Understanding the Nature of the Long-Range Memory Phenomenon in Socioeconomic Systems

Understanding the Nature of the Long-Range Memory Phenomenon in Socioeconomic Systems

In the face of the upcoming 30th anniversary of econophysics, we review our contributions and other related works on the modeling of the long-range memory phenomenon in physical, economic, and other social complex systems. Our group has shown that the long-range memory phenomenon can be reproduced u...

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Bibliographic Details
Main Authors: Rytis Kazakevičius, Aleksejus Kononovicius, Bronislovas Kaulakys, Vygintas Gontis
Format: Article
Language:English
Published: MDPI AG 2021-08-01
Series:Entropy
Subjects:
long-range memory
1/<i>f</i> noise
absolute value estimator
anomalous diffusion
ARFIMA
first-passage times
Online Access:https://www.mdpi.com/1099-4300/23/9/1125

Internet

https://www.mdpi.com/1099-4300/23/9/1125

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