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Letteratura scientifica selezionata sul tema "Econophysics"

Autore: Grafiati

Pubblicato: 4 giugno 2021

Ultima modifica: 25 luglio 2025

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Articoli di riviste sul tema "Econophysics"

GINGRAS, Y., and C. SCHINCKUS. "THE INSTITUTIONALIZATION OF ECONOPHYSICS IN THE SHADOW OF PHYSICS." Journal of the History of Economic Thought 34, no. 1 (2012): 109–30. http://dx.doi.org/10.1017/s1053837212000041.

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Econophysics presents itself as a new paradigm and a new specialty (or even a discipline) using various models and concepts imported from condensed matter and statistical physics to analyze economic and financial phenomena. Given that econophysics is based on different fundamental assumptions from those of mainstream economics, the disciplinary position of econophysics is not so clear. In this perspective, this paper will analyze the progressive institutionalization of econophysics using bibliometric methods to identify core authors as well as the structure of the disciplines with which econop

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Schinckus, C. "Methodological comment on Econophysics review I and II: statistical econophysics and agent-based econophysics." Quantitative Finance 12, no. 8 (2012): 1189–92. http://dx.doi.org/10.1080/14697688.2012.704692.

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Widastra Hidajatullah, Maksoed. "Techno-econophysics’ Fractal Involving of Exergy Remarks." Annals of Advances in Chemistry 8, no. 1 (2024): 017–20. http://dx.doi.org/10.29328/journal.aac.1001051.

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Inclusively new to econophysics studies, herewith proposed technoeconophysics as part of techno-economy, econophysics & sociophysics to interpret the description between probability and hypothesis found between fractal realms and econophysics of markets, physics markets, or stock markets any chaotic evidence [exergy destructive] could present if effective & efficient criterion doesn’t comply. A more precise iterative study ought to be held to configure how fractal dimension is involved in the techno-econophysics study of the Helium Nat Gas Project which is not integer, but also proofed

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Ghosh, Bikramaditya, and M. C. Krishna. "Power law in tails of bourse volatility – evidence from India." Investment Management and Financial Innovations 16, no. 1 (2019): 291–98. http://dx.doi.org/10.21511/imfi.16(1).2019.23.

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Inverse cubic law has been an established Econophysics law. However, it has been only carried out on the distribution tails of the log returns of different asset classes (stocks, commodities, etc.). Financial Reynolds number, an Econophysics proxy for bourse volatility has been tested here with Hill estimator to find similar outcome. The Tail exponent or α ≈ 3, is found to be well outside the Levy regime (0 &amp;lt; α &amp;lt; 2). This confirms that asymptotic decay pattern for the cumulative distribution in fat tails following inverse cubic law. Hence, volatility like stock returns al

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Kutner, Ryszard. "Kamienie milowe & wyzwania ekonofizyki a także socjofizyki cz. 1." Postępy Fizyki 73, no. 1 (2022): 11–20. http://dx.doi.org/10.61947/uw.pf.2022.73.1.11-20.

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We discuss the milestones of econophysics and sociophysics.We chose them in the context of the challenges posed by contemporary socio-economic reality. We indicate their role in building research areas in econophysics and sociophysics [1,2,3,].

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Argyrakis, P. "What is EconoPhysics?" Journal of Engineering Science and Technology Review 4, no. 3 (2011): 207–8. http://dx.doi.org/10.25103/jestr.043.01.

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JUNG, Woo-Sung, and Seunghwan KIM. "Introduction to Econophysics." Physics and High Technology 31, no. 7/8 (2022): 3–5. http://dx.doi.org/10.3938/phit.31.022.

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Mimkes, Juergen. "Introduction to Econophysics." International Journal of Productivity Management and Assessment Technologies 7, no. 1 (2019): 1–27. http://dx.doi.org/10.4018/ijpmat.2019010101.

