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Information theory applied to econophysics: stock market behaviors
(EDP SCIENCES, 2014)
Finns growth dynamics, competition and power-law scaling
(Elsevier B.V., 2014)
Rural-urban migration in D-dimensional lattices
(World Scientific Publ Co Pte Ltd, 2014)
Volatility and correlation-based systemic risk measures in the US market
(Elsevier Science Bv, 2016-10-01)
This paper deals with the problem of how to use simple systemic risk measures to assess portfolio risk characteristics. Using three simple examples taken from previous literature, one based on raw and partial correlations, ...
Empirical nonextensive laws for the county distribution oftotal personal income and gross domestic product
(Elservier, 2004)
We analyze the cumulative distribution oftotal personal income ofUSA counties, and gross domestic product ofBrazilian, German and United Kingdom counties, and also ofworld countries.We verify that generalized exponential ...
Income distribution in the Colombian economy from an econophysics perspective
(Universidad Nacional de Colombia - Sede Bogotá - Facultad de Ciencias Económicas - Escuela de Economía, 2016-09-01)
Recently, in econophysics, it has been shown that it is possible to analyze economic systems as equilibrium thermodynamic models. We apply statistical thermodynamics methods to analyze income distribution in the Colombian ...
Long term economic relationships from cointegration maps
(Elsevier B.V., 2007-07-01)
We employ the Bayesian framework to define a cointegration measure aimed to represent long term relationships between time series. For visualization of these relationships we introduce a dissimilarity matrix and a map based ...
Agent-based model to rural-urban migration analysis
(Elsevier B.V., 2006-05-15)
In this paper, we analyze the rural-urban migration phenomenon as it is usually observed in economies which are in the early stages of industrialization. The analysis is conducted by means of a statistical mechanics approach ...