IDEAS home Printed from https://ideas.repec.org/r/cup/cbooks/9780521515597.html
   My bibliography  Save this item

Finitary Probabilistic Methods in Econophysics

Citations

Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
as


Cited by:

  1. AOYAMA Hideaki & IYETOMI Hiroshi & YOSHIKAWA Hiroshi, 2012. "Equilibrium Distribution of Labor Productivity," Discussion papers 12041, Research Institute of Economy, Trade and Industry (RIETI).
  2. Bednarek, Ilona & Makowski, Marcin & Piotrowski, Edward W. & Sładkowski, Jan & Syska, Jacek, 2015. "Generalization of the Aoki–Yoshikawa sectoral productivity model based on extreme physical information principle," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 428(C), pages 161-172.
  3. Takero Ibuki & Shunsuke Higano & Sei Suzuki & Jun-ichi Inoue & Anirban Chakraborti, 2013. "Statistical inference of co-movements of stocks during a financial crisis," Papers 1309.1871, arXiv.org.
  4. Hiroshi Yoshikawa, 2015. "Stochastic macro-equilibrium: a microfoundation for the Keynesian economics," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 10(1), pages 31-55, April.
  5. Dervis Can Vural, 2011. "When Models Interact with Their Subjects: The Dynamics of Model Aware Systems," PLOS ONE, Public Library of Science, vol. 6(6), pages 1-6, June.
  6. Masanao Aoki & Hiroshi Yoshikawa, 2012. "Non-self-averaging in macroeconomic models: a criticism of modern micro-founded macroeconomics," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 7(1), pages 1-22, May.
  7. Philipp Mundt & Simone Alfarano & Mishael Milakovic, 2016. "Gibrat’s Law Redux: think profitability instead of growth," Industrial and Corporate Change, Oxford University Press and the Associazione ICC, vol. 25(4), pages 549-571.
  8. Düring, Bertram & Georgiou, Nicos & Merino-Aceituno, Sara & Scalas, Enrico, 2022. "Continuum and thermodynamic limits for a simple random-exchange model," Stochastic Processes and their Applications, Elsevier, vol. 149(C), pages 248-277.
  9. Cristiano Bocci & Luca Chiantini & Fabio Rapallo, 2014. "Max-Plus Objects to Study the Complexity of Graphs," Methodology and Computing in Applied Probability, Springer, vol. 16(3), pages 507-525, September.
  10. Giulio Bottazzi & Ugo M. Gragnolati & Fabio Vanni, 2017. "Non-linear externalities in firm localization," Regional Studies, Taylor & Francis Journals, vol. 51(8), pages 1138-1150, August.
  11. Alfarano Simone & Milakovic Mishael, 2012. "Identification of Interaction Effects in Survey Expectations: A Cautionary Note," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 16(4), pages 1-23, October.
  12. Ugo M. Gragnolati & Alessandro Nuvolari, 2023. "Innovation, localized externalities, and the British Industrial Revolution, 1700-1850," LEM Papers Series 2023/26, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
  13. Enrico Scalas & Tijana Radivojević & Ubaldo Garibaldi, 2015. "Wealth distribution and the Lorenz curve: a finitary approach," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 10(1), pages 79-89, April.
  14. Atushi Ishikawa & Takayuki Mizuno & Shouji Fujimoto, 2022. "Employee Number Dependence in Labor Productivity Distribution," The Review of Socionetwork Strategies, Springer, vol. 16(2), pages 465-477, October.
  15. Taleb, Nassim Nicholas & Bar-Yam, Yaneer & Cirillo, Pasquale, 2022. "On single point forecasts for fat-tailed variables," International Journal of Forecasting, Elsevier, vol. 38(2), pages 413-422.
  16. Eliazar, Iddo I. & Cohen, Morrel H., 2013. "On the physical interpretation of statistical data from black-box systems," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 392(13), pages 2924-2939.
  17. He, Xiaoli & Wang, Hongwu & Du, Ziping, 2014. "The complexity and fractal structures of CSI300 before and after the introduction of CSI300IF," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 414(C), pages 76-85.
