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Special Issue "Recent Trends and Developments in Econophysics"
A special issue of Entropy (ISSN 1099-4300). This special issue belongs to the section "Multidisciplinary Applications".
Deadline for manuscript submissions: 30 June 2023 | Viewed by 8091
Special Issue Editor
Interests: theoretical condensed matter physics; networks; large-scale computer simulation techniques
Special Issue Information
It is now a period of almost 30 years since physicists started to be involved in economics, something that would be unheard of a generation before that. In this period, a wealth of new information and new interpretations have come to the forefront; consequently, our understanding of financial systems has been greatly improved. This has happened by the use of big data in the financial markets, in our effort to explain the origin of fluctuations in the economy, in just about every aspect and instrument, be it stock prices, interest rates, foreign exchange, commodities, cryptocurrencies, their derivatives, and every other instrument available today for trading.
In this realm, a large number of problems are still unsolved and generate continued interest. The most eminent is the occurrence of rare events, which in financial markets show up as extreme fluctuations that happen only a very small number of times in a century. Is it possible to predict these? Is it possible to uncover indicative precursors? What constitutes a bubble? How successful are the existing theories? In this spirit, topics to be included in this Special Issue will cover the most recent advances in econophysics that encompass the following areas:
- Agent-based models in economics and finance;
- Big data mining and analysis in socio-economic systems;
- Computational and experimental finance;
- Derivative pricing, financial engineering, and hedging strategies;
- Evolutionary game theory and evolutionary economics;
- Financial bubbles and regime shifts in economic and social systems;
- Market dynamics, macroscopic models, and prediction;
- Market microstructure;
- Networks and multilayer networks in economics and finance;
- Non-additive entropy and non-extensive statistical mechanics in socio-economic systems;
- Random matrix theory applications in finance;
- Social mobility and economic inequality;
- Statistical and probabilistic methods in economics and finance;
- Systemic risk and risk management;
- Financial technology;
- Sharing economy;
- Economic complexity.
This Special Issue is focused on the most recent developments in these areas, aiming to generate new questions, create a forum for discussions and presentations in conferences, and inspire new projects related to the use of statistical physics methods in finance, within the realm of complex systems. Besides the models, emphasis is given to the use of real data, especially “big data” in economics.
Prof. Dr. Panos Argyrakis
Manuscript Submission Information
Manuscripts should be submitted online at www.mdpi.com by registering and logging in to this website. Once you are registered, click here to go to the submission form. Manuscripts can be submitted until the deadline. All submissions that pass pre-check are peer-reviewed. Accepted papers will be published continuously in the journal (as soon as accepted) and will be listed together on the special issue website. Research articles, review articles as well as short communications are invited. For planned papers, a title and short abstract (about 100 words) can be sent to the Editorial Office for announcement on this website.
Submitted manuscripts should not have been published previously, nor be under consideration for publication elsewhere (except conference proceedings papers). All manuscripts are thoroughly refereed through a single-blind peer-review process. A guide for authors and other relevant information for submission of manuscripts is available on the Instructions for Authors page. Entropy is an international peer-reviewed open access monthly journal published by MDPI.
Please visit the Instructions for Authors page before submitting a manuscript. The Article Processing Charge (APC) for publication in this open access journal is 2000 CHF (Swiss Francs). Submitted papers should be well formatted and use good English. Authors may use MDPI's English editing service prior to publication or during author revisions.
- economic complexity
- financial networks
- computational and experimental finance
- risk analysis
- economic inequality
- income distribution
- financial bubbles
- big data
The below list represents only planned manuscripts. Some of these manuscripts have not been received by the Editorial Office yet. Papers submitted to MDPI journals are subject to peer-review.
1. Automatically Identifying Persistent Correlational Structures in the Taiwan Stock Exchange by Combining Topological Data Analysis, Laplacian Eigenmap Analysis, and Ricci Curvature Analysis
Siew Ann Cheong et al.
Division of Physics and Applied Physics, School of Physical and Mathematical Sciences, Nanyang Technological University, 21 Nanyang Link, Singapore 637371, Singapore