econophysics
There are 25 repositories under econophysics topic.
souzatharsis/open-quant-live-book
An open source, hands-on and fully reproducible book in quantitative finance, data science and econophysics. Join us and help Make Wall Street Great Again!
FinancialComputingUCL/LOBFrame
We release `LOBFrame', a novel, open-source code base which presents a renewed way to process large-scale Limit Order Book (LOB) data.
StxGuy/Econophysics
Collection of Python scripts for the book "An Introduction to Econophysics: Contemporary Approaches with Python Simulations"
juanhenao21/financial_response_spread_year
Price response function and spread impact analysis in correlated financial markets
FinResearch/tail-risk
analyzing power-laws fits of financial time series data
pedhmendes/econofisica
Econofísica/Econophysics
Qsanti/cuTradeNet
Module for GPU-Accelerated Kinetic Wealth Exchange Models on Complex Networks
dafmedinama/Econophysics
Some basic econophysics models and concepts
stakahashy/stylefact
Toolkit for stylized facts
WassimLh/Order_Driven_Markets
This project studies Order-driven markets, by using three different econophysics models
jmiszczak/cooperation_diversity_reputation
Molde of cooperation with interaction diversity and reputation-updating timescale
afduquebr/Kinetic-Models-for-Money-and-Wealth-Distributions
This repository contains a stochastical study of wealth and money distributions based in Dragulescu and Yakovenko models.
jmiszczak/matthew_reduction_game
Implementation of games on networks for controlling the inequalities in the capital distribution
juanhenao21/forex_response_spread_year
Price response function and spread impact analysis in foreign exchange markets
LorenzoCiorra/LSN
Repository per gli esercizi del Laboratorio di Simulazione Numerica ed.2023
pholur/stock-market
Codebase: Novel scaling law governing stock price dynamics
physrisk/physrisk.github.io
Physics of risk, complexity and socio-economic systems.
alatios/econophysics_option-pricing
Econophysics option pricing CUDA project developed for the Computational Methods in Physics course at UniMI.
ander-son-almeida/iso-crypto
The Project IsoCrypto was inspired by statistical tools applied in the data mining of astrophysics data. The main references were theoretical curves adjusted in open clusters – these curves are called isochrones. Therefore, this project aims to amplify the applications of those curves in econophysics.
g0bel1n/gravlaw-model
Gravlaw-model is a data visualization project for the econophysic's concept of Gravity law used for modeling inter-cities traffic.
pietrobicocchi/hilbert_pca_svd
Complex PCA & SVD to study lead-lag correlations in financial data and further applications
sbaldu/WealthDistributionModel
Model for the distribution of wealth in a community
fabianhr21/MATLAB-Codes
Varius physics simulations
Yohannan-Reyes/econoPYsics
The entropy module can be found here: https://github.com/nikdon/pyEntropy/blob/master/pyentrp/entropy.py
akononovicius/return-model-GRK-PhysA2010
Java implementation of the absolute return model described in the paper by Gontis et al. (Physica A, 2010).