Econophysics applications in time series modeling
Econophysics is an area of interest because I need to enhance my time-aware #ML models. I'm researching methods that might improve model quality when events in time series consist of concise and irregular patterns. For example, modeling seemingly random direction changes in animal group movement might have exciting applications in #seismology or #epidemiology. Then economists and bankers became interested in modeling markets using methods inspired by multiagent systems' seemingly random collective behavior. Previously, I worked in video games development on flocking behavior modeling. Flocking behavior programming (or starling murmuration) is typically about realistic movement control concerning subtle changes of the group's centroid vector. #Econophysics attempts to explain a seemingly random behavior that translates into an effective swarming strategy.
The recent article in Fortune magazine is an excellent intro to econophysics-derived data modeling.
https://fortune.com/longform/meme-stocks-stonks-gamestop-econophysics-market-manias-giorgio-parisi/ #moneymanagement #data #marketforecast #timeseriesanalysis #timeawaremodeling #eventdata #flocking #multiagentsystems #artificialintelligence #AI #machinelearningalgorithms #machinelearning #modelingmarkets
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