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Related papers: Econophysics deserves a revamping

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

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

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

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

The relationship between micro-structure and macro-structure of complex systems using information geometry has been dealt by several authors. From this perspective, we are going to apply it as a geometrical structure connecting both…

General Finance · Quantitative Finance 2013-10-17 M. E. Kahil

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

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

We describe the innovations in finances, introduced over the recent decades, and analyze most of the business and regulatory challenges, faced by the financial industry, because of the present disruptive changes in the global capital…

General Finance · Quantitative Finance 2012-11-09 Dimitri O. Ledenyov , Viktor O. Ledenyov

Economic transformation -- change in what an economy produces -- is foundational to development and rising standards of living. Our understanding of this process has been propelled recently by two branches of work in the field of economic…

Physics and Society · Physics 2023-03-28 James McNerney , Yang Li , Andres Gomez-Lievano , Frank Neffke

The modeling of complex systems such as ecological or socio-economic systems can be very challenging. Although various modeling approaches exist, they are generally not compatible and mutually consistent, and empirical data often do not…

Physics and Society · Physics 2010-07-19 Dirk Helbing

This article presents a general description of dynamical systems using the language of enriched functors and enriched natural transformations. This framework is essential to establish the equivalence of three descriptions of dynamics -- a…

Category Theory · Mathematics 2025-09-09 Suddhasattwa Das , Tomoharu Suda

The standard assumptions that underlie many conceptual and quantitative frameworks do not hold for many complex physical, biological, and social systems. Complex systems science clarifies when and why such assumptions fail and provides…

Physics and Society · Physics 2020-11-11 Alexander F. Siegenfeld , Yaneer Bar-Yam

Entropy is a very useful concept from physics that tries to explain how a system behaves from a point of view of the thermodynamics. However, there are two ways to explain entropy, and it depends on if we are studying a microsystem or a…

General Finance · Quantitative Finance 2024-07-02 Martin Pomares Calero

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

In complex systems, many different parts interact in non-obvious ways. Traditional research focuses on a few or a single aspect of the problem so as to analyze it with the tools available. To get a better insight of phenomena that emerge…

Multiagent Systems · Computer Science 2015-04-03 Klaus Jaffe

The aim of this text is to provide a linguistically accessible, but comprehensive introduction into a variety of topics in dynamical systems and its applications. Whilst preliminary knowledge of dynamical systems is useful, it is not…

Dynamical Systems · Mathematics 2026-01-09 Eugene Tan , David Walker , Michael Small , Braden Thorne

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

This article has one single purpose: introduce a new and simple, yet highly insightful approach to capture, fully and quantitatively, the dynamics of the circular flow of income in economies. The proposed approach relies mostly on basic…

General Economics · Economics 2023-07-07 Aziz Guergachi , Javid Hakim

We consider dynamical systems for which the spatial extension plays an important role. For these systems, the notions of attractor, epsilon-entropy and topological entropy per unit time and volume have been introduced previously. In this…

Dynamical Systems · Mathematics 2009-11-11 Claudio Bonanno , Pierre Collet

If a concept is not well defined, there are grounds for its abuse. This is particularly true of complexity, an inherently interdisciplinary concept that has penetrated very different fields of intellectual activity from physics to…

General Physics · Physics 2010-07-01 Tamás Vicsek