An introduction to econophysics and quantitative finance

DOI10.1051/proc/201551017zbMath1371.91196OpenAlexW2211730358MaRDI QIDQ2786540

Iacopo Mastromatteo, Rémy Chicheportiche, Thibault Jaisson, Vincent Vargas

Publication date: 15 February 2016

Published in: ESAIM: Proceedings and Surveys (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1051/proc/201551017

zbMATH Keywords

multifractalsHawkes processeseconophysicsmarket impactquantitative finance

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Applications of statistical and quantum mechanics to economics (econophysics) (91B80) Financial applications of other theories (91G80) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

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