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Related papers: Is Econophysics a Solid Science?

200 papers

Classic economic science is reaching the limits of its explanatory powers. Complexity science uses an increasingly larger set of different methods to analyze physical, biological, cultural, social, and economic factors, providing a broader…

General Finance · Quantitative Finance 2017-07-11 Klaus Jaffe

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

Although classical economic theory is based on the concept of stable equilibrium, real economic systems appear to be always out of equilibrium. Indeed, they share many of the dynamical features of other complex systems, e.g., ecological…

Physics and Society · Physics 2010-11-16 Sitabhra Sinha

Socio-economic inequalities are manifested in different aspects of our social life. We discuss various aspects, beginning with the evolutionary and historical origins, and discussing the major issues from the social and economic point of…

Physics and Society · Physics 2016-02-02 Arnab Chatterjee

Recent decades have seen a rise in the use of physics methods to study different societal phenomena. This development has been due to physicists venturing outside of their traditional domains of interest, but also due to scientists from…

Physical analogs have shown considerable promise for understanding the behavior of complex adaptive systems, including macroeconomics, biological systems, social networks, and electric power markets. Many of today's most challenging…

Adaptation and Self-Organizing Systems · Physics 2007-05-23 David P. Chassin , Joel Malard , Christian Posse

Challenges due to the rapid urbanization of the world -- especially in emerging countries -- range from an increasing dependence on energy, to air pollution, socio-spatial inequalities, environmental and sustainability issues. Modelling the…

Physics and Society · Physics 2019-05-07 Marc Barthelemy

Multifractality is ubiquitously observed in complex natural and socioeconomic systems. Multifractal analysis provides powerful tools to understand the complex nonlinear nature of time series in diverse fields. Inspired by its striking…

Statistical Finance · Quantitative Finance 2022-08-23 Zhi-Qiang Jiang , Wen-Jie Xie , Wei-Xing Zhou , Didier Sornette

Cities are systems with a large number of constituents and agents interacting with each other and can be considered as emblematic of complex systems. Modeling these systems is a real challenge and triggered the interest of many disciplines…

Physics and Society · Physics 2019-10-23 Marc Barthelemy

The use of science for policy is at the core of a perfect storm generated by the insurgence of several concurrent crises: of science, of trust, of sustainability. The modern positivistic model of science for policy, known as evidence based…

Economics · Quantitative Finance 2018-08-02 Andrea Saltelli , Mario Giampietro

We extend the exploration regarding dynamical approach of macroeconomic variables by tackling systematically expenditure using Statistical Physics models (for the first time to the best of our knowledge). Also, using polynomial distribution…

General Finance · Quantitative Finance 2016-03-29 Elvis Oltean , Fedor Kusmartsev

An intriguing link between a wide range of problems occurring in physics and financial engineering is presented. These problems include the evolution of small perturbations of linear flows in hydrodynamics, the movements of particles in…

Mathematical Finance · Quantitative Finance 2024-03-18 Alexander Lipton

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

The methods of statistical physics of open systems are used for describing the time dependence of economic characteristics (income, profit, cost, supply, currency etc.) and their correlations with each other. Nonlinear equations (analogies…

General Physics · Physics 2007-05-23 L. Ya. Kobelev , O. L. Kobeleva , Ya. L. Kobelev

Accuracy of economic theories and efficiency of economic policy strictly depend on the choice of the economic variables and processes mostly liable for description of economic reality. That states the general problem of assessment of any…

General Economics · Economics 2022-08-17 Victor Olkhov

It is still common wisdom amongst economists, politicians and lay people that economic growth is a necessity of our social systems, at least to avoid distributional conflicts. This paper challenges such belief moving from a purely physical…

General Economics · Economics 2020-05-11 Angelo Tartaglia

Analysis of long-range dependence in financial time series was one of the initial steps of econophysics into the domain of mainstream finance and financial economics in the 1990s. Since then, many different financial series have been…

Statistical Finance · Quantitative Finance 2018-06-06 Ladislav Kristoufek

A vast concourse of events and phenomena occur in nature that may be interrelated by a entropy-maximization technique that provides a comprehensible explanation of a range of physical problems, integrating in a new framework the universal…

Classical Physics · Physics 2021-10-18 Mario J Pinheiro

We offer an insight into our mathematical endeavors, which aim to advance the foundational understanding of energy systems in a broad context, encompassing facets such as charge transport, energy storage, markets, and collective behavior.…

General Mathematics · Mathematics 2024-12-30 Nicklas Jävergård , Grigor Nika , Adrian Muntean

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