The following pages link to (Q4948550):
Displaying 41 items.
- The phase diagram of a directed polymer in random media with \(p\)-spin ferromagnetic interactions (Q377547) (← links)
- Dynamic bifurcations on financial markets (Q508296) (← links)
- Higher-order phase transitions on financial markets (Q614550) (← links)
- Stretched-exponential decay functions from a self-consistent model of dielectric relaxation (Q637239) (← links)
- Portfolio theory of optimal isometric force production: variability predictions and nonequilibrium fluctuation-dissipation theorem (Q637817) (← links)
- About Markov, Gibbs, \dots gauge theory \dots finance (Q670947) (← links)
- Higher-order analysis within Weierstrass hierarchical walks (Q696662) (← links)
- Potential functions and the characterization of economics-based information (Q892939) (← links)
- Time-dependent solutions for stochastic systems with delays: perturbation theory and applications to financial physics (Q950967) (← links)
- Stochastic methods. A handbook for the natural and social sciences (Q958479) (← links)
- Multi-scale correlations in different futures markets (Q978788) (← links)
- Nonequilibrium thermodynamics versus model grain growth: derivation and some physical implications (Q1397329) (← links)
- A path integral way to option pricing (Q1600260) (← links)
- Application of computational statistical physics to scale invariance and universality in economic phenomena (Q1613749) (← links)
- The role of information in a two-traders market (Q1782777) (← links)
- Stock market context of the Lévy walks with varying velocity (Q1850401) (← links)
- A note on estimating drift and diffusion parameters from time series (Q1850415) (← links)
- Statistical physics and economic fluctuations: do outliers exist? (Q1856097) (← links)
- A multi agent model for the limit order book dynamics (Q1938091) (← links)
- Black swans, extreme risks, and the e-pile model of self-organized criticality (Q2131639) (← links)
- Coherence resonance in models of an excitable neuron with noise in both the fast and slow dynamics (Q2383352) (← links)
- Riemann and Weierstrass walks revisited (Q2422942) (← links)
- Economic fluctuations and statistical physics: the puzzle of large fluctuations (Q2432363) (← links)
- Links between fluid mechanics and quantum mechanics: a model for information in economics? (Q2955861) (← links)
- Comparison of Markov Chain and Stochastic Differential Equation Population Models Under Higher-Order Moment Closure Approximations (Q3068095) (← links)
- (Q3158620) (← links)
- The phase diagram of Lévy spin glasses (Q3301120) (← links)
- Rare events in stochastic populations under bursty reproduction (Q3302478) (← links)
- EXACT SOLUTIONS AND MONTE CARLO SIMULATIONS OF SELF-CONSISTENT LANGEVIN EQUATIONS: A CASE STUDY FOR THE COLLECTIVE DYNAMICS OF STOCK PRICES (Q3444912) (← links)
- FRACTIONAL MARKET MODEL AND ITS VERIFICATION ON THE WARSAW STOCK EXCHANGE (Q3521520) (← links)
- Stochastic simulations of time series within Weierstrass–Mandelbrot walks (Q4647263) (← links)
- Glauber dynamics for Ising model on convergent dense graph sequences (Q5002626) (← links)
- Persistence length convergence and universality for the self-avoiding random walk (Q5051130) (← links)
- STOCHASTIC PROCESSES WITH APPLICATIONS IN PHYSICS AND INSURANCE (Q5053478) (← links)
- ON THE STATISTICAL PHYSICS CONTRIBUTION TO QUANTITATIVE FINANCE (Q5312123) (← links)
- ACTIVE WALKS: THE FIRST TWELVE YEARS (PART II) (Q5484856) (← links)
- (Q5702829) (← links)
- Random Processes in Physics and Finance (Q5898130) (← links)
- Quantifying economic fluctuations (Q5951427) (← links)
- The Markowitz's mean-variance interpretation under the efficient market hypothesis in the context of critical recession periods (Q6133110) (← links)
- Meta-state-space learning: an identification approach for stochastic dynamical systems (Q6585435) (← links)
