89.65.Gh Economics; econophysics, financial markets, business and management, 89.65.-s Social and economic systems, 89.75.Da Systems obeying scaling laws, 02.50.Ey Stochastic processes,
The relationship between pattern and process is of great interest in all natural and social sciences...
Scaling laws are ubiquitous in nature, and they pervade neural, behavioral and linguistic activities...
PACS. 02.50.Ey Stochastic processes – 05.40.Fb Random walks and Levy flights – 87.23.Ge Dynamics of ...
The practice of detecting power laws and scaling behaviors in economics and finance has gained momen...
In order to test whether scaling exists in finance at the world level, we test whether the average g...
The most suitable paradigms and tools for investigating the scaling structure of financial time seri...
Financial variables exhibit non-linear scaling due to the scaling law of companies.</p
The most suitable paradigms and tools for investigating the scaling structure of financial time seri...
This paper identifies a general class of economic processes capable of generating the first-moment c...
The concepts of scale invariance and scaling behavior are now increasingly applied outside their tra...
This paper reviews some of the phenomenological models which have been introduced to incorporate the...
This paper discusses some of the similarities between work being done by economists and by computati...
We empirically analyze the scaling properties of daily Foreign Exchange rates, Stock Market indices ...
We develop a scale-invariant truncated Lévy (STL) process to describe physical systems characterized...
This paper reports statistical analyses performed on simulated data from a stochastic multiagent mod...
The relationship between pattern and process is of great interest in all natural and social sciences...
Scaling laws are ubiquitous in nature, and they pervade neural, behavioral and linguistic activities...
PACS. 02.50.Ey Stochastic processes – 05.40.Fb Random walks and Levy flights – 87.23.Ge Dynamics of ...
The practice of detecting power laws and scaling behaviors in economics and finance has gained momen...
In order to test whether scaling exists in finance at the world level, we test whether the average g...
The most suitable paradigms and tools for investigating the scaling structure of financial time seri...
Financial variables exhibit non-linear scaling due to the scaling law of companies.</p
The most suitable paradigms and tools for investigating the scaling structure of financial time seri...
This paper identifies a general class of economic processes capable of generating the first-moment c...
The concepts of scale invariance and scaling behavior are now increasingly applied outside their tra...
This paper reviews some of the phenomenological models which have been introduced to incorporate the...
This paper discusses some of the similarities between work being done by economists and by computati...
We empirically analyze the scaling properties of daily Foreign Exchange rates, Stock Market indices ...
We develop a scale-invariant truncated Lévy (STL) process to describe physical systems characterized...
This paper reports statistical analyses performed on simulated data from a stochastic multiagent mod...
The relationship between pattern and process is of great interest in all natural and social sciences...
Scaling laws are ubiquitous in nature, and they pervade neural, behavioral and linguistic activities...
PACS. 02.50.Ey Stochastic processes – 05.40.Fb Random walks and Levy flights – 87.23.Ge Dynamics of ...
DOI
Add to ORKG