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The future contains terms (V) that are valid at all times, and terms (U) that are presently unknown. In economics, (V) and (U) correspond to ex ante and ex post, in physics to conservative and not conservative, in calculus, to exact and not exact differential forms or to Riemann and Stokes integrals, and to linear or non-linear equations, in statistics to real and probable terms. Apparently, the authors may represent the (V) and (U) structure in economics and physics by calculus, probability theory, by non-linearity, and chaos theory. The present paper applies Stokes integrals to double entry

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Rosser, J. Barkley. "Entropy and econophysics." European Physical Journal Special Topics 225, no. 17-18 (2016): 3091–104. http://dx.doi.org/10.1140/epjst/e2016-60166-y.

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Rickles, Dean. "Econophysics for philosophers." Studies in History and Philosophy of Science Part B: Studies in History and Philosophy of Modern Physics 38, no. 4 (2007): 948–78. http://dx.doi.org/10.1016/j.shpsb.2007.01.003.

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Tesi sul tema "Econophysics"

Schinckus, Christophe. "When physics became undisciplined : an essay on econophysics." Thesis, University of Cambridge, 2018. https://www.repository.cam.ac.uk/handle/1810/279683.

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In the 1990s, physicists started looking beyond their disciplinary boundaries by using their methods to study various problems usually thrown up by financial economics. This dissertation deals with this extension of physics outside its disciplinary borders. It seeks to determine what sort of discipline econophysics is in relation to physics and to economics, how its emergence was made possible, and what sort of knowledge it produces. Using a variety of evidence including bibliometric analysis Chapter 1 explores the field’s disciplinary identity as a branch of physics even though its intellectu

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Oltean, Elvis. "Modelling income, wealth, and expenditure data by use of Econophysics." Thesis, Loughborough University, 2016. https://dspace.lboro.ac.uk/2134/20203.

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In the present paper, we identify several distributions from Physics and study their applicability to phenomena such as distribution of income, wealth, and expenditure. Firstly, we apply logistic distribution to these data and we find that it fits very well the annual data for the entire income interval including for upper income segment of population. Secondly, we apply Fermi-Dirac distribution to these data. We seek to explain possible correlations and analogies between economic systems and statistical thermodynamics systems. We try to explain their behaviour and properties when we correlate

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Volpati, Valerio. "Statistical Mechanics approach to the sustainability of economic ecosystems." Doctoral thesis, SISSA, 2016. http://hdl.handle.net/20.500.11767/4924.

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This thesis contains some of the main results obtained during my research activity in these years, in the Statistical Physics sector at SISSA and in the Quantitative Life Sciences sector at ICTP. Chapter 1 serves as an introduction and is kept brief, because each of the following chapters has a separate introduction containing more details on the different problems that have been considered. In Chapter 2 several models of wealth dynamics are discussed, with focus on the stationary distributions that they have. In particular, we introduce a stochastic growth model that has a truncated powe

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Tenenbaum, Joel. "Interdisciplinary applications of statistical physics to complex systems: seismic physics, econophysics, and sociophysics." Thesis, Boston University, 2012. https://hdl.handle.net/2144/31617.

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Thesis (Ph.D.)--Boston University<br>PLEASE NOTE: Boston University Libraries did not receive an Authorization To Manage form for this thesis or dissertation. It is therefore not openly accessible, though it may be available by request. If you are the author or principal advisor of this work and would like to request open access for it, please contact us at open-help@bu.edu. Thank you.<br>This thesis applies statistical physics concepts and methods to quantitatively analyze complex systems. This thesis is separated into four parts: (i) characteristics of earthquake systems (ii) memory and vol

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Cheung, Wing-Keung. "Monte Carlo simulation on 2D random point pattern : Potts model and its application to econophysics /." View abstract or full-text, 2005. http://library.ust.hk/cgi/db/thesis.pl?PHYS%202005%20CHEUNG.

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Koh, Jason S. H. "Comparison of the new "econophysics" approach to dealing with problems of financial to traditional econometric methods." Thesis, View thesis, 2008. http://handle.uws.edu.au:8081/1959.7/38828.

