to phase_transition percolation econophysics complex_system catastrophe by jsaramak on 2009-10-28 08:26:57 as along with 5 people tictacgo Kovanen dpf acrmartins deanmalmgren
	Financial Applications of Random Matrix Theory: a short review [My Copy] (7 Oct 2009) by J. P. Bouchaud, M. Potters posted to review random_matrix finance econophysics by marinari on 2009-10-09 11:06:43 as along with 2 people ansobol RMT
	The Building Blocks of Economic Complexity [My Copy] Proceedings of the National Academy of Sciences, Vol. 106, No. 26. (22 Sep 2009), pp. 10570-10575. by Cesar A. Hidalgo, Ricardo Hausmann posted to econophysics adam_smith by marinari on 2009-09-23 13:54:56 as along with 5 people apocapoc dpf AbnerCYH deanmalmgren orahcio
	Econophysics: Empirical facts and agent-based models [My Copy] (10 Sep 2009) by Anirban Chakraborti, Ioane M. Toke, Marco Patriarca, Frederic Abergel posted to econophysics agents by acrmartins on 2009-09-22 22:33:52 as along with 1 person lehalle
	Minority games, evolving capitals and replicator dynamics [My Copy] (17 Aug 2009) by Tobias Galla, Yi-Cheng Zhang posted to minority_game econophysics dynamics by marinari on 2009-09-21 14:09:18 as
	Hidden Noise Structure and Random Matrix Models of Stock Correlations [My Copy] (8 Sep 2009) by I. Dimov, P. Kolm, L. Maclin, D. Shiber posted to rmt_applications econophysics by RMT on 2009-09-10 04:08:28 as
	The economy needs agent-based modelling [My Copy] Nature, Vol. 460, No. 7256. (05 August 2009), pp. 685-686. by J. Doyne Farmer, Duncan Foley posted to simulation econophysics by pawelsobko on 2009-08-16 16:40:36 as along with 6 people and 2 groups adriandefroment reyez jago cjryan ei deanmalmgren Simulation of operations and interactions Convention on Knowledge Commons
	Economic Networks: The New Challenges [My Copy] Science, Vol. 325, No. 5939. (24 July 2009), pp. 422-425. by Frank Schweitzer, Giorgio Fagiolo, Didier Sornette, Fernando Vega-Redondo, Alessandro Vespignani, Douglas R. White posted to economics econophysics networks by gagliol on 2009-08-10 20:59:22 as along with 3 people ltitodem ddahlem apocapoc
	Econophysics: Still Controversial After All These Years [My Copy] Science, Vol. 325, No. 5939. (24 July 2009), 408. by Adrian Cho posted to economics econophysics by gagliol on 2009-08-10 20:56:41 as
	Scaling of the distribution of price fluctuations of individual companies [My Copy] Physical Review E, Vol. 60, No. 6. (Dec 1999), pp. 6519-6529. by Vasiliki Plerou, Parameswaran Gopikrishnan, Luís A. Nunes Amaral, Martin Meyer, H. Eugene Stanley posted to data econophysics finance financialmarkets stanley statistics by gi0rgi0ne on 2009-07-30 19:20:31 as
	Scaling of the distribution of fluctuations of financial market indices [My Copy] Physical Review E, Vol. 60, No. 5. (Nov 1999), pp. 5305-5316. by Parameswaran Gopikrishnan, Vasiliki Plerou, Luís A. Nunes Amaral, Martin Meyer, H. Eugene Stanley posted to data econophysics finance financialmarkets stanley statistics by gi0rgi0ne on 2009-07-30 19:19:34 as along with 1 person and 1 group cosy EntrepreneurialRisks
	Transmission of Information and Herd Behavior: An Application to Financial Markets [My Copy] Physical Review Letters, Vol. 85, No. 26. (Dec 2000), pp. 5659-5662. by Víctor M. Eguíluz, Martín G. Zimmermann posted to econophysics finance herding network physics by gi0rgi0ne on 2009-07-30 16:38:05 as along with 1 person tessonec
	A Random Matrix Theory Approach To Financial Cross-Correlations [My Copy] (2000) by V. Plerou, P. Gopikrishnan, B. Rosenow, L. A. N. Amaral, H. E. Stanley posted to econophysics rmt_applications by RMT on 2009-07-23 12:09:02 as along with 1 person jltoole
	The Chinese Equity Bubble: Ready to Burst [My Copy] (10 Jul 2009) by K. Bastiaensen, P. Cauwels, D. Sornette, R. Woodard, W. X. Zhou posted to bubble complex crash currency econophysics finance market stock systems by tictacgo on 2009-07-18 09:24:52 as along with 1 person NitinCR
	Universal Correlations and Power-Law Tails in Financial Covariance Matrices [My Copy] (29 Jun 2009) by Gernot Akemann, Jonit Fischmann, Pierpaolo Vivo posted to econophysics rmt_applications by RMT on 2009-07-01 05:53:43 as along with 1 person deanmalmgren
	An Introduction to Econophysics: Correlations and Complexity in Finance [My Copy] (01 November 1999) by Rosario N. Mantegna, Eugene H. Stanley posted to complexity econophysics financial_market_complexity by ShureG on 2009-06-18 12:47:46 as along with 3 people BarrosH ddahlem Alelima
