#### Filter Results:

- Full text PDF available (33)

#### Publication Year

2000

2019

- This year (12)
- Last 5 years (46)
- Last 10 years (75)

#### Publication Type

#### Co-author

#### Journals and Conferences

Learn More

Abstract:We consider a simple model of a closed economic system where the total money is conserved and the number of economic agents is fixed. Analogous to statistical systems in equilibrium, money… (More)

- J-P Onnela, Anirban Chakraborti, Kimmo Kaski, János Kertész, Antti J. Kanto
- Physical review. E, Statistical, nonlinear, and…
- 2003

The time dependence of the recently introduced minimum spanning tree description of correlations between stocks, called the "asset tree" has been studied in order to reflect the financial market… (More)

Abstract:The minimum spanning tree, based on the concept of ultrametricity, is constructed from the correlation matrix of stock returns and provides a meaningful economic taxonomy of the stock… (More)

This paper introduces a new methodology for constructing a network of companies called a dynamic asset graph. This is similar to the dynamic asset tree studied recently, as both are based on… (More)

The distribution of wealth and income is never uniform, and philosophers and economists have tried for years to understand the reasons and formulate remedies for such inequalities. This book… (More)

The minimum spanning tree, based on the concept of ultrametricity, is constructed from the correlation matrix of stock returns. The dynamics of this asset tree can be characterised by its normalised… (More)

This article is the second part of a review of recent empirical and theoretical developments usually grouped under the heading Econophysics. In the first part, we reviewed the statistical properties… (More)

This article aims at reviewing recent empirical and theoretical developments usually grouped under the term Econophysics. Since its name was coined in 1995 by merging the words Economics and Physics,… (More)

- Marco Patriarca, Anirban Chakraborti, Kimmo Kaski
- Physical review. E, Statistical, nonlinear, and…
- 2004

We study a statistical model consisting of N basic units which interact with each other by exchanging a physical entity, according to a given microscopic random law, depending on a parameter lambda.… (More)