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Related papers: Econophysics: A new discipline

200 papers

In this editorial guide for the special issue on econophysics, we give a unique review of this young but quickly growing discipline. A suggestive taxonomy of the development is proposed by making a distinction between classical econophysics…

General Finance · Quantitative Finance 2011-07-28 Shu-Heng Chen , Sai-Ping Li

Econophysics is a new area developed recently by the cooperation between economists, mathematicians and physicists. It's not a tool to predict future prices of stocks and exchange rates. It applies idea, method and models in Statistical…

Soft Condensed Matter · Physics 2007-05-23 Yougui Wang , Jinshan Wu , Zengru Di

Econophysics embodies the recent upsurge of interest by physicists into financial economics, driven by the availability of large amount of data, job shortage in physics and the possibility of applying many-body techniques developed in…

General Finance · Quantitative Finance 2008-12-02 G. Daniel , D. Sornette

Econophysics is a new research field, which makes an attempt to bring economics in the fold of natural sciences or specifically attempts for a "physics of economics". The term Econophysics was formally born in Kolkata in 1995. The entry on…

General Finance · Quantitative Finance 2010-10-19 Bikas K. Chakrabarti , Anirban Chakraborti

The conventional economic approaches explore very little about the dynamics of the economic systems. Since such systems consist of a large number of agents interacting nonlinearly they exhibit the properties of a complex system. Therefore…

General Physics · Physics 2012-04-01 B. G. Sharma , Sadhana Agrawal , Malti Sharma , D. P. Bisen , Ravi Sharma

Econophysics is an approach to quantitative economy using ideas, models, conceptual and computational methods of statistical physics. In recent years many of physical theories like theory of turbulence, scaling, random matrix theory or…

Condensed Matter · Physics 2007-05-23 Z. Burda , J. Jurkiewicz , M. A. Nowak

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

In line with the recent research and debates about econophysics and financial economics, this article discusses on usual misunderstandings between the two disciplines in terms of modelling and basic hypotheses. In the literature devoted to…

General Finance · Quantitative Finance 2017-08-25 Marcel Ausloos , Franck Jovanovic , Christophe Schinckus

Some personal reflections on the past and future of "econophysics", to appear in Europhysics News

Physics and Society · Physics 2019-03-27 Jean-Philippe Bouchaud

We present here a somewhat personalized account of the emergence of econophysics as an attractive research topic in physical as well as social sciences. After a rather detailed story telling about our endeavors from Kolkata, we give a brief…

Physics and Society · Physics 2021-08-31 Bikas K Chakrabarti , Antika Sinha

In the light of contemporary discussions of inter and transdisciplinarity, this paper approaches econophysics and sociophysics to seek a response to the question -- whether these interdisciplinary fields could contribute to physics and…

Physics and Society · Physics 2017-01-03 Anirban Chakraborti , Dhruv Raina , Kiran Sharma

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

This article is a response to the recent Worrying Trends in Econophysics critique written by four respected theoretical economists. Two of the four have written books and papers that provide very useful critical analyses of the shortcomings…

Physics and Society · Physics 2009-11-11 Joseph L. McCauley

The paper argues that attracting more economists and adopting a more-precise definition of dynamic complexity might help econophysics acquire more attention in the economics community and bring new lymph to economic research. It may be…

General Finance · Quantitative Finance 2020-02-03 Paolo Magrassi

This is a review about financial dependencies which merges efforts in econophysics and financial economics during the last few years. We focus on the most relevant contributions to the analysis of asset markets' dependencies, especially…

Statistical Finance · Quantitative Finance 2023-02-17 M. Raddant , T. Di Matteo

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

We introduce here very briefly, through some selective choices of problems and through the sample computer simulation programs (following the request of the editor for this invited review in the Journal of Physics Through Computation), the…

Physics and Society · Physics 2020-01-30 Antika Sinha , Sudip Mukherjee , Bikas K Chakrabarti

How can econophysics contribute to economics? Since the relation between basic principles of physics and economics is not established, there is no reason why physical theories should be of any value for economic theory. While economic…

Physics and Society · Physics 2007-05-23 S. Reimann

The enterprise of trying to explain different social and economic phenomena using concepts and ideas drawn from physics has a long history. Statistical mechanics, in particular, has been often seen as most likely to provide the means to…

Physics and Society · Physics 2019-06-28 Shakti N. Menon , V. Sasidevan , Sitabhra Sinha

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
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