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We begin with the outlining the motivation of this research as there are still so many unanswered research questions on our complex financial and economic systems. The philosophical background and the advances of econometrics and econophysics are discussed to provide an overview of the stochastic and nonstochastic modelling and these disciplines are set as a central theme for the thesis. This thesis investigates the effectiveness of financial econometrics models such as Gaussian, ARCH (1), GARCH (1, 1) and its extensions as compared to econophysics models such as Power Law model, Boltzmann-Gib

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Koh, Jason S. H. "Comparison of the new "econophysics" approach to dealing with problems of financial to traditional econometric methods." View thesis, 2008. http://handle.uws.edu.au:8081/1959.7/38828.

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Thesis (Ph.D.)--University of Western Sydney, 2008.<br>Thesis submitted to fulfil the requirements for the degree of Doctor of Philosophy in the School of Economics and Finance, College of Business, University of Western Sydney. Includes bibliography.

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Kong, Chi-Wah. "Monte-Carlo simulation on a 2-D random point pattern : ising model and its application to econophysics /." View Abstract or Full-Text, 2002. http://library.ust.hk/cgi/db/thesis.pl?PHYS%202002%20KONG.

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Thesis (M. Phil.)--Hong Kong University of Science and Technology, 2002.<br>Includes bibliographical references (leaves 81-82). Also available in electronic version. Access restricted to campus users.

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Zeithamer, Tomáš. "Exaktní metody v obchodě (modelový přístup)." Doctoral thesis, Vysoká škola ekonomická v Praze, 2003. http://www.nusl.cz/ntk/nusl-77119.

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The paper deals with quantum economy. It means the methods of quantum mechanics are applied in the study of economic processes. The scalar abstract economic quantities are constructed as follows: general abstract economic quantity F , average abstract economic quantity FA, marginal abstract economic quantity FM, marginal average abstract economic quantity FMA, average marginal abstract economic quantity FAM, elasticity of abstract economic quantity EF. All the abstract economic quantities mentioned above are constructed as mappings. The general theory of abstract economic quantities is utilize

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Mandere, Edward Ondieki. "Financial Networks and Their Applications to the Stock Market." Bowling Green State University / OhioLINK, 2009. http://rave.ohiolink.edu/etdc/view?acc_num=bgsu1234473233.

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Libri sul tema "Econophysics"

Huang, Ji-Ping. Experimental Econophysics. Springer Berlin Heidelberg, 2015. http://dx.doi.org/10.1007/978-3-662-44234-0.

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1952-, Cockshott W. Paul, ed. Classical econophysics. Routledge, 2009.

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Chatterjee, Arnab, Sudhakar Yarlagadda, and Bikas K. Chakrabarti, eds. Econophysics of Wealth Distributions. Springer Milan, 2005. http://dx.doi.org/10.1007/88-470-0389-x.

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Takayasu, Hideki, ed. Practical Fruits of Econophysics. Springer Tokyo, 2006. http://dx.doi.org/10.1007/4-431-28915-1.

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Takayasu, Hideki, ed. The Application of Econophysics. Springer Japan, 2004. http://dx.doi.org/10.1007/978-4-431-53947-6.

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Nikkei Econophysics Symposium (2nd 2002 Tokyo, Japan). The application of econophysics: Proceedings of the Second Nikkei Econophysics Symposium. Springer, 2004.

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Takayasu, Hideki. The Application of Econophysics: Proceedings of the Second Nikkei Econophysics Symposium. Springer Japan, 2004.

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Symposium, Nikkei Econophysics. The application of econophysics: Proceedings of the Second Nikkei Econophysics Symposium. Springer, 2003.

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1958-, Takayasu Hideki, ed. Practical fruits of econophysics: Proceedings of the Third Nikkei Econophysics Symposium. Springer, 2006.

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Chen, James Ming. Econophysics and Capital Asset Pricing. Springer International Publishing, 2017. http://dx.doi.org/10.1007/978-3-319-63465-4.

