Model-based and empirical analyses of stochastic fluctuations in economy and finance

The objective of this thesis is the investigation of complexity, asymmetry, stochasticity and non-linearity of the financial and economic systems by using the tools of statistical mechanics and information theory. More precisely, this thesis concerns statistical-based modeling and empirical analyses with applications in finance, forecasting, production processes and game theory. In these areas the time dependence of probability distributions is of prime interest and can be “measured” or exactly calculated for model systems.