The entropy module can be found here: https://github.com/nikdon/pyEntropy/blob/master/pyentrp/entropy.py
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Updated
Feb 17, 2018 - Python
The entropy module can be found here: https://github.com/nikdon/pyEntropy/blob/master/pyentrp/entropy.py
This project studies Order-driven markets, by using three different econophysics models
Econophysics option pricing CUDA project developed for the Computational Methods in Physics course at UniMI.
Toolkit for stylized facts
Some basic econophysics models and concepts
analyzing power-laws fits of financial time series data
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!
Econofísica/Econophysics
This repository contains a stochastical study of wealth and money distributions based in Dragulescu and Yakovenko models.
Java implementation of the absolute return model described in the paper by Gontis et al. (Physica A, 2010).
Price response function and spread impact analysis in correlated financial markets
Price response function and spread impact analysis in foreign exchange markets
Gravlaw-model is a data visualization project for the econophysic's concept of Gravity law used for modeling inter-cities traffic.
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.
Module for GPU-Accelerated Kinetic Wealth Exchange Models on Complex Networks
Implementation of games on networks for controlling the inequalities in the capital distribution
Varius physics simulations
Complex PCA & SVD to study lead-lag correlations in financial data and further applications
Repository per gli esercizi del Laboratorio di Simulazione Numerica ed.2023
Codebase: Novel scaling law governing stock price dynamics
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