2 citations · 6 across the 22 of their papers we have counts for
5 papers · 1 filter
Econophysics of Business Cycles: Aggregate Economic Fluctuations, Mean Risks and Mean Square Risks
Victor Olkhov
This paper presents hydrodynamic-like model of business cycles aggregate fluctuations of economic and financial variables. We model macroeconomics as ensemble of economic agents on…
Non-Local Macroeconomic Transactions and Credits-Loans Surface-Like Waves
Victor Olkhov
This paper describes surface-like waves of macroeconomic Credits-Loans transactions on economic space. We use agent's risk ratings as their coordinates and describe evolution of ma…
Econophysics of Macro-Finance: Local Multi-fluid Models and Surface-like Waves of Financial Variables
Victor Olkhov
This paper models macro financial variables alike to financial fluids with local interactions and describes surface-like waves of Investment and Profits. We regard macro-finance as…
Econophysics of Macroeconomics: "Action-at-a-Distance" and Waves
Victor Olkhov
We present macroeconomic model that describes evolution of macroeconomic variables and macroeconomic waves on economic space. Risk ratings of economic agents play role of their coo…
Econophysics Macroeconomic Model
Victor Olkhov
This paper presents macroeconomic model that is based on parallels between macroeconomic multi-agent systems and multi-particle systems. We use risk ratings of economic agents as t…