From Big Data to Econophysics and Its Use to Explain Complex Phenomena

Paulo Ferreira, Éder J.A.L. Pereira and Hernane B.B. Pereira
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Éder J.A.L. Pereira: Programa de Modelagem Computacional, SENAI Cimatec, Av. Orlando Gomes 1845, 41 650-010 Salvador, BA, Brazil
Hernane B.B. Pereira: Programa de Modelagem Computacional, SENAI Cimatec, Av. Orlando Gomes 1845, 41 650-010 Salvador, BA, Brazil
Authors registered in the RePEc Author Service: Eder Johnson de Area Leao Pereira

JRFM, 2020, vol. 13, issue 7, 1-10

Abstract: Big data has become a very frequent research topic, due to the increase in data availability. In this introductory paper, we make the linkage between the use of big data and Econophysics, a research field which uses a large amount of data and deals with complex systems. Different approaches such as power laws and complex networks are discussed, as possible frameworks to analyze complex phenomena that could be studied using Econophysics and resorting to big data.

Keywords: big data; complexity; networks; stock markets; power laws (search for similar items in EconPapers)
JEL-codes: C E F2 F3 G (search for similar items in EconPapers)
Date: 2020
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (3)

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Persistent link: https://EconPapers.repec.org/RePEc:gam:jjrfmx:v:13:y:2020:i:7:p:153-:d:383955

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