An introduction to econophysics and quantitative finance

An introduction to econophysics and quantitative finance

This paper gives an account of the talks given by the authors at the 2014 MAS conference in Toulouse. These talks present recent research in the field of econophysics and quantitative finance.

Bibliographic Details
Main Authors:	Chicheportiche Rémy, Jaisson Thibault, Mastromatteo Iacopo, Vargas Vincent
Format:	Article
Language:	English
Published:	EDP Sciences 2015-10-01
Series:	ESAIM: Proceedings and Surveys
Online Access:	http://dx.doi.org/10.1051/proc/201551017

Similar Items

Econophysics : an introduction /
by: 508540 Sinha, Sitabhra, et al.
Published: (2010)

Econophysics: From Finance Analysis to the Fate of Mankind
by: Mikhail Yuryevich Khavinson
Published: (2015-03-01)

Dynamics of markets : econophysics and finance from a physicists standpoint /
by: 352515 Mccauley, Joseph L.
Published: (2004)

Book review: An introduction to econophysics correlations and complexity in finance, by Rosario N. Mantegna and H. Eugene Stanley
by: Jonathan Godbey
Published: (2001-01-01)

Plotting the Words of Econophysics
by: Gianfranco Tusset
Published: (2021-07-01)

Econophysics and the Entropic Foundations of Economics
by: J. Barkley Rosser
Published: (2021-09-01)

Editorial: Taking stock in econophysics
by: Sergio Da Silva, et al.
Published: (2023-02-01)

Mandelbrot, Fama and the emergence of econophysics
by: Boris Salazar Trujillo
Published: (2016-09-01)

Editorial: Granularity in Econophysics and Macroeconomics
by: Sergio Da Silva, et al.
Published: (2022-06-01)

Econophysics of cryptocurrency crashes: an overview
by: Bielinskyi Andrii, et al.
Published: (2021-01-01)

The Econophysical turn and economic complexity
by: Christophe eSchinckus
Published: (2014-07-01)

Econophysics and sociophysics : trends and perspectives /
by: Chakrabarti, B. K. (Bikas K.), 1952-, et al.
Published: (2006)

A MAPPING OF THE LITERATURE ON ECONOPHYSICS
by: Sergiu Mihai Hațegan
Published: (2021-07-01)

Economics and econophysics in the era of Big Data
by: Cheong, Siew Ann
Published: (2017)

Econophysics Techniques and Their Applications on the Stock Market
by: Florin Turcaș, et al.
Published: (2022-03-01)

Modeling income distribution: An econophysics approach
by: Hossein Jabbari Khamnei, et al.
Published: (2023-06-01)

Stylized facts and multiple realizability in econophysics
by: Christophe Schinckus
Published: (2014-01-01)

Predictability and herding of bourse volatility: an econophysics analogue
by: Bikramaditya Ghosh, et al.
Published: (2018-06-01)

Three Risky Decades: A Time for Econophysics?
by: Ryszard Kutner, et al.
Published: (2022-04-01)

Shannon Entropy: An Econophysical Approach to Cryptocurrency Portfolios
by: Noé Rodriguez-Rodriguez, et al.
Published: (2022-11-01)

New developments in econophysics: Option pricing formulas
by: Moawia Alghalith
Published: (2022-09-01)

Methods in econophysics: Estimating the probability density and volatility
by: Moawia Alghalith
Published: (2022-10-01)

Econophysics, Statistical Mechanics for Financial Applications, and Financial Mathematics
by: Doojin Ryu, et al.
Published: (2016-01-01)

Editorial: From Physics to Econophysics and Back: Methods and Insights
by: Anirban Chakraborti, et al.
Published: (2022-07-01)

Income distribution in the Colombian economy from an econophysics perspective
by: Hernando Quevedo Cubillos, et al.
Published: (2016-09-01)

Development of Econophysics: A Biased Account and Perspective from Kolkata
by: Bikas K. Chakrabarti, et al.
Published: (2021-02-01)

Process Performance: The System, Energy, and Econophysic Approaches in the Context of Modeling
by: Burennikova Nataliia V., et al.
Published: (2023-06-01)

Uniform propagation of chaos for a dollar exchange econophysics model
by: Fei Cao, et al.

Econophysics of stock and other markets : proceedings of the Econophys-kolkata II /
by: Chatterjee, Arnab, et al.
Published: (2006)

A STUDY OF ECONOPHYSICS INFORMATION SUPPORT IN THE GLOBAL SCIENTIFIC DATABASE SCIENCEDIRECT
by: Stefka Dobreva, et al.
Published: (2015-10-01)

On the Advent of Fractional Calculus in Econophysics via Continuous-Time Random Walk
by: Francesco Mainardi
Published: (2020-04-01)

Three Decades in Econophysics—From Microscopic Modelling to Macroscopic Complexity and Back
by: Alex Smolyak, et al.
Published: (2022-02-01)

Permutation Entropy and Its Main Biomedical and Econophysics Applications: A Review
by: Osvaldo A. Rosso, et al.
Published: (2012-08-01)

New directions in statistical physics : editors, econophysics, bioinformatics, and pattern recognition /
by: Wille, Luc T.
Published: (2004)

Risk Aversion and Value at Risk in Macroeconomic Assets Portfolio: An Approach of Econophysics
by: Hashem Zare, et al.
Published: (2021-02-01)

Dynamics оf Production Factors in Regional Economy: Econophysical Approach
by: Mikhail Yuryevich Khavinson
Published: (2014-03-01)

Multifractal Detrended Cross-Correlations between Green Bonds and Commodity Markets: An Exploration of the Complex Connections between Green Finance and Commodities from the Econophysics Perspective
by: Turker Acikgoz, et al.
Published: (2024-02-01)

Duality of knowledge, singularity of method: The case of econophysics and J.S. Mill’s notion of emergence
by: Christophe Schinckus, et al.
Published: (2018-07-01)

Islamic and capitalist economies: Comparison using econophysics models of wealth exchange and redistribution.
by: Takeshi Kato
Published: (2022-01-01)

Econophysics of markets and business networks [electronic resource]: proceedings of the Econophys-Kolkata III/
by: Chatterjee, Arnab, et al.
Published: (2007)