14 citations · 14 across the 3 of their papers we have counts for
5 papers
The role of optimization in the human dynamics of tasks execution
Daniel O. Cajueiro, Wilfredo L. Maldonado
In order to explain the empirical evidence that the dynamics of human activity may not be well modeled by Poisson processes, a model based on queuing processes were built in the li…
Econophysics of interest rates and the role of monetary policy
Daniel O. Cajueiro, Benjamin M. Tabak
This paper presents empirical evidence using recently developed techniques in econophysics suggesting that the degree of long-range dependence in interest rates depends on the cond…
Long-range dependence in Interest Rates and Monetary Policy
Daniel O. Cajueiro, Benjamin M. Tabak
This paper studies the dynamics of Brazilian interest rates for short-term maturities. The paper employs developed techniques in the econophysics literature and tests for long-rang…
Minority game with local interactions due to the presence of herding behavior
Daniel Oliveira Cajueiro, Reinaldo Soares De Camargo
In this paper, we introduce a framework to study local interactions due to the presence of herding behavior in a minority game. The idea behind this approach is to consider that so…
The agents' preferences and the topology of networks
Daniel O. Cajueiro
In this paper, a new framework to study weighed networks is introduced. The idea behind this methodology is to consider that each node of the network is an agent that desires to sa…