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Capitoli di libri sul tema "Econophysics"

Barkley Rosser, J. "Econophysics." In The New Palgrave Dictionary of Economics. Palgrave Macmillan UK, 2018. http://dx.doi.org/10.1057/978-1-349-95189-5_2701.

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Barkley Rosser, J. "Econophysics." In The New Palgrave Dictionary of Economics. Palgrave Macmillan UK, 2008. http://dx.doi.org/10.1057/978-1-349-95121-5_2701-1.

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Rosser, J. Barkley. "Econophysics." In The New Palgrave Dictionary of Economics. Palgrave Macmillan UK, 2018. http://dx.doi.org/10.1057/978-1-349-95121-5_2701-2.

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Roehner, Bertrand M. "Econophysics, Observational." In Complex Systems in Finance and Econometrics. Springer New York, 2009. http://dx.doi.org/10.1007/978-1-4419-7701-4_13.

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Roehner, Bertrand M. "Econophysics, Observational." In Encyclopedia of Complexity and Systems Science. Springer Berlin Heidelberg, 2017. http://dx.doi.org/10.1007/978-3-642-27737-5_168-2.

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Roehner, Bertrand M. "Econophysics, Observational." In Encyclopedia of Complexity and Systems Science. Springer New York, 2009. http://dx.doi.org/10.1007/978-0-387-30440-3_168.

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Dash, Kishore C. "Evolution of Econophysics." In Econophysics of Agent-Based Models. Springer International Publishing, 2014. http://dx.doi.org/10.1007/978-3-319-00023-7_14.

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Huang, Ji-Ping. "Introduction." In Experimental Econophysics. Springer Berlin Heidelberg, 2014. http://dx.doi.org/10.1007/978-3-662-44234-0_1.

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Huang, Ji-Ping. "Partial Information: Equivalent to Complete Information." In Experimental Econophysics. Springer Berlin Heidelberg, 2014. http://dx.doi.org/10.1007/978-3-662-44234-0_10.

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Huang, Ji-Ping. "Risk Management: Unusual Risk-Return Relationship." In Experimental Econophysics. Springer Berlin Heidelberg, 2014. http://dx.doi.org/10.1007/978-3-662-44234-0_11.

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Atti di convegni sul tema "Econophysics"

Nieto-Chaupis, Huber. "Econophysics Through Quantum Mechanics: Inflation as a Perturbation of Consumer Price Paths." In 2024 International Conference on Electrical, Computer and Energy Technologies (ICECET). IEEE, 2024. http://dx.doi.org/10.1109/icecet61485.2024.10698077.

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COSTANTINI, D., and U. GARIBALDI. "PARASTATISTICS IN ECONOPHYSICS?" In Historical Analysis and Open Questions — Cesena 2004. WORLD SCIENTIFIC, 2006. http://dx.doi.org/10.1142/9789812773258_0011.

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Günay, Nergin. "Economic Science Considering with a Thermodynamic Perspective of a Physicist's Point of View." In International Conference on Eurasian Economies. Eurasian Economists Association, 2016. http://dx.doi.org/10.36880/c07.01559.

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Economy is a discipline by means of its structure which closely interests all humanities live non-stop whether they are directly related or not which in a relationship with mathematic as calculations, psychology as searching investor behaviors, sociology as searching social events, philosophy as structural reviews of the created environment and many kind of disciplines more.  In this study based on a survey of the relevant literature, the common features of economy with physics is a supporter in the recent years are revealed. Concept passed into world literature as Econophysics or alias

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Gopikrishnan, Parameswaran. "Econophysics: What can physicists contribute to economics?" In Unsolved problems of noise and fluctuations. AIP, 2000. http://dx.doi.org/10.1063/1.60022.

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Aristov, V. V. "Methods of kinetic theory in problems of econophysics." In 31ST INTERNATIONAL SYMPOSIUM ON RAREFIED GAS DYNAMICS: RGD31. AIP Publishing, 2019. http://dx.doi.org/10.1063/1.5119676.