	Financial Market Complexity: What Physics Can Tell Us About Market Behaviour (Economics & Finance) [My Copy] (04 September 2003) by Neil F. Johnson, Paul Jefferies, Pak M. Hui posted to complexity econophysics financial_market_complexity minority_games by ShureG on 2009-06-18 12:46:35 as
	Typical properties of optimal growth in the Von Neumann expanding model for large random economies [My Copy] (5 Jul 2005) by Andrea De Martino, Matteo Marsili posted to biophysics econophysics optimal_solution von_neumann by marinari on 2009-06-01 12:40:33 as
	Econophysics: can physicists contribute to the science of economics? [My Copy] Computing in Science & Engineering In Computing in Science & Engineering, Vol. 1, No. 1. (1999), pp. 74-77. by H. E. Stanley posted to econophysics by mrkn on 2009-04-23 13:54:13 as
	Econophysics: Master curve for price-impact function [My Copy] Nature, Vol. 421, No. 6919. (9 January 2003), pp. 129-130. by Fabrizio Lillo, J. Doyne Farmer, Rosario N. Mantegna posted to econophysics master_curve price-impact_function by mrkn on 2009-04-23 13:50:28 as along with 3 people ShureG jvdh gi0rgi0ne
	Spectral and network methods in the analysis of correlation matrices of stock returns [My Copy] Physica A: Statistical Mechanics and its Applications, Vol. 383, No. 1. (01 September 2007), pp. 147-151. by T. Heimo, J. Saramaki, J. Onnela, K. Kaski posted to complex-network correlation-matrices econophysics spectral-method by yzhang on 2009-03-22 20:13:35 as along with 1 person agomez
	Zipf distribution in top Chinese firms and an economic explanation [My Copy] Physica A: Statistical Mechanics and its Applications, Vol. 388, No. 10. (15 May 2009), pp. 2020-2024. by Jianhua Zhang, Qinghua Chen, Yougui Wang posted to china-firms econophysics zipf-distribution by yzhang on 2009-03-20 08:09:55 as
	A º-generalized statistical mechanics approach to income analysis [My Copy] J. Stat. Mech., Vol. 2009, No. 02. (February 2009), P02037. by F. Clementi, M. Gallegati, G. Kaniadakis posted to econophysics income k-statistics by yzhang on 2009-03-03 18:19:56 as
	A multiscale view on inverse statistics and gain/loss asymmetry in financial time series [My Copy] J. Stat. Mech., Vol. 2009, No. 02. (February 2009), P02004. by Johannes Siven, Jeffrey Lins, Jonas L. Hansen posted to econophysics financial-time-series first-passage-time by yzhang on 2009-03-03 18:04:49 as
	Integrating Economics, Ecology, And Thermodynamics: A Review [My Copy] pp. 241-244. by M. T. Brown posted to econophysics by Scis0000002 on 2009-02-05 11:55:17 as along with 1 person scis0000001
	Time reversal invariance in finance [My Copy] ArXiv e-prints (August 2007) by G. Zumbach posted to econophysics finance invariances processes symmetries by Scis0000002 on 2008-12-30 12:32:53 as
	Exponential and power-law probability distributions of wealth and income in the United Kingdom and the United States [My Copy] (28 Mar 2001) by Adrian Dragulescu, Victor M. Yakovenko posted to econophysics inequality m victor yakovenko by aakkozzll on 2008-12-24 20:28:43 as along with 1 person jgoebel
	The size variance relationship of business firm growth rates [My Copy] Proceedings of the National Academy of Sciences, Vol. 105, No. 50. (16 December 2008), pp. 19595-19600. by Massimo Riccaboni, Fabio Pammolli, Sergey V. Buldyrev, Linda Ponta, H. E. Stanley posted to econophysics network by itmeson on 2008-12-17 14:44:14 as along with 1 person disa
	The virtues and vices of equilibrium and the future of financial economics [My Copy] (20 Mar 2008) by Doyne J. Farmer, John Geanakoplos posted to dynamical_systems econophysics by shoshin on 2008-12-10 17:15:56 as along with 1 person Scis0000002
	Econophysics: Present and future [My Copy] Complexity, Vol. 9999, No. 9999. (2008), NA. by Martin Shubik, Eric Smith posted to econophysics by dpf on 2008-11-30 01:16:38 as
	Econophysics and the challenge of efficiency [My Copy] Complexity, Vol. 9999, No. 9999. (2008), NA. by Fabrizio Lillo posted to economics econophysics power-laws by dpf on 2008-11-30 01:13:04 as
	Building theories of economic process [My Copy] Complexity, Vol. 9999, No. 9999. (2008), NA. by Martin Shubik, Eric Smith posted to economics econophysics by dpf on 2008-11-30 01:03:40 as
	The virtues and vices of equilibrium and the future of financial economics [My Copy] Complexity, Vol. 14, No. 3. (2009), pp. 11-38. by J. Doyne Farmer, John Geanakoplos posted to economics econophysics by dpf on 2008-11-30 01:00:58 as along with 2 people lcigler AbnerCYH
