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Decisions taken in our everyday lives are based on a wide variety of information so it is generally very difficult to assess what are the strategies that guide us. Stock market therefore provides a rich environment to study how people take…

General Finance · Quantitative Finance 2016-09-28 Mario Gutiérrez-Roig , Carlota Segura , Jordi Duch , Josep Perelló

Investigating the optimal nature of social interactions among actors (e.g., people or firms), who seek to achieve certain mutually-agreed objectives, has been the subject of extensive academic research. Using the relational models theory…

Physics and Society · Physics 2025-09-30 Arsham Farzinnia , Corine Boon

Stock markets are complex systems exhibiting collective phenomena and particular features such as synchronization, fluctuations distributed as power-laws, non-random structures and similarity to neural networks. Such specific properties…

Statistical Finance · Quantitative Finance 2015-06-17 Thomas Bury

People participate and activate in online social networks and thus tremendous amount of network data is generated; data regarding their interactions, interests and activities. Some people search for specific questions through online social…

Social and Information Networks · Computer Science 2019-01-23 Mohsen Shahriari , Ralf Klamma , Matthias Jarke

The money market and the capital market of the Indian financial markets have a symbiotic relationship in the development of the Indian economy. The nature and the characteristics of the markets differ to a large extent as the money market…

Statistical Finance · Quantitative Finance 2023-03-21 Bilal Hungund , Shilpa Rastogi

The interbank market is considered one of the most important channels of contagion. Its network representation, where banks and claims/obligations are represented by nodes and links (respectively), has received a lot of attention in the…

General Finance · Quantitative Finance 2015-01-26 Leonardo Bargigli , Giovanni di Iasio , Luigi Infante , Fabrizio Lillo , Federico Pierobon

Financial markets are prominent examples for highly non-stationary systems. Sample averaged observables such as variances and correlation coefficients strongly depend on the time window in which they are evaluated. This implies severe…

Statistical Finance · Quantitative Finance 2015-06-15 Thilo A. Schmitt , Desislava Chetalova , Rudi Schäfer , Thomas Guhr

We present a financial market model, characterized by self-organized criticality, that is able to generate endogenously a realistic price dynamics and to reproduce well-known stylized facts. We consider a community of heterogeneous traders,…

Statistical Finance · Quantitative Finance 2015-11-04 A. E. Biondo , A. Pluchino , A. Rapisarda

We identify a robust structural signature of stock markets during exogenous shock events by analyzing collective return dynamics across G5 countries. Using Random Matrix Theory, we introduce the complexity gap, defined as the difference…

Statistical Finance · Quantitative Finance 2026-04-22 Kundan Mukhia , Imran Ansari , Md. Nurujjaman

Financial markets change their behaviours abruptly. The mean, variance and correlation patterns of stocks can vary dramatically, triggered by fundamental changes in macroeconomic variables, policies or regulations. A trader needs to adapt…

Statistical Finance · Quantitative Finance 2018-12-07 Sonam Srivastava , Ritabratta Bhattacharya

In this article we study the behavior of a group of economic agents in the context of cooperative game theory, interacting according to rules based on the Potts Model with suitable modifications. Each agent can be thought of as belonging to…

Computational Engineering, Finance, and Science · Computer Science 2007-05-23 Roberto da Silva , Alexandre Tavares Baraviera , Silvio R. Dahmen

In the context of understanding the nature of the risk transformation process of the financial system we propose an iterative risk-trading game between several agents who build their trading strategies based on a general utility setting.…

Condensed Matter · Physics 2009-11-10 Stefan Thurner , Rudolf Hanel , Stefan Pichler

We give a new predictive mathematical model for macroeconomics, which deals specifically with asset prices and earnings fluctuations, in the presence of a dynamic economy involving mergers, acquisitions, and hostile takeovers. Consider a…

Other Condensed Matter · Physics 2007-05-23 William Gordon Ritter

This work proposes a novel portfolio management technique, the Meta Portfolio Method (MPM), inspired by the successes of meta approaches in the field of bioinformatics and elsewhere. The MPM uses XGBoost to learn how to switch between two…

Portfolio Management · Quantitative Finance 2022-06-02 Damian Kisiel , Denise Gorse

Reciprocity, or the tendency of individuals to mirror behavior, is a key measure that describes information exchange in a social network. Users in social networks tend to engage in different levels of reciprocal behavior. Differences in…

Machine Learning · Statistics 2023-08-22 Daniel Cirkovic , Tiandong Wang

Random graphs are useful tools to study social interactions. In particular, the use of weighted random graphs allows to handle a high level of information concerning which agents interact and in which degree the interactions take place.…

Physics and Society · Physics 2009-11-13 Jose J. Ramasco

We introduce a new measure for the capital market efficiency. The measure takes into consideration the correlation structure of the returns (long-term and short-term memory) and local herding behavior (fractal dimension). The efficiency…

Statistical Finance · Quantitative Finance 2013-07-24 Ladislav Kristoufek , Miloslav Vosvrda

A spacially extended model of the collective behavior of a large number of locally acting organisms is proposed in which organisms move probabilistically between local cells in space, but with weights dependent on local morphogenetic…

adap-org · Physics 2008-06-25 Mark M. Millonas

People organize in groups and contagions spread across them. A simple stochastic process, yet complex to model due to dynamical correlations within and between groups. Moreover, groups can evolve if agents join or leave in response to…

Physics and Society · Physics 2025-05-22 Giulio Burgio , Guillaume St-Onge , Laurent Hébert-Dufresne

Although the CML (Capital Market Line), the Intertemporal-CAPM, the CAPM/SML (Security Market Line) and the Intertemporal Arbitrage Pricing Theory (IAPT) are widely used in portfolio management, valuation and capital markets financing;…

General Finance · Quantitative Finance 2020-05-05 Michael Nwogugu