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CAGRI, CEM, and TOLGA ULUSOY. "Financial Market Fluctuations in Econophysics FTSE DJIA BIST 100." In Third International Conference on Advances in Computing, Communication and Information Technology- CCIT 2015. Institute of Research Engineers and Doctors, 2015. http://dx.doi.org/10.15224/978-1-63248-061-3-65.

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Aste, T., and T. Di Matteo. "Introduction to Complex and Econophysics Systems: A navigation map." In Proceedings of the 22nd Canberra International Physics Summer School. WORLD SCIENTIFIC, 2010. http://dx.doi.org/10.1142/9789814277327_0001.

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Stepanova, Anna S., and Dmytry Yu Muromtsev. "Application of self-organizing of the information designing in econophysics." In the International Conference. ACM Press, 2010. http://dx.doi.org/10.1145/1868013.1868042.

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Dias, Rui, Paula Heliodoro, Paulo Alexandre, and Cristina Vasco. "FINANCIAL MARKET INTEGRATION OF ASEAN-5 WITH CHINA: AN ECONOPHYSICS APPROACH." In 4th International Scientific Conference – EMAN 2020 – Economics and Management: How to Cope With Disrupted Times. Association of Economists and Managers of the Balkans, Belgrade, Serbia, 2020. http://dx.doi.org/10.31410/eman.2020.17.

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The main objective of this research is to estimate whether portfolio diversification is feasible in the financial markets of Indonesia, Malaysia, Philippines, Singapore and Thailand (ASEAN-5), and the market of China, in the context of the stock market crash in China in 2015. The purpose is to answer two questions, namely whether: (i) has the stock market crash in China increased financial integration in the ASEAN-5 financial markets and China? (ii) If the presence of long memories may put in question the diversification of portfolios? The results suggest that these markets are segmented, exce

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Dias, Rui, Paula Heliodoro, Paulo Alexandre, and Maria Manuel. "EVIDENCE OF INTRADAY MULTIFRACTALITY IN BRIC STOCK MARKETS: AN ECONOPHYSICS APPROACH." In Fourth International Scientific Conference ITEMA Recent Advances in Information Technology, Tourism, Economics, Management and Agriculture. Association of Economists and Managers of the Balkans, Belgrade, Serbia, 2020. http://dx.doi.org/10.31410/itema.s.p.2020.57.

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The pandemic outbreak (Covid-19) has affected the global economy, and the impact on financial markets seems inevitable. In view of these events, this essay intends to analyse the efficiency, in its weak form, in the BRIC markets, namely the stock indexes of Brazil (BRAZIL IBOVESPA), China (Shanghai Stock Exchange), India (S&P BSE SENSEX), Russia (MOEX Russia). The data are intraday (1 hour), from May 2019 to May 2020; to obtain more robust results, we divided the sample into time scales up to 5 days (Period I), and above 10 days (Period II), in a complementary way, and we use the opening a

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Rapporti di organizzazioni sul tema "Econophysics"

Bielinskyi, Andriy, Serhiy Semerikov, Oleksandr Serdiuk, Victoria Solovieva, Vladimir Soloviev, and Lukáš Pichl. Econophysics of sustainability indices. [б. в.], 2020. http://dx.doi.org/10.31812/123456789/4118.

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In this paper, the possibility of using some econophysical methods for quantitative assessment of complexity measures: entropy (Shannon, Approximate and Permutation entropies), fractal (Multifractal detrended fluctuation analysis – MF-DFA), and quantum (Heisenberg uncertainty principle) is investigated. Comparing the capability of both entropies, it is obtained that both measures are presented to be computationally efficient, robust, and useful. Each of them detects patterns that are general for crisis states. The similar results are for other measures. MF-DFA approach gives evidence that Dow

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Soloviev, V., and V. Solovieva. Quantum econophysics of cryptocurrencies crises. [б. в.], 2018. http://dx.doi.org/10.31812/0564/2464.

