相关论文: Econophysics, Statistical Mechanics Approach to
Classical economics has developed an arsenal of methods, based on the idea of representative agents, to come up with precise numbers for next year's GDP, inflation and exchange rates, among (many) other things. Few, however, will disagree…
The article examines how institutions, automation, unemployment and income distribution interact in the context of a neoclassical growth model where profits are interpreted as a surplus over costs of production. Adjusting the model to the…
The author solves two problems: formation of object of econophysics, creation of the general theory of financial-economic monitoring. In the first problem he studied two fundamental tasks: a choice of conceptual model and creation of…
An article for the Springer Encyclopedia of Complexity and System Science
This Chapter is written for the Festschrift celebrating the 70th birthday of the distinguished economist Duncan Foley from the New School for Social Research in New York. This Chapter reviews applications of statistical physics methods,…
The applications of techniques from statistical (and classical) mechanics to model interesting problems in economics and finance has produced valuable results. The principal movement which has steered this research direction is known under…
While "complexity science" has achieved significant successes in several interdisciplinary fields such as economics and biology, it is only a very recent observation that legal systems -- from the way legal texts are drafted and connected…
In this paper the general principles and categories of mixed economy that currently exist in almost all countries of the world are presented. The paper also presents an Advanced Model of Mixed Economy with Threshold (AMMET), which is…
A critical examination of some basic conceptual issues in classical statistical mechanics is attempted, with a view to understanding the origins, structure and statuts of that discipline. Due attention is given to the interplay between…
An updated review [1] of nonextensive statistical mechanics and thermodynamics is colloquially presented. Quite naturally the possibility emerges for using the value of q-1 (entropic nonextensivity) as a simple and efficient manner to…
We offer an insight into our mathematical endeavors, which aim to advance the foundational understanding of energy systems in a broad context, encompassing facets such as charge transport, energy storage, markets, and collective behavior.…
Models characterized by autoregressive structure and random coefficients are powerful tools for the analysis of high-frequency, high-dimensional and volatile time series. The available literature on such models is broad, but also sectorial,…
Analysis of long-range dependence in financial time series was one of the initial steps of econophysics into the domain of mainstream finance and financial economics in the 1990s. Since then, many different financial series have been…
The study of Complex Systems is considered by many to be a new scientific field, and is distinguished by being a discipline that has applications within many separate areas of scientific study. The study of Neural Networks, Traffic…
I review recent work in the statistics literature on instrumental variables methods from an econometrics perspective. I discuss some of the older, economic, applications including supply and demand models and relate them to the recent…
Scientific research is a major driving force in a knowledge based economy. Income, health and wellbeing depend on scientific progress. The better we understand the inner workings of the scientific enterprise, the better we can prompt,…
No abstract given. Contents: I. Definition and Introduction II. Schelling Model III. Opinion Dynamics IV. Languages, Hierarchies and Football V. Future Directions
The aim of this text is to provide a linguistically accessible, but comprehensive introduction into a variety of topics in dynamical systems and its applications. Whilst preliminary knowledge of dynamical systems is useful, it is not…
Finite mixture models have been a very important tool for exploring complex data structures in many scientific areas, for example, economics, epidemiology, finance. In the past decade, semiparametric techniques have been popularly…
In recent years, methods from network science are gaining rapidly interest in economics and finance. A reason for this is that in a globalized world the interconnectedness among economic and financial entities are crucial to understand and…