Related papers: An Econophysics Model for the Currency Exchange wi…
We analyze tick data of yen-dollar exchange with a focus on its up and down movement. We show that there exists a rather particular conditional probability structure with such high frequency data. This result provides us with evidence to…
This paper investigates and compares currency substitution between the currencies of Central and Eastern European (CEE) countries and the euro. In addition, we develop a model with microeconomic foundations, which identifies difference…
The one-particle exchange in the double folded model is analyzed. To this aim the Extended Thomas-Fermi approach to the one-body density matrix is used. The nucleon- nucleon force with Yukawa, Gauss and Coulomb-type form factors are…
An exchange energy functional is proposed and tested for obtaining a class of excited-state energies using density-functional formalism. The functional is the excited-state counterpart of the local-density approximation functional for the…
The paper argues that attracting more economists and adopting a more-precise definition of dynamic complexity might help econophysics acquire more attention in the economics community and bring new lymph to economic research. It may be…
Coupled elliptic quantum dots with different aspect ratios containing up to two electrons are studied using a model confinement potential in the presence of magnetic fields. Single and two particle Schroedinger equations are solved using…
Models for spin systems, known from statistical physics, are applied analogously in econometrics in the form of agent-based models. The models discussed in the econophysics literature all use the state variable $T$, which, in physics,…
A money transfer involves a buyer and a seller. A buyer buys goods or services from a seller. The money the buyer decreases is the same as that the seller increases. At each time step, a pair of socially connected agents are selected and…
A simple exact-exchange density-functional method for a quasi-two-dimensional electron gas with variable density is presented. An analytical expression for the exact-exchange potential with only one occupied subband is provided, without…
This is a review about financial dependencies which merges efforts in econophysics and financial economics during the last few years. We focus on the most relevant contributions to the analysis of asset markets' dependencies, especially…
Some of the main experimental observations related to the occurrence of exchange bias in magnetic systems are reviewed, focusing the attention on the peculiar phenomenology associated to nanoparticles with core/shell structure as compared…
In line with the recent research and debates about econophysics and financial economics, this article discusses on usual misunderstandings between the two disciplines in terms of modelling and basic hypotheses. In the literature devoted to…
We introduce and analyse a mathematical model describing the dynamics of particles generated by charge-exchange interactions. The model extends the well-established exchange-driven growth model, previously studied in several works, by…
Analytical expressions for the exchange interaction between $J$-multiplets of interacting metallic centers are derived on the basis of a complete electronic model. A common belief that this interaction can be approximated by an isotropic…
The modelling of financial markets presents a problem which is both theoretically challenging and practically important. The theoretical aspects concern the issue of market efficiency which may even have political implications…
Ab initio modeling of electrochemical systems is becoming a key tool for understanding and predicting electrochemical behavior. Development and careful benchmarking of computational electrochemical methods are essential to ensure their…
The effect of hydrodynamic interactions on the free-solution electrophoresis of polyelectrolytes is investigated with coarse-grained molecular dynamics simulations. By comparing the results to simulations with switched-off hydrodynamic…
In the evolving domain of cryptocurrency markets, accurate token valuation remains a critical aspect influencing investment decisions and policy development. Whilst the prevailing equation of exchange pricing model offers a quantitative…
This work studies the symmetry between colloidal dynamics and the dynamics of the Euro--US Dollar currency exchange market (EURUSD). We consider the EURUSD price in the time range between 2001 and 2015, where we find significant qualitative…
The Coulomb exchange and correlation energy density functionals for electron systems are applied to nuclear systems. It is found that the exchange functionals in the generalized gradient approximation provide agreements with the exact-Fock…