	Finiteness of variance is irrelevant in the practice of quantitative finance [My Copy] Complexity, Vol. 9999, No. 9999. (2008), NA. by Nassim N. Taleb posted to chaos-book econophysics fractals long-tail power-laws by dpf on 2008-11-30 00:55:52 as
	ldquoNew Methods of Statistical Economics,rdquo revisited: Short versus long tails and Gaussian versus power-law distributions [My Copy] Complexity, Vol. 9999, No. 9999. (2008), NA. by Benoit B. Mandelbrot posted to chaos-book econophysics fractals long-tail power-laws by dpf on 2008-11-30 00:52:30 as
	Recurrence Plot and Recurrence Quantification Analysis Techniques for Detecting a Critical Regime. Examples from Financial Market Indices [My Copy] (31 Dec 2004) by A. Fabretti, M. Ausloos posted to econophysics recurrence time-series by tjpp on 2008-11-14 16:34:50 as along with 2 people scis0000001 Scis0000002
	Self-organized percolation model for stock market fluctuations [My Copy] Physica A: Statistical Mechanics and its Applications, Vol. 271, No. 3-4. (15 September 1999), pp. 496-506. by D. Stauffer, D. Sornette posted to clustering econophysics percolation by tjpp on 2008-11-14 16:25:17 as
	Quantifying price fluctuations in the Brazilian stock market [My Copy] Physica A: Statistical Mechanics and its Applications, Vol. 388, No. 1. (01 January 2009), pp. 59-62. by B. Tabak, M. Takami, D. Cajueiro, A. Petitinga posted to econophysics by tjpp on 2008-11-14 16:20:46 as
	Time-dependent Hurst exponent in financial time series [My Copy] Physica A: Statistical Mechanics and its Applications In Applications of Physics in Financial Analysis 4 (APFA4), Vol. 344, No. 1-2. (1 December 2004), pp. 267-271. by A. Carbone, G. Castelli, H. E. Stanley posted to dfa econophysics series time by Gralha on 2008-10-26 13:42:21 as along with 2 people orahcio tjpp
	The non-random walk of stock prices: the long-term correlation between signs and sizes [My Copy] The European Physical Journal B - Condensed Matter and Complex Systems, Vol. 64, No. 3. (1 August 2008), pp. 607-614. by G. La Spada, J. Farmer, F. Lillo posted to econophysics finances series time by Gralha on 2008-10-26 12:36:53 as along with 3 people and 1 group gi0rgi0ne A_Olympia tjpp logics of knowledge
	Noise Dressing of Financial Correlation Matrices [My Copy] Physical Review Letters, Vol. 83, No. 7. (16 Aug 1999), pp. 1467-1470. by Laurent Laloux, Pierre Cizeau, Jean P. Bouchaud, Marc Potters posted to correlation econophysics finances by Gralha on 2008-08-22 12:55:06 as along with 2 people jltoole apeyrache
	Econophysics: Can physicists contribute to the science of economics? [My Copy] by H. E. Stanley, L. A. N. Amaral, D. Canning, P. Gopikrishnan, Y. Lee, Y. Liu posted to econophysics by Alelima on 2008-08-14 20:57:09 as along with 1 person scis0000001

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economics	48
finance	23
financial-networks	18
markets	12
powerlaws	10
book	9
networks	8
rmt_applications	8
scale-free-networks	8
physics	7
caldarelli	6
social_systems	6
complexity	4
dynamics	4
review	4
1999	3
complex_networks	3
complex_systems	3
derivatives	3
entropy	3
game-theory	3
minority_game	3
power-law	3
power-laws	3
quantum	3
society	3
sociophysics	3
statistics	3
time-series	3
2007	2
agent	2
agent-based-modeling	2
biophysics	2
bubble	2
cavagna	2
chaos-book	2
complex_system	2
crash	2
data	2
eigenvector_statistics	2
finances	2
financial_market_complexity	2
financial_time_series	2
financialmarkets	2
flows	2
fluctuation	2
fluctuations	2
fractality	2
fractals	2
game_theory	2
gauge-theories	2
global_trend	2
independent_component	2
invariances	2
io	2
long-tail	2
market	2
network	2
nonlinear_dynamics	2
percolation	2
predictability	2
series	2
sociodynamic	2
stanley	2
statistical_physics	2
stochastic	2
stock	2
symmetries	2
time	2
time_series	2
adam_smith	1
bouchaud	1
company	1
complex-network	1
correlation	1
correlation-matrices	1
dfa	1
differential-forms	1
distribution	1
dynamical_systems	1
evolution	1
experimental_data	1
fossil_fuels	1
fractal-phase-spaces	1
froude-number	1
function	1
growth	1
herding	1
m	1
marchesi	1
nonlinearity	1
open-system	1
phase_transition	1
power_grids_project	1
price-impact_function	1
statistical-methods	1
superstatistics	1
variance_ratio	1
volterra	1
yakovenko	1

Tag econophysics [129 articles] Export

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