Complexity Economics
I have extensive experience in big data analytics in economics, where I have worked on financial crises, non-linear dynamics in asset markets, and the intricate networks of economic influence. In the papers listed below I have worked on exploring the hidden patterns of our financial systems and shed light on the complex mechanisms shaping our economic landscape.
MS Harré, A Zaitouny (2023) Detecting criticality in complex univariate time-series: A case study of the US housing market crisis and other markets, Expert Systems with Applications 211, 118437
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K Arias-Calluari, MN Najafi, MS Harré, Y Tang, F Alonso-Marroquin (2022) Testing stationarity of the detrended price return in stock markets Physica A: Statistical Mechanics and its Applications 587, 126487
MS Harré (2022) Entropy, Economics, and Criticality, Entropy 24 (2), 210
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MS Harré, A Eremenko, K Glavatskiy, M Hopmere, L Pinheiro, S Watson, ... (2021) Complexity Economics in a Time of Crisis: Heterogeneous Agents, Interconnections, and Contagion, Systems 9 (4), 73
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KS Glavatskiy, M Prokopenko, A Carro, P Ormerod, M Harre (2021) Explaining herding and volatility in the cyclical price dynamics of urban housing markets using a large-scale agent-based model, SN Business & Economics 1 (6), 76
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K Arias-Calluari, F Alonso-Marroquin, MN Najafi, M Harré (2021) Methods for forecasting the effect of exogenous risks on stock markets, Physica A: Statistical Mechanics and its Applications 568, 125587
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BP Evans, K Glavatskiy, MS Harré, M Prokopenko (2021) The impact of social influence in Australian real estate: Market forecasting with a spatial agent-based model, Journal of Economic Interaction and Coordination, 1-53
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E Crosato, M Prokopenko, MS Harré (2021) The polycentric dynamics of Melbourne and Sydney: Suburb attractiveness divides a city at the home ownership level, Proceedings of the Royal Society A 477 (2245), 20200514
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F Alonso-Marroquin, K Arias-Calluari, M Harré, MN Najafi, HJ Herrmann (2019) Q-Gaussian diffusion in stock markets, Physical Review E 99 (6), 062313
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T Bossomaier, L Barnett, A Steen, M Harré, S d'Alessandro, R Duncan (2019) Information flow around stock market collapse, Accounting & Finance 58, 45-58
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K Arias-Calluari, F Alonso-Marroquin, MS Harré (2018) Closed-form solutions for the Lévy-stable distribution, Physical Review E 98 (1), 012103
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M Harré (2015) Entropy and transfer entropy: the Dow Jones and the build up to the 1997 Asian crisis, Proceedings of the International Conference on Social Modeling and Econophysics
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T Bossomaier, L Barnett, M Harré (2013) Information and phase transitions in socio-economic systems, Complex Adaptive Systems Modeling 1 (1), 1-25
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M Harre, T Bossomaier (2010) Equity trees and graphs via information theory, The European Physical Journal B 73, 59-68
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M Harré, T Bossomaier (2009) Phase-transition–like behaviour of information measures in financial markets, Europhysics Letters 87 (1), 18009
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