  18. Leonardo Bargigli & Andrea Lionetto & Stefano Viaggiu, 2013. "A Statistical Test of Walrasian Equilibrium by Means of Complex Networks Theory," Papers 1307.0817, arXiv.org, revised Sep 2016.
  19. Mundt, Philipp & Alfarano, Simone & Milaković, Mishael, 2020. "Exploiting ergodicity in forecasts of corporate profitability," Journal of Economic Dynamics and Control, Elsevier, vol. 111(C).
  20. Tomas Skovranek, 2019. "The Mittag-Leffler Fitting of the Phillips Curve," Mathematics, MDPI, vol. 7(7), pages 1-11, July.
  21. David Vidal-Tomás & Simone Alfarano, 2020. "An agent-based early warning indicator for financial market instability," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 15(1), pages 49-87, January.
  22. U. Garibaldi & P. Viarengo, 2012. "Exchangeability and non-self-averaging," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 7(2), pages 181-195, October.
  23. Pasquale Cirillo & Mauro Gallegati & Jürg Hüsler, 2012. "A Pólya Lattice Model To Study Leverage Dynamics And Contagious Financial Fragility," Advances in Complex Systems (ACS), World Scientific Publishing Co. Pte. Ltd., vol. 15(supp0), pages 1-26.
  24. Cohen, Morrel H. & Eliazar, Iddo I., 2013. "Econophysical visualization of Adam Smith’s invisible hand," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 392(4), pages 813-823.
  25. Nassim Nicholas Taleb & Yaneer Bar-Yam & Pasquale Cirillo, 2020. "On Single Point Forecasts for Fat-Tailed Variables," Papers 2007.16096, arXiv.org.
  26. Sergey Sosnovskiy, 2015. "On financial applications of the two-parameter Poisson-Dirichlet distribution," Papers 1501.01954, arXiv.org, revised Jul 2015.
  27. Mundt, Philipp & Förster, Niels & Alfarano, Simone & Milaković, Mishael, 2014. "The real versus the financial economy: A global tale of stability versus volatility," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 8, pages 1-26.
  28. Leonardo Bargigli & Andrea Lionetto & Stefano Viaggiu, 2013. "A Statistical Equilibrium Representation of Markets as Complex Networks," Working Papers - Economics wp2013_23.rdf, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa.
  29. Tijana Radivojević & Jonatha Anselmi & Enrico Scalas, 2014. "Ergodic Transition in a Simple Model of the Continuous Double Auction," PLOS ONE, Public Library of Science, vol. 9(2), pages 1-5, February.
  30. Bertram During & Nicos Georgiou & Enrico Scalas, 2016. "A stylized model for wealth distribution," Papers 1609.08978, arXiv.org, revised Jul 2021.
  31. Bagatella-Flores, N. & Rodríguez-Achach, M. & Coronel-Brizio, H.F. & Hernández-Montoya, A.R., 2015. "Wealth distribution of simple exchange models coupled with extremal dynamics," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 417(C), pages 168-175.
  32. Bottazzi, Giulio & Giachini, Daniele, 2017. "Wealth and price distribution by diffusive approximation in a repeated prediction market," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 471(C), pages 473-479.
  33. N. Bagatella-Flores & M. Rodriguez-Achach & H. F. Coronel-Brizio & A. R. Hernandez-Montoya, 2014. "Wealth distribution of simple exchange models coupled with extremal dynamics," Papers 1407.7153, arXiv.org.
  34. Ellis Scharfenaker, 2022. "Statistical Equilibrium Methods In Analytical Political Economy," Journal of Economic Surveys, Wiley Blackwell, vol. 36(2), pages 276-309, April.
  35. Sergey Sosnovskiy, 2015. "Market shape formation, statistical equilibrium and neutral evolution theory," Papers 1506.07163, arXiv.org.
  36. Domenico Delli Gatti & Corrado Di Guilmi & Mauro Gallegati & Simone Landini, 2012. "Reconstructing Aggregate Dynamics in Heterogeneous Agents Models. A Markovian Approach," Revue de l'OFCE, Presses de Sciences-Po, vol. 0(5), pages 117-146.
IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.