Applications to Statistical Mechanics (original) (raw)

Applications of Statistical Mechanics to Finance

Eugene Stanley

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Some Applications of Statistical Mechanics of Financial Markets

Lester Ingber

1998

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Econophysics: Financial Time Series from a Statistical Physics Point of View

Eugene Stanley

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Methods of Non-Extensive Statistical Physics in Analysis of Price Returns on Polish Stock Market

Ewa Podhajska

Acta Physica Polonica A, 2016

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Financial Time Series and Statistical Mechanics

Marcel Ausloos

2001

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A dynamical model describing stock market price distributions

Jaume Masoliver

Physica A: Statistical Mechanics and its Applications, 2000

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Statistical Modeling of Stock Returns: A Historical Survey with Methodological Reà ‚ï¿ ½flections

Phoebe Koundouri

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Applications of statistical physics to economic and financial topics

Kristinka Ivanova

Physica A-statistical Mechanics and Its Applications, 1999

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Econophysics Techniques and Their Applications on the Stock Market

Florin Turcaș

Mathematics, 2022

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Statistical Mechanics of Financial Markets

Lester Ingber

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Statistical physics in foreign exchange currency and stock markets

Marcel Ausloos

Physica A: Statistical Mechanics and its Applications, 2000

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The Distribution of Returns of Stock Prices

Eugene Stanley

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Financial Time Series: A Physics Perspective

Eugene Stanley

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Econophysics: a new tool to investigate financial markets

Michele Tumminello

2004

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Dynamical model and nonextensive statistical mechanics of a market index on large time windows

Marcel Ausloos

2003

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Statistical Modeling of Stock Returns: Explanatory or Descriptive? A Historical Survey with Some Methodological Reflections

Phoebe Koundouri

Journal of Economic Surveys, 2014

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Quantifying Fluctuations in Economic Systems by Adapting Methods of Statistical Physics

Eugene Stanley

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Stock Returns, Market Trends, and Information Theory: A Statistical Equilibrium Approach

Emanuele Citera

SSRN Electronic Journal

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Brownian Motion in the Stock Market

Charles Kaplan

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Asymmetry of price returns-Analysis and perspectives from a non-extensive statistical physics point of view

Magdalena Zienowicz

PloS one, 2017

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Dynamic numerical models of stock market price: from microscopic determinism to macroscopic randomness

Aki-Hiro Sato

Physica A-statistical Mechanics and Its Applications, 1998

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A theory of fluctuations in stock prices

Michael Field

Physica A: Statistical Mechanics and its Applications, 2006

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Nonextensive statistical features of the Polish stock market fluctuations

Stanisław Drożdż

Physica A: Statistical Mechanics and its Applications, 2007

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On statistical properties of traded volume in financial markets

Jeferson De Souza

European Physical Journal B, 2006

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STATISTICAL PROPERTIES OF STATISTICAL ENSEMBLES OF STOCK RETURNS

Fabrizio Lillo

International Journal of Theoretical and Applied Finance, 2000

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Theory of market fluctuations

Sergey Panyukov

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Patterns and Correlations in Economic Phenomena Uncovered Using Concepts of Statistical Physics

Michael Salinger

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Dynamical stochastic processes of returns in financial markets

gyuchang lim

Physica A: Statistical …, 2007

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