Multiscale characteristics of the emerging global cryptocurrency market

M Wątorek, S Drożdż, J Kwapień, L Minati… - Physics Reports, 2021 - Elsevier
Modern financial markets are characterized by a rapid flow of information, a vast number of
participants having diversified investment horizons, and multiple feedback mechanisms …

Higher-order organization of multivariate time series

A Santoro, F Battiston, G Petri, E Amico - Nature Physics, 2023 - nature.com
Time series analysis has proven to be a powerful method to characterize several
phenomena in biology, neuroscience and economics, and to understand some of their …

Simple equations method (SEsM): Review and new results

NK Vitanov - AIP Conference Proceedings, 2022 - pubs.aip.org
We discuss the Simple Equations Method (SEsM) for obtaining exact solutions of nonlinear
partial differential equations. We show that specific case of SEsM can be used in order to …

Multifractal risk measures by macroeconophysics perspective: The case of brazilian inflation dynamics

LHS Fernandes, JWL Silva, FHA de Araujo - Chaos, Solitons & Fractals, 2022 - Elsevier
This paper examines the Brazilian inflation indexes dynamics using the multifractal
detrended fluctuations analysis (MF-DFA) and the multifractal detrended cross-correlation …

The role of entropy in the development of economics

A Jakimowicz - Entropy, 2020 - mdpi.com
The aim of this paper is to examine the role of thermodynamics, and in particular, entropy, for
the development of economics within the last 150 years. The use of entropy has not only led …

How COVID-19 has affected stock market persistence? Evidence from the G7's

SR Bentes - Physica A: Statistical Mechanics and its Applications, 2021 - Elsevier
This paper examines how COVID-19 pandemic has affected volatility persistence in the G7's
stock markets. Based on daily data we divided the whole sample into two sub-samples …

Simple equations method (SEsM) and its particular cases: Hirota method

NK Vitanov, ZI Dimitrova - AIP Conference Proceedings, 2021 - pubs.aip.org
We discuss the Simple Equations Method (SEsM) for obtaining exact solutions of nonlinear
partial differential equations. We show that the Hirota method is particular case of SEsM for …

Agent-based modeling and simulations of terrorist attacks combined with stampedes

P Lu, Z Zhang, M Li, D Chen, H Yang - Knowledge-Based Systems, 2020 - Elsevier
As a global problem, the terrorism leads to high death tolls each year. During terrorist
attacks, the direct death is caused by terrorists attacking civilians. However, indirect death …

Econophysics of sustainability indices

A Bielinskyi, S Semerikov, O Serdiuk, V Solovieva… - 2020 - ds.knu.edu.ua
In this paper, the possibility of using some econophysical methods for quantitative
assessment of complexity measures: entropy (Shannon, Approximate and Permutation …

On several specific cases of the simple equations method (SEsM): Jacobi elliptic function expansion method, F-expansion method, modified simple equation method …

ZI Dimitrova - AIP Conference Proceedings, 2022 - pubs.aip.org
On several specific cases of the simple equations method (SEsM): Jacobi elliptic function
expansion method, F-expansion method, modified simple equation method, trial function …