774 citations · 2.8k across the 77 of their papers we have counts for
5 papers · 1 filter
Copulas and time series with long-ranged dependences
Rémy Chicheportiche, Anirban Chakraborti
We review ideas on temporal dependences and recurrences in discrete time series from several areas of natural and social sciences. We revisit existing studies and redefine the rele…
Statistical inference of co-movements of stocks during a financial crisis
Takero Ibuki, Shunsuke Higano, Sei Suzuki +2
In order to figure out and to forecast the emergence phenomena of social systems, we propose several probabilistic models for the analysis of financial markets, especially around a…
Kinetic exchange models: From molecular physics to social science
Marco Patriarca, Anirban Chakraborti
We discuss several multi-agent models that have their origin in the kinetic exchange theory of statistical mechanics and have been recently applied to a variety of problems in the…
Statistical Mechanics of Competitive Resource Allocation using Agent-based Models
Anirban Chakraborti, Damien Challet, Arnab Chatterjee +3
Demand outstrips available resources in most situations, which gives rise to competition, interaction and learning. In this article, we review a broad spectrum of multi-agent model…
A model-free characterization of recurrences in stationary time series
Rémy Chicheportiche, Anirban Chakraborti
Study of recurrences in earthquakes, climate, financial time-series, etc. is crucial to better forecast disasters and limit their consequences. However, almost all the previous phe…