Complexity driven collapses in large random economies
Giacomo Livan
2628 views • 8 years ago •
Portfolio Optimization under Expected Shortfall: Contour Maps of Estimation Error
Fabio Caccioli
2580 views • 8 years ago •
Multiplex dependence structure of financial markets
Tiziana Di Matteo
2457 views • 8 years ago •
Macroeconomic modelling with heterogeneous agents: the master equation approach
Matheus Grasselli
2673 views • 8 years ago •
A Brief Overview of More than 25 Years of Econophysics
Rosário Mantegna
2676 views • 8 years ago •