Titlebook: New Perspectives and Challenges in Econophysics and Sociophysics; Frédéric Abergel,Bikas K. Chakrabarti,Kiran Sharma Book 2019 Springer Na

ONYM

Evolution and Dynamics of the Currency Networkation matrix is calculated for different periods with a rolling window method and the properties are studied for each window. The basic statistics on the correlation matrix shows that the currencies are more and more correlated with times. The distribution of the correlation matrix was very asymmetr

GROVE

Some Statistical Problems with High Dimensional Financial dataare necessary. In this paper we explore these modifications. We start with important problem of estimating high dimensional covariance matrix. Then we explore some of the important statistical techniques such as high dimensional regression, principal component analysis, multiple testing problems and

Calibrate

Modeling Nelson–Siegel Yield Curve Using Bayesian Approachiegel model. We present the hierarchical Bayesian model for the parameters of the Nelson–Siegel yield function. We implement the MAP estimates via BFGS algorithm in .. The Bayesian analysis relies on the Monte Carlo simulation method. We perform the Hamiltonian Monte Carlo (HMC), using the . package

disrupt

Pareto Efficiency, Inequality and Distribution Neutral Fiscal Policy—An OverviewDistribution Neutral Fiscal Policy. Marjit and Sarkar (Distribution neutral welfare ranking-extending pareto principle, 2017, [.]) referred this as a Strong Pareto Superior (SPS) allocation which improves the standard Pareto criterion by keeping the degree of inequality, not the absolute level of in

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Social Integration in a Diverse Society: Social Complexity Models of the Link Between Segregation an model of the relation between opinion polarization and ethnic segregation as an example for social complexity. Many argue that segregation between different groups in society fosters opinion polarization. Earlier modeling work has supported this theoretically. Here, a simple model is presented that

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內(nèi)部

Dynamical Evolution of Anti-social Phenomena: A Data Science Approachtions often lead to certain spatio-temporal patterns and complex networks, which can be interesting to a wide range of researchers—from social scientists to data scientists. Here, we use the publicly available data for a range of anti-social and political events like ethnic conflicts, human right vi

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