- Entropy and equilibrium state of free market models
2011/08/29 by J. R. Iglesias, Rita M. C. de Almeida, R. M. C. de Almeida · 1 citation
Economics, Econometrics and Finance · Mathematics · Physics and Astronomy · #Advanced Thermodynamics and Statistical Mechanics #Analogy #Complex Systems and Time Series Analysis #Econometrics #Economic theories and models #Economics #Econophysics #Entropy (arrow of time) #Equipartition theorem #Mathematical economics #Mathematics #Physical system #Physics #Quantum mechanics #Statistical physics #Thermodynamics #physics.soc-ph #q-fin.GN
- Volatility Clustering and Scaling for Financial Time Series due to Attractor Bubbling
2002/09/18 by Andrzej Krawiecki, A. Krawiecki, Janusz A. Hołyst +3 · 3 citations
Computer Science · Economics, Econometrics and Finance · Mathematics · Physics and Astronomy · #Attractor #Autoregressive conditional heteroskedasticity #Cluster analysis #Complex Systems and Time Series Analysis #Econometrics #Economics #Econophysics #Finance #Financial market #Intermittency #Mathematical analysis #Mathematics #Nonlinear Dynamics and Pattern Formation #Physics #Scaling #Series (stratigraphy) #Spins #Statistical physics #Statistics #Theoretical and Computational Physics #Thermodynamics #Volatility (finance) #Volatility clustering #cond-mat.stat-mech