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Description of the Operational Mechanics of a Basel Regulated Banking System
Operational Mechanics Basel Regulated Banking System Computational Finance
2012/4/28
This paper presents a description of the mechanical operations of banking as used in modern banking systems regulated under the Basel Accords, in order to provide support for a verifiable and complete...
Applications of a constrained mechanics methodology in economics
economics constrained mechanics methodology vakonomic approaches
2011/7/5
The paper presents instructive interdisciplinary applications of con-
strained mechanics calculus in economics on a level appropriate for the undergraduate
physics education.
Statistical mechanics of the international trade network
Statistical mechanics international trade network General Finance
2011/7/22
Abstract: Analyzing real data on international trade covering the time interval 1950-2000, we show that in each year over the analyzed period the network is a typical representative of the ensemble of...
Statistical mechanics of money, debt, and energy consumption
Statistical mechanics debt energy consumption
2010/10/21
We briefly review statistical models for the probability distribution of money developed in the econophysics literature since the late 1990s. In these models, economic transactions are modeled as ran...
Quantile Mechanics II: Changes of Variables in Monte Carlo methods and a GPU-Optimized Normal Quantile
Monte Carlo Student hyperbolic variance gamma, computational
2010/10/29
This article presents di erential equations and solution methods for the functions of the form A(z) = F1(G(z)), where F and G are cumu-lative distribution functions. Such functions allow the...
Statistical mechanics approach to the probability distribution of money
Statistical mechanics probability distribution of money
2010/10/21
This Chapter reviews statistical models for the probability distribution of money developed in the econophysics literature since the late 1990s. In these models, economic transactions are modeled as r...
Mapping markets to the statistical mechanics: the derivatives act against the self-regulation of stock market
statistical mechanics self-regulation of stock market
2010/10/29
Mapping the economy to the some statistical physics models we get strong indications that, in
contrary to the pure stock market, the stock market with derivatives could not self-regulate.
Colloquium: Statistical mechanics of money, wealth, and income
Colloquium Statistical mechanics of money wealth income
2010/11/1
This Colloquium reviews statistical models for money, wealth, and income distributions devel-
oped in the econophysics literature since the late 1990s. By analogy with the Boltzmann-Gibbs
distributi...
Monte Carlo sampling given a Characteristic Function: Quantile Mechanics in Momentum Space
Monte Carlo Characteristic Function Momentum Space
2010/10/29
In mathematical nance and other applications of stochastic processes, it is frequently the case that the characteristic function may be known but explicit forms for density functions are not availabl...
Bernstein processes, Euclidean Quantum Mechanics and Interest Rate Models
Bernstein processes Euclidean Quantum Mechanics Interest Rate Models
2010/11/3
We give an exposition, following joint works with J.-C. Zambrini, of the link between Euclidean Quantum Mechanics, Bernstein processes and isovectors for the heat equation. A new application to Mathem...
A k-generalized statistical mechanics approach to income analysis
Personal income distribution inequality generalized statistics
2010/10/29
This paper proposes a statistical mechanics approach to the analysis of income distribution and inequality. A new distribution function, having its roots in the framework of -generalized statistics, ...