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The objective of this work is the investigation of complexity, asymmetry, stochasticity and non-linearity of the financial and economic systems by using the tools of statistical mechanics and information theory. More precisely, this thesis…

Statistical Finance · Quantitative Finance 2024-08-30 Rubina Zadourian

We give an abridged account of a continued string of studies in condensed matter physics and in complex systems that span five decades. We provide links to access abstracts and full texts of a selected list of publications. The studies were…

Statistical Mechanics · Physics 2024-01-15 Alberto Robledo , Carlos Velarde

We briefly review statistical models for the probability distribution of money developed in the econophysics literature since the late 1990s. In these models, economic transactions are modeled as random transfers of money between the agents…

Statistical Finance · Quantitative Finance 2011-03-14 Victor M. Yakovenko

This talk describes how techniques developed by Computer Scientists have helped our understanding of certain problems in statistical physics which involve randomness and ``frustration''. Examples will be given from two problems that have…

Disordered Systems and Neural Networks · Physics 2007-05-23 A. P. Young

Perceptions and actions, thoughts and memories result from coordinated activity in hundreds or even thousands of neurons in the brain. It is an old dream of the physics community to provide a statistical mechanics description for these and…

Disordered Systems and Neural Networks · Physics 2024-09-04 Leenoy Meshulam , William Bialek

Current theories from biosocial (e.g.: the role of neurotransmitters in behavioral features), ecological (e.g.: cultural, political, and institutional conditions), and interpersonal (e.g.: attachment) perspectives have grounded…

Physics and Society · Physics 2009-11-03 Alhaji Cherif , Kamal Barley

We discuss the relevance of studying ecology within the framework of Complexity Science from a statistical mechanics approach. Ecology is concerned with understanding how systems level properties emerge out of the multitude of interactions…

Populations and Evolution · Quantitative Biology 2007-09-14 Henrik Jeldtoft Jensen , Elsa Arcaute

I give a concise introduction to some essential concepts of statistical mechanics: 1. Probability theory (constrained distributions, concentration theorem, frequency estimation, hypothesis testing); 2. Macroscopic systems in equilibrium…

Physics Education · Physics 2016-09-08 Jochen Rau

In this expository paper we give an overview of some statistical methods for the monitoring of social networks. We discuss the advantages and limitations of various methods as well as some relevant issues. One of our primary contributions…

Other Statistics · Statistics 2016-04-01 William H. Woodall , Meng J. Zhao , Kamran Paynabar , Ross Sparks , James D. Wilson

Topic models are a family of statistical-based algorithms to summarize, explore and index large collections of text documents. After a decade of research led by computer scientists, topic models have spread to social science as a new…

Computation and Language · Computer Science 2018-04-04 Ryan Wesslen

The reconstruction of the parameter of the model by the measurement of the random variable depending on this parameter is one of the main tasks of statistics. In the paper the notion of the statistically dual distributions is introduced.…

Statistics Theory · Mathematics 2007-06-13 S. I. Bityukov , V. V. Smirnova , V. A. Taperechkina

Recently, social phenomena have received a lot of attention not only from social scientists, but also from physicists, mathematicians and computer scientists, in the emerging interdisciplinary field of complex system science. Opinion…

Physics and Society · Physics 2016-05-23 Alina Sîrbu , Vittorio Loreto , Vito D. P. Servedio , Francesca Tria

We propose a stochastic map model of economic dynamics. In the last decade, an array of observations in economics has been investigated in the econophysics literature, a major example being the universal features of inequality in terms of…

General Finance · Quantitative Finance 2015-05-27 Anindya S. Chakrabarti

Superstatistics is a superposition of two different statistics relevant for driven nonequilibrium systems with a stationary state and intensive parameter fluctuations. It contains Tsallis statistics as a special case. After briefly…

Statistical Mechanics · Physics 2009-11-10 Christian Beck

Public scientists (scientists only from now onwards), understood as a member of the teaching and/or research staff of a public university or a public research organization (including humanities and social sciences), benefit the academic…

Digital Libraries · Computer Science 2016-09-07 Joaquin M. Azagra-Caro , Anabel Fernández-Mesa , Nicolas Robinson-Garcia

Putting data into the public domain is not the same thing as making those data accessible for intelligent analysis. A distinguished group of editors and experts who were already engaged in one way or another with the issues inherent in…

New thinking needs to emerge about how to reform publishing along lines that best meet two perennial needs of scientific communication. This paper discusses a model that addresses these two needs with respect to physics. Given the…

Digital Libraries · Computer Science 2019-05-22 Brian Simboli

The smartification of industries is marked by the development of cyber-physical systems, interfaces, and intelligent software featuring knowledge models, empirical real-time data, and feedback-loops. This brings up new requirements and…

Human-Computer Interaction · Computer Science 2018-07-13 Peter Müller , Jan-Hendrik Passoth

As the frontiers of biology become increasingly interdisciplinary, the physics education community has engaged in ongoing efforts to make physics classes more relevant to life sciences majors. These efforts are complicated by the many…

Stochastic partial differential equations (SPDEs) represent a very active research field with numerous recent developments and breakthrough results. There are several well-established approaches and methods used to construct solutions for…

Probability · Mathematics 2019-08-27 Christian Kuehn , Alexandra Neamtu