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Takayasu, H.

  1. Deterministic and stochastic influences on Japan and US stock and foreign exchange markets. A Fokker-Planck approach
    2003/01/15 by K. Ivanova, Ivanova, K., Marcel Ausloos +3 · 1 citation
    Economics, Econometrics and Finance · Physics and Astronomy · #Chaotic Dynamics (nlin.CD) #Complex Systems and Time Series Analysis #Computational Physics (physics.comp-ph) #FOS: Economics and business #FOS: Mathematics #FOS: Physical sciences #Numerical Analysis (math.NA) #Statistical Finance (q-fin.ST) #Statistical Mechanics (cond-mat.stat-mech) #Statistical Mechanics and Entropy #Theoretical and Computational Physics
  2. Market Fluctuations: multiplicative and percolation models, size effects and predictions
    1999/09/30 by Didier Sornette, D. Sornette, D. Stauffer +5 · 1 citation
    Economics, Econometrics and Finance · Physics and Astronomy · #Complex Network Analysis Techniques #Complex Systems and Time Series Analysis #FOS: Economics and business #FOS: Physical sciences #Opinion Dynamics and Social Influence #Statistical Finance (q-fin.ST) #Statistical Mechanics (cond-mat.stat-mech) #cond-mat.stat-mech #q-fin.ST