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Complexity in Economic and Social Systems
| Complexity in Economic and Social Systems |
| Autore | Drożdż Stanisław |
| Pubbl/distr/stampa | Basel, Switzerland, : MDPI - Multidisciplinary Digital Publishing Institute, 2021 |
| Descrizione fisica | 1 online resource (534 p.) |
| Soggetto topico | Information technology industries |
| Soggetto non controllato |
agent-based computational economics
agent-based modelling Baidu Index bargaining BDS central-banking chaos cluster-entropy complex adaptive systems complex network complex networks complex systems complexity economics complexity in stock market complexity of IPOs complexity science conjunctural movements copula functions correlation coefficient correlation dimension correspondence analysis cross-shareholding network cryptocurrencies cybernetics detrended cross-correlations development discrete-time models dual graph dynamic game model dynamical complexity dynamics economic complexity econophysics edge of chaos EMD entropic susceptibilities entropies entropy economics entropy weight TOPSIS Ethiopia Euler characteristic evolutionarily stable strategies evolutionary dynamics evolutionary information search dynamics extreme returns fake news feedback loops finance financial institution financial markets forecasting market risk four-colour theorem gain function GARCH model gender productivity gap general system theory generalized autoregressive conditional heteroscedasticity model (GARCH) generalized Pareto distribution homo oeconomicus inequality information demand information theory information transfer innovative activity IPO timing irreversible processes jump volatility Kondratieff waves land acquisition leveraged trading liquidity benchmark liquidity proxy location quotient Lyapunov macroeconomics macroprudential policy manufacturing industry measure of economic development minimal spanning tree mixture of distribution hypothesis motivation multifractal analysis multivariate transfer entropy municipality mutual information n/a Nash equilibrium network theory non-ergodic ill-behaved inverse problems non-extensive cross-entropy econometrics non-linear dynamics nonlinear dynamics partial determination peaks over threshold platforms for participation Polish Green Island effect power law pricing constraint prosumption public administration sector real estate real option recurrence plots Red Queen effect rumor spreading self-exciting point process Shannon-entropy speculation stock exchange market stock market stock markets stock price crash risk structural entropy systemic risk threshold effect time series time series analysis transfer entropy Tsallis entropy universal complexity measure value at risk volatility clustering volatility estimate wealth condensation websites Zipf law |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910557397503321 |
Drożdż Stanisław
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| Basel, Switzerland, : MDPI - Multidisciplinary Digital Publishing Institute, 2021 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
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 | ||
| ||