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

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

Price response function and spread impact analysis in correlated financial markets

analyzing power-laws fits of financial time series data

Econofísica/Econophysics

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

Some basic econophysics models and concepts

Toolkit for stylized facts

This project studies Order-driven markets, by using three different econophysics models

An end-to-end Python implementation of Cao et al.'s (2025) HLPPL methodology for the identification of financial (asset price) bubbles. Implements 7-parameter Log-Periodic Power Law model fitting, confidence-weighted sentiment analysis, regime-dependent 'BubbleScore' fusion, and Transformer-based forecasting with a backtesting framework.

Econophysics can be understood as a specific set of unorthodox approaches within economics that conceive of the economic system as a complex system. Its specificity lies in its historical origin and methodological inspiration in physics and a strongly data-based orientation

This repository contains a stochastical study of wealth and money distributions based in Dragulescu and Yakovenko models.

Physics of risk, complexity and socio-economic systems.

Molde of cooperation with interaction diversity and reputation-updating timescale

Implementation of games on networks for controlling the inequalities in the capital distribution

Codebase: Novel scaling law governing stock price dynamics

Price response function and spread impact analysis in foreign exchange markets

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.

Python implementation of advanced financial network analysis toolkit for creating multi-layered Digital Twins of market dynamics. Implements information-theoretic Transfer Entropy and stochastic Kramers-Moyal methods to map non-linear, directed relationships between assets during normal and crisis periods.