:: Library Catalog

Image de couverture de livre

Enregistré dans:

Détails bibliographiques
Auteur principal:	Mantegna, Rosario N.
Format:	Preprint
Publié:	2026
Sujets:	Physics and Society Statistical Finance
Accès en ligne:	https://arxiv.org/abs/2602.01122
Tags:	Ajouter un tag Pas de tags, Soyez le premier à ajouter un tag!

Documents similaires

Synchronization in a market model with time delays
par: Dibeh, Ghassan, et autres
Publié: (2024)

Mapping Crisis-Driven Market Dynamics: A Transfer Entropy and Kramers-Moyal Approach to Financial Networks
par: Khalilian, Pouriya, et autres
Publié: (2025)

Dynamical analysis of financial stocks network: improving forecasting using network properties
par: Achitouv, Ixandra
Publié: (2024)

Arbitrage impact on the relationship between XRP price and correlation tensor spectra of transaction networks
par: Chakraborty, Abhijit, et autres
Publié: (2024)

Statistical Mechanics of Household Income and Wealth: Derivation from Firm Dynamics via Maximum Entropy and Mixture Aggregation
par: Nachtrieb, Robert T.
Publié: (2026)

Equations of Motion for an Economy: Capital Deepening, Technology, and Firm Survival
par: Nachtrieb, Robert T.
Publié: (2026)

Thermodynamic description of world GDP distribution over countries
par: Frahm, Klaus M., et autres
Publié: (2025)

Wealth Thermalization Hypothesis and Social Networks
par: Frahm, Klaus M., et autres
Publié: (2025)

Ornstein-Uhlenbeck Process for Horse Race Betting: A Micro-Macro Analysis of Herding and Informed Bettors
par: Sugawara, Tomoya, et autres
Publié: (2025)

Machine learning-based similarity measure to forecast M&A from patent data
par: Albora, Giambattista, et autres
Publié: (2024)

Heterogeneous rarity patterns drive price dynamics in NFT collections
par: Mekacher, Amin, et autres
Publié: (2022)

Cryptocurrency Time Series on the Binary Complexity-Entropy Plane: Ranking Efficiency from the Perspective of Complex Systems
par: Pinto, Erveton P., et autres
Publié: (2025)

Great year, bad Sharpe? A note on the joint distribution of performance and risk-adjusted return
par: Smerlak, Matteo
Publié: (2023)

Enhancing Causal Discovery in Financial Networks with Piecewise Quantile Regression
par: Cornell, Cameron, et autres
Publié: (2024)

Critical density for network reconstruction
par: Gabrielli, Andrea, et autres
Publié: (2023)

Anti-correlation network among China A-shares
par: Liu, Peng
Publié: (2024)

Exploring the Bitcoin Mesoscale
par: Vallarano, Nicolò, et autres
Publié: (2023)

Inferring financial stock returns correlation from complex network analysis
par: Achitouv, Ixandra
Publié: (2024)

Exploiting the geometry of heterogeneous networks: A case study of the Indian stock market
par: Pawanesh, Pawanesh, et autres
Publié: (2024)

Random matrix theory and nested clustered portfolios on Mexican markets
par: García-Medina, Andrés, et autres
Publié: (2023)

A Bayesian approach to out-of-sample network reconstruction
par: Marzi, Mattia, et autres
Publié: (2026)

Stylized Facts and Their Microscopic Origins: Clustering, Persistence, and Stability in a 2D Ising Framework
par: Benítez, Hernán Ezequiel, et autres
Publié: (2025)

Large scale statistically validated comorbidity networks
par: Crisafulli, Paride, et autres
Publié: (2025)

Panel regression for the GDP of the Central and Eastern European countries using time-varying coefficients
par: Kolinets, Lesya, et autres
Publié: (2025)

Universal Patterns in the Blockchain: Analysis of EOAs and Smart Contracts in ERC20 Token Networks
par: Mukhia, Kundan, et autres
Publié: (2025)

Universal emergence of local Zipf-Mandelbrot law
par: Cugini, Davide, et autres
Publié: (2024)

Dynamical thermalization and turbulence in social stratification models
par: Frahm, Klaus M., et autres
Publié: (2026)

Reproducing the first and second moments of empirical degree distributions
par: Marzi, Mattia, et autres
Publié: (2025)

Reciprocity in Interbank Markets
par: Honvehlmann, Lutz
Publié: (2024)

Upstreamness and downstreamness in input-output analysis from local and aggregate information
par: Bartolucci, Silvia, et autres
Publié: (2020)

Do LLM Personas Dream of Bull Markets? Comparing Human and AI Investment Strategies Through the Lens of the Five-Factor Model
par: Borman, Harris, et autres
Publié: (2024)

Parrondo's effects with aperiodic protocols
par: Pires, Marcelo A., et autres
Publié: (2024)

Flashpoints Signal Hidden Inherent Instabilities in Land-Use Planning
par: Aliahmadi, Hazhir, et autres
Publié: (2023)

Peer-induced Fairness: A Causal Approach for Algorithmic Fairness Auditing
par: Fang, Shiqi, et autres
Publié: (2024)

Risk and Reward of Transitioning from a National to a Zonal Electricity Market in Great Britain
par: Franken, Lukas, et autres
Publié: (2025)

Towards Financially Inclusive Credit Products Through Financial Time Series Clustering
par: Bester, Tristan, et autres
Publié: (2024)

The Role of AI in Financial Forecasting: ChatGPT's Potential and Challenges
par: Bi, Shuochen, et autres
Publié: (2024)

The local Gaussian correlation networks among return tails in the Chinese stock market
par: Liu, Peng
Publié: (2025)

Social and individual learning in the Minority Game
par: Morsky, Bryce, et autres
Publié: (2023)

A Midsummer Meme's Dream: Investigating Market Manipulations in the Meme Coin Ecosystem
par: Mongardini, Alberto Maria, et autres
Publié: (2025)