Ecosyste.ms: Repos

An open API service providing repository metadata for many open source software ecosystems.

GitHub topics: econophysics

Repositories

FinancialComputingUCL/LOBFrame

We release `LOBFrame', a novel, open-source code base which presents a renewed way to process large-scale Limit Order Book (LOB) data.

Language: Python - Size: 114 KB - Last synced: 4 days ago - Pushed: 4 days ago - Stars: 50 - Forks: 9

anabugaenko/liquidity

A Package for quantifying price impact and intra-day liquidity in continuous double auctions.

Language: Jupyter Notebook - Size: 79.8 MB - Last synced: 24 days ago - Pushed: 25 days ago - Stars: 1 - Forks: 0

physrisk/physrisk.github.io

Physics of risk, complexity and socio-economic systems.

Language: HTML - Size: 49.1 MB - Last synced: about 2 months ago - Pushed: about 2 months ago - Stars: 1 - Forks: 0

Qsanti/cuTradeNet

Module for GPU-Accelerated Kinetic Wealth Exchange Models on Complex Networks

Language: Jupyter Notebook - Size: 3.57 MB - Last synced: 3 days ago - Pushed: over 1 year ago - Stars: 7 - Forks: 1

souzatharsis/open-quant-live-book

An open source, hands-on and fully reproducible book in quantitative finance, data science and econophysics. Join us and help Make Wall Street Great Again!

Language: TeX - Size: 24.7 MB - Last synced: about 1 month ago - Pushed: about 3 years ago - Stars: 348 - Forks: 87

stakahashy/stylefact

Toolkit for stylized facts

Language: Python - Size: 6.2 MB - Last synced: 24 days ago - Pushed: almost 4 years ago - Stars: 6 - Forks: 1

jmiszczak/cooperation_diversity_reputation

Molde of cooperation with interaction diversity and reputation-updating timescale

Language: NetLogo - Size: 6.67 MB - Last synced: 7 months ago - Pushed: 7 months ago - Stars: 3 - Forks: 0

sbaldu/WealthDistributionModel

Model for the distribution of wealth in a community

Language: C++ - Size: 2.34 MB - Last synced: 8 months ago - Pushed: 8 months ago - Stars: 0 - Forks: 0

StxGuy/Econophysics

Collection of Python scripts for the book "An Introduction to Econophysics: Contemporary Approaches with Python Simulations"

Language: Python - Size: 61.5 KB - Last synced: 10 months ago - Pushed: over 2 years ago - Stars: 19 - Forks: 14

pholur/stock-market

Codebase: Novel scaling law governing stock price dynamics

Language: Jupyter Notebook - Size: 6.63 MB - Last synced: 10 months ago - Pushed: 10 months ago - Stars: 0 - Forks: 0

pietrobicocchi/hilbert_pca_svd

Complex PCA & SVD to study lead-lag correlations in financial data and further applications

Language: Jupyter Notebook - Size: 1.78 MB - Last synced: 11 months ago - Pushed: 12 months ago - Stars: 0 - Forks: 0

LorenzoCiorra/LSN

Repository per gli esercizi del Laboratorio di Simulazione Numerica ed.2023

Language: Jupyter Notebook - Size: 51.9 MB - Last synced: 11 months ago - Pushed: 11 months ago - Stars: 1 - Forks: 0

FinResearch/tail-risk

analyzing power-laws fits of financial time series data

Language: Python - Size: 23.5 MB - Last synced: 9 months ago - Pushed: over 3 years ago - Stars: 4 - Forks: 0

juanhenao21/financial_response_spread_year

Price response function and spread impact analysis in correlated financial markets

Language: Jupyter Notebook - Size: 66.3 MB - Last synced: about 1 year ago - Pushed: almost 2 years ago - Stars: 8 - Forks: 3

The Project IsoCrypto was inspired by statistical tools applied in the data mining of astrophysics data. The main references were theoretical curves adjusted in open clusters – these curves are called isochrones. Therefore, this project aims to amplify the applications of those curves in econophysics.

Language: Python - Size: 9.46 MB - Last synced: about 1 year ago - Pushed: over 1 year ago - Stars: 1 - Forks: 1