Showing q-fin.STShow all
3 papers · 1 filter
q-fin.ST2025
Temperature Measurement in Agent Systems
Christoph J. Börner, Ingo Hoffmann
Models for spin systems, known from statistical physics, are applied analogously in econometrics in the form of agent-based models. The models discussed in the econophysics literat…
q-fin.ST2024
A closer look at the chemical potential of an ideal agent system
Christoph J. Börner, Ingo Hoffmann, John H. Stiebel
Models for spin systems known from statistical physics are used in econometrics in the form of agent-based models. Econophysics research in econometrics is increasingly developing…
q-fin.ST2020
Re-evaluating cryptocurrencies' contribution to portfolio diversification -- A portfolio analysis with special focus on German investors
Tim Schmitz, Ingo Hoffmann
In this paper, we investigate whether mixing cryptocurrencies to a German investor portfolio improves portfolio diversification. We analyse this research question by applying a (me…