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Related papers: Monetary economics from econophysics perspective

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This article is written for the online newspaper "The Photon" published by the Department of Physics, University of Maryland. The article describes econophysics research done in the group of Victor Yakovenko. It briefly surveys the subjects…

Statistical Mechanics · Physics 2008-12-02 Victor M. Yakovenko

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

Physicists have recently begun doing research in finance, and even though this movement is less than five years old, interesting and useful contributions have already emerged. This article reviews these developments in four areas, including…

adap-org · Physics 2016-11-15 J. Doyne Farmer

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

This paper discusses serious drawbacks of existing knowledge in macroeconomics and finance in explaining and predicting economic and financial phenomena. Complexity science is proposed as an alternative approach to be used in order to…

General Economics · Economics 2022-01-03 Thitithep Sitthiyot

The 'Discussion & Debate' issue of this Euro. Phys. J. Special Topic volume is: 'Can economics be a Physical Science?' I would rather address a more general question: 'Can economics or sociology avoid joining Natural Science?' and argue…

History and Philosophy of Physics · Physics 2017-01-04 Bikas K. Chakrabarti

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

The paper starts with a brief review of present understanding of income distributions; especially with regard to recent work in the field of econophysics that draws parallels between income, wealth and energy distributions. Examples of…

Other Condensed Matter · Physics 2008-12-02 G. Willis

In this paper an econophysics model for the currency exchange operations with commission is proposed. With this purpose some analogies and similarities of the processes that take place in the frame of the electrochemical system made from…

Portfolio Management · Quantitative Finance 2010-05-04 Ion Spanulescu , Victor A. Stoica , Ion Popescu

The institution of money can be seen as a foundational social mechanism, enabling communities to quantify collectively regulate economic processes. Money can be said, indeed, to constitute the micro-macro link in economics. This paper…

Physics and Society · Physics 2025-06-30 Eduardo Coltre Ferraciolli , Tanya V. Araújo

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

The contradiction between physical and economical sciences concerning the growth of the production/consumption mechanism is analyzed. It is then shown that if one wishes to keep the security level stable or to enhance it in a growing…

Physics and Society · Physics 2013-12-03 Angelo Tartaglia

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 first (Russian) edition of the book was among the first monographs on econophysics. The book gives an explanation of several intriguing phenomena, providing new insights and answers to some deeply vexing questions. Why the economic…

Physics and Society · Physics 2008-03-25 Victor Sergeev

This article is a follow-up of a short essay that appeared in Nature 455, 1181 (2008) [arXiv:0810.5306]. It has become increasingly clear that the erratic dynamics of markets is mostly endogenous and not due to the rational processing of…

General Finance · Quantitative Finance 2009-04-07 Jean-Philippe Bouchaud

Physics and economics are two disciplines that share the common challenge of linking microscopic and macroscopic behaviors. However, while physics is based on collective dynamics, economics is based on individual choices. This conceptual…

Physics and Society · Physics 2011-08-25 Sebastian Grauwin , Dominic Hunt , Eric Bertin , Pablo Jensen

This Chapter is written for the Festschrift celebrating the 70th birthday of the distinguished economist Duncan Foley from the New School for Social Research in New York. This Chapter reviews applications of statistical physics methods,…

Statistical Finance · Quantitative Finance 2012-05-01 Victor M. Yakovenko

This article contains the lecture notes for the short course ``Introduction to Econophysics,'' delivered at the II Brazilian School on Statistical Mechanics, held in Sao Carlos, Brazil, in February 2004. The main goal of the present notes…

Other Condensed Matter · Physics 2017-08-23 Giovani L. Vasconcelos

In the present paper, we identify several distributions from Physics and study their applicability to phenomena such as distribution of income, wealth, and expenditure. Firstly, we apply logistic distribution to these data and we find that…

General Finance · Quantitative Finance 2016-03-29 Elvis Oltean

We consider the thermodynamic approach to the description of economic systems and processes. The first and second laws of thermodynamics as applied to economic systems are derived and analyzed. It is shown that there is a deep analogy…

General Finance · Quantitative Finance 2021-02-03 Sergey Rashkovskiy