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physics.soc-ph2024
Double stochastic opinion dynamics with fractional inflow of new opinions
Vygintas Gontis
A recent analysis of empirical limit order flow data highlights the necessity for a more refined order flow model that integrates the power-law distribution of limit order cancella…
physics.soc-ph2024
Short research review: Applications of statistical physics investigating financial and other social systems
Vygintas Gontis, Aleksejus Kononovicius, Julius Ruseckas
Physics research complements traditional approaches, such as mathematical (stochastic) finance and econometrics in quantitative economics and finance. In the early years of this mi…