In this article we demonstrate the very inspiring role of the continuous-time random walk
(CTRW) formalism, the numerous modifications permitted by its flexibility, its various …

In this review article we present some of achievements of econophysics and sociophysics
which appear to us the most significant. We briefly explain what their roles are in building of …

Unlike price fluctuations, the temporal structure of cryptocurrency trading has seldom been a
subject of systematic study. In order to fill this gap, we analyse detrended correlations of the …

We use a key concept of the continuous-time random walk formalism, ie, continuous and
fluctuating interevent times in which mutual dependence is taken into account, to model …

This article aimed at presenting the scattered econophysics literature as a unified and
coherent field through a specific lens imported from philosophy science. More precisely, I …

Econophysics is an emerging field dealing with complex systems and emergent properties.
A deeper analysis of themes studied by econophysicists shows that research conducted in …

In this paper, we are addressing the old problem of long-term nonlinear autocorrelation
function versus short-term linear autocorrelation function. As continuous-time random walk …

We study financial distributions from the perspective of Continuous Time Random Walks
with memory. We review some of our previous developments and apply them to financial …

In this paper we propose a new approach to a well-known phenomena of intra-day activity
pattern on the stock market. We suggest that seasonality of inter-transaction times has a …

The continuous-time random walk (CTRW) formalism can be adapted to encompass
stochastic processes with memory. In this paper we will show how the random combination …