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Anomalous Stochastics : A Comprehensive Guide to Multifractals, Random Walks, and Real-World Applications / / by Michał Chorowski, Tomasz Gubiec, Ryszard Kutner
| Anomalous Stochastics : A Comprehensive Guide to Multifractals, Random Walks, and Real-World Applications / / by Michał Chorowski, Tomasz Gubiec, Ryszard Kutner |
| Autore | Chorowski Michał |
| Edizione | [1st ed. 2025.] |
| Pubbl/distr/stampa | Cham : , : Springer Nature Switzerland : , : Imprint : Springer, , 2025 |
| Descrizione fisica | 1 online resource (599 pages) |
| Disciplina | 519.23 |
| Altri autori (Persone) |
GubiecTomasz
KutnerRyszard |
| Collana | Understanding Complex Systems |
| Soggetto topico |
Stochastic processes
System theory Statistical physics Probabilities Statistics Stochastic Processes Complex Systems Statistical Physics Applied Probability Statistics in Business, Management, Economics, Finance, Insurance |
| ISBN |
9783031803925
3031803922 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Introduction -- Fundamental Concepts -- Singular Stochastic Processes -- Non-deterministic Fractals -- Signatures and Causes of Multifractality -- Dispersive Transport and Diffusion -- Fractal Wanderings -- Valley Model of Multifractal Continuous-time Random Wandering on Amorphous Substrates -- Statistics of Extremes -- Limit Theorems on the Stock Market -- Comprehensive Partition Function: A Universal Tool in Multifractality. |
| Record Nr. | UNINA-9910992779303321 |
Chorowski Michał
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| Cham : , : Springer Nature Switzerland : , : Imprint : Springer, , 2025 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Three Risky Decades: A Time for Econophysics?
| Three Risky Decades: A Time for Econophysics? |
| Autore | Kutner Ryszard |
| Pubbl/distr/stampa | Basel, : MDPI - Multidisciplinary Digital Publishing Institute, 2022 |
| Descrizione fisica | 1 online resource (708 p.) |
| Soggetto topico |
Mathematics & science
Research & information: general |
| Soggetto non controllato |
1/f noise
absolute value estimator agent-based models anomalous diffusion ARFIMA balanced budget basic income guarantee Bitcoin bond pricing bounded rationality calendar anomalies Cantor set cascading failure collective intelligence companies company market compartmental epidemic modelling complex systems complexity economics continuous time random walk copulas correlation coefficient correlation filtering correspondence analysis covariance matrices COVID-19 criticality cross-correlations cryptocurrencies currency crisis day-of-the-week effect decision-making deep learning detrended cross-correlation analysis detrended cross-correlations detrended fluctuation analysis discounting disordered systems dynamics of complex networks ecological economics economic complexity economic development Economic Freedom of the World index economic growth econophysics effective tax rate elastic tax emergent property emissions energy entropy entropy production exponential behaviour export readiness financial complexity financial market dynamics financial markets financial networks first-passage times flash crash forex market fractals fractional Lèvy stable motion FTSE100 Gini index globalisation Gompertz government dependency government transfer high frequency trading high-frequency trader high-frequency trading highway freight transportation Higuchi's method homeomorphism Hurst exponent income distribution income redistribution income tax Index of Economic Freedom information-theory internationalization intertrade times kinetic exchange model kinetic models Kolkata index Kolkata Paise Restaurant problem lexical evolution of econophysics local transfer entropy long-range memory long-short-term-memory market indices market microstructure market stability maximum entropy principle mean squared displacement minimal spanning tree MinMax minority game mobility indices mortality multifractal analysis multifractal detrended fluctuation analysis multiplicative point process multiscale analysis multiscale partition function multivariate Hawkes process n/a network analysis network diversity network science neural networks optimization options pricing output elasticities partial correlation phase transition planar graph planar maximally filtered graph portfolio optimization poverty line power law power law behaviour power law classification scheme power-law tails products and services q-Gaussians quantal response statistical equilibrium Quantum-Inspired Neural Network radiation model random geometry rank-size law technique real interest rates regularization relatedness renormalization replica theory return distributions risk measurement SGX simulated annealing technique speculative attacks start-up stock correlation stretched exponentials structural entropy survival probability distribution systemic risk TAIEX tax deduction text as data time series analysis topological data analysis transportation network traveling salesman problem urban-regional economics vaccination campaign volatility clustering wealth distribution wealth inequalities |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Altri titoli varianti | Three Risky Decades |
| Record Nr. | UNINA-9910585940703321 |
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Kutner Ryszard
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| Basel, : MDPI - Multidisciplinary Digital Publishing Institute, 2022 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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