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From positions, attained by modern theoretical physics in understanding of the universe bases, the methodological and philosophical analysis of fundamental physical concepts and their formal and informal connections with the real economic measuring is carried out. Procedures for heterogeneous economic time determination, normalized economic coordinates and economic mass are offered, based on the analysis of time series, the concept of economic Plank's constant has been proposed. The theory has been approved on the real economic dynamic's time series, related to the cryptocurrencies market, the

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Soloviev, V. N., and Y. V. Romanenko. Quantum econophysics of bitcoin crises. ESC "IASA" NTUU "Igor Sikorsky Kyiv Polytechnic Institute", 2018. http://dx.doi.org/10.31812/0564/2462.

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The attempts to create an adequate model of socio-economic critical events, which, as it has been historically proven, are almost permanent, were, are and will always be made. Actually, it is a supertask, impossible to solve. However, the potentially useful solutions, local in time or other socio-economic logistic coordinates, are possible. In fact, they have to be the object of interest for a real and effective economic science. Econophysics is a young interdisciplinary scientific field, which developed and acquired its name at the end of the last century. Quantum econophysics, a direction di

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Soloviev, V., A. Matviychuk, and A. Bielinskyi. Econophysics Approaches in Financial Market Modeling. [б. в.], 2021. http://dx.doi.org/10.31812/123456789/6071.

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Saptsin, V., Володимир Миколайович Соловйов, and I. Stratychuk. Quantum econophysics – problems and new conceptions. КНУТД, 2012. http://dx.doi.org/10.31812/0564/1185.

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This article is dedicated to the econophysical analysis of conceptual fundamentals and mathematical apparatus of classical physics, relativity theory, non-relativistic and relativistic quantum mechanics. The historical and methodological aspects as well as the modern state of the problem of the socio-economic modeling are considered.

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Bielinskyi, Andrii O., Oleksandr A. Serdyuk, Сергій Олексійович Семеріков, Володимир Миколайович Соловйов, Андрій Іванович Білінський, and О. А. Сердюк. Econophysics of cryptocurrency crashes: a systematic review. Криворізький державний педагогічний університет, 2021. http://dx.doi.org/10.31812/123456789/6974.

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Cryptocurrencies refer to a type of digital asset that uses distributed ledger, or blockchain technology to enable a secure transaction. Like other financial assets, they show signs of complex systems built from a large number of nonlinearly interacting constituents, which exhibits collective behavior and, due to an exchange of energy or information with the environment, can easily modify its internal structure and patterns of activity. We review the econophysics analysis methods and models adopted in or invented for financial time series and their subtle properties, which are applicable to ti

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Saptsin, Vladimir, and Володимир Миколайович Соловйов. Relativistic quantum econophysics – new paradigms in complex systems modelling. [б.в.], 2009. http://dx.doi.org/10.31812/0564/1134.

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This work deals with the new, relativistic direction in quantum econophysics, within the bounds of which a change of the classical paradigms in mathematical modelling of socio-economic system is oﬀered. Classical physics proceeds from the hypothesis that immediate values of all the physical quantities, characterizing system’s state, exist and can be accurately measured in principle. Non-relativistic quantum mechanics does not reject the existence of the immediate values of the classical physical quantities, nevertheless not each of them can be simultaneously measured (the uncertainty principle

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Соловйов, Володимир Миколайович, and D. N. Chabanenko. Financial crisis phenomena: analysis, simulation and prediction. Econophysic’s approach. Гумбольдт-Клуб Україна, 2009. http://dx.doi.org/10.31812/0564/1138.

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Abstract (sommario):

With the beginning of the global financial crisis, which attracts the attention of the international community, the inability of existing methods to predict the events became obvious. Creation, testing, adaptation of the models to the concrete financial market segments for the purpose of monitoring, early prediction, prevention and notification of financial crises is gaining currency nowadays. Econophysics is an interdisciplinary research field, applying theories and methods originally developed by physicists in order to solve problems in economics, usually those including uncertainty or stoch

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