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In this paper we present an econophysic model for the description of shares transactions in a capital market. For introducing the fundamentals of this model we used an analogy between the electrical field produced by a system of charges and…

General Finance · Quantitative Finance 2011-01-26 Ion Spanulescu , Ion Popescu , Victor Stoica , Anca Gheorghiu , Victor Velter

Econophysics is a science in its infancy, born about ten years ago at this time of writing, at the crossing roads of physics, mathematics, computing and of course economics and finance. It also covers human sciences, because all economics…

Physics and Society · Physics 2012-09-25 Marcel Ausloos

Most of the econometric and econophysics models have been borrowed from the statistical physics, and as a cosequence, a new interdisciplinary science called econophysics has emerged. In this paper we planned to extend the analogy between…

General Finance · Quantitative Finance 2008-12-02 Ion Spanulescu , Anca Gheorghiu

A kinetic model of the electron transfer at the electrode / electrolyte solution interface is developed, implemented in a Monte Carlo framework, and applied to simulate this process in idealised systems consisting of the primitive model of…

This is an invited article for the Discussion and Debate special issue of The European Physical Journal Special Topics on the subject "Can Economics Be a Physical Science?" The first part of the paper traces the personal path of the author…

Economics · Quantitative Finance 2017-03-22 Victor M. Yakovenko

The electrolyte (comprising of solute ions and solvents) flow-through the porous media is frequently encountered in nature or in many engineering applications, such as the electrochemical systems, manufacturing of composites, oil…

Fluid Dynamics · Physics 2013-09-12 Chengjun Xu , Chin-Tsau Hsu

For this special issue, the article aims at discussing a few econophysics problems studied so far rather successfully. The following "applications" in micro-econo-physics are considered : (i) financial crashes; it is emphasized that one can…

General Finance · Quantitative Finance 2014-12-03 Marcel Ausloos

The computational treatment of many-electron systems capable of exchanging {electrons and nuclei} with the environment represents one of the outermost frontiers in simulation methodology. The exchanging process occurs in a large variety of…

Chemical Physics · Physics 2019-02-21 Luigi Delle Site

We briefly review statistical models for the probability distribution of money developed in the econophysics literature since the late 1990s. In these models, economic transactions are modeled as random transfers of money between the agents…

Statistical Finance · Quantitative Finance 2011-03-14 Victor M. Yakovenko

This paper is concerned with a model in econophysics, the subfield of statistical physics that applies concepts from traditional physics to economics. In our model, economical agents are represented by the vertices of a connected graph and…

Probability · Mathematics 2017-04-25 Nicolas Lanchier , Stephanie Reed

In this paper we attempt to introduce an econophysics approach to evaluate some aspects of the risks in financial markets. For this purpose, the thermodynamical methods and statistical physics results about entropy and equilibrium states in…

Risk Management · Quantitative Finance 2009-08-03 Anca Gheorghiu , Ion Spanulescu

A better understanding of interfacial mechanisms is needed to improve the performances of electrochemical devices. Yet, simulating an electrode surface at fixed electrolyte composition remains a challenge. Here we apply a finite electric…

Materials Science · Physics 2019-11-13 Thomas Dufils , Guillaume Jeanmairet , Benjamin Rotenberg , Michiel Sprik , Mathieu Salanne

A theoretical self-sustainable economic model is established based on the fundamental factors of production, consumption, reservation and reinvestment, where currency is set as a unconditional credit symbol serving as transaction equivalent…

General Economics · Economics 2018-07-23 Ran Huang

We have extended previous kinetic results to compute the exchange correction to the electrostatic electron susceptibility for arbitrary frequencies and wavenumbers in the low temperature limit. This has allowed us to make a general…

Plasma Physics · Physics 2019-10-03 Gert Brodin , Robin Ekman , Jens Zamanian

Knowing and modelling the migration phenomena and especially the social and economic consequences have a theoretical and practical importance, being related to their consequences for development, economic progress (or as appropriate,…

General Finance · Quantitative Finance 2012-02-07 Anca Gheorghiu , Ion Spanulescu

Econophysics, is based on the premise that some ideas and methods from physics can be applied to economic situations. We intend to show in this paper how a physics concept such as entropy can be applied to an economic problem. In so doing,…

Statistical Finance · Quantitative Finance 2016-09-08 Adom Giffin

This paper presents macroeconomic model that is based on parallels between macroeconomic multi-agent systems and multi-particle systems. We use risk ratings of economic agents as their coordinates on economic space. Aggregates of economic…

Economics · Quantitative Finance 2017-01-25 Victor Olkhov

The theory of thermal macroeconomics (TM) analyses economic phenomena within the mathematical framework of classical thermodynamics, using a set of axioms that apply to the purely macroscopic aspects of an economy [CM]. The theory shows…

General Economics · Economics 2026-03-12 Yihang Luo , Robert S. MacKay , Nick Chater

This work analyzes the behavior of the interface between a ferromagnetic material and an alter-magnet. We use a well-established line of arguments based on electronic mean-field calculations to show that new surface phenomena that lead to…

Materials Science · Physics 2025-05-29 Gaspar De la Barrera , Alvaro S. Nunez

Chemical reactions involve the movement of charges, and this work presents a mathematical model for describing chemical reactions in electrolytes. The model is developed using an energy variational method that aligns with classical…

Chemical Physics · Physics 2023-11-02 Shixin Xu , Robert Eisenberg , Zilong Song , Huaxiong Huang
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