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This paper investigates the role of size in biological organisms. More specifically, how the energy demand, expressed by the metabolic rate, changes according to the mass of an organism. Empirical evidence suggests a power-law relation…

Other Quantitative Biology · Quantitative Biology 2021-05-05 Fabiano L. Ribeiro , William R. L. S. Pereira

This paper presents the contemporary Fundamental Theorem of Asset Pricing as being equivalent to approaches to pricing that emerged before 1700 in the context of Virtue Ethics. This is done by considering the history of science and…

General Finance · Quantitative Finance 2012-10-22 Timothy C. Johnson

When analyzing the components influencing the stock prices, it is commonly believed that economic activities play an important role. More specifically, asset prices are more sensitive to the systematic economic news that impose a pervasive…

General Economics · Economics 2024-01-10 Yue Chen , Mohan Li

Many economic theories have been introduced over the course of history to articulate our understanding of the economy. Classical theories by Adam Smith and David Ricardo's Comparative Advantage have been foundational for the last century's…

Theoretical Economics · Economics 2025-11-19 Sidharth Gat

In a recent Nature paper, Gabaix et al. \cite{Gabaix03} presented a theory to explain the power law tail of price fluctuations. The main points of their theory are that volume fluctuations, which have a power law tail with exponent roughly…

Statistical Mechanics · Physics 2008-12-02 J. Doyne Farmer , Fabrizio Lillo

Using a model based on generalised Lotka Volterra dynamics together with some recent results for the solution of generalised Langevin equations, we show that the equilibrium solution for the probability distribution of wealth has two…

Statistical Mechanics · Physics 2008-12-10 Peter Richmond , Sorin Solomon

The available liquidity at any time in financial markets falls largely short of the typical size of the orders that institutional investors would trade. In order to reduce the impact on prices due to the execution of large orders, traders…

Trading and Market Microstructure · Quantitative Finance 2024-05-22 Louis Saddier , Matteo Marsili

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

Diverse learning algorithms, optimization methods, and natural selection share a common mathematical structure, despite their apparent differences. Here I show that a simple notational partitioning of change by the Price equation reveals a…

Machine Learning · Computer Science 2025-11-05 Steven A. Frank

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

In this paper we provide an asymptotic analysis of generalised bipower measures of the variation of price processes in financial economics. These measures encompass the usual quadratic variation, power variation and bipower variations which…

Probability · Mathematics 2007-05-23 Ole E. Barndorff-Nielsen , Svend E. Graversen , Jean Jacod , Neil Shephard

This paper develops a unified framework in which economic dynamics is treated as evolutionary process analogous to those studied in natural sciences, including physics. Using methods from gauge field theory and plasticity, we show that the…

Theoretical Economics · Economics 2025-12-18 Anton Samokish , Valeriy Egorushkin

Stock prices are observed to be random walks in time despite a strong, long term memory in the signs of trades (buys or sells). Lillo and Farmer have recently suggested that these correlations are compensated by opposite long ranged…

Other Condensed Matter · Physics 2008-12-02 J. -P. Bouchaud , J. Kockelkoren , M. Potters

In this study, we introduce a physical model inspired by statistical physics for predicting price volatility and expected returns by leveraging Level 3 order book data. By drawing parallels between orders in the limit order book and…

Trading and Market Microstructure · Quantitative Finance 2024-06-26 Haochen Li , Yi Cao , Maria Polukarov , Carmine Ventre

Financial markets convert the incremental arrival of information into asset price changes. In a sandpile model grains of sand represent bits of data, and the size of an avalanche, governed by a scaling law, is linked to price volatility.…

Portfolio Management · Quantitative Finance 2026-03-03 Bernhard K Meister

Financial markets can be seen as complex systems in non-equilibrium steady state, one of whose most important properties is the distribution of price fluctuations. Recently, there have been assertions that this distribution is qualitatively…

Physics and Society · Physics 2008-12-02 Raj Kumar Pan , Sitabhra Sinha

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

At what level should government or companies support research? This complex multi-faceted question encompasses such qualitative bonus as satisfying natural human curiosity, the quest for knowledge and the impact on education and culture,…

Statistical Mechanics · Physics 2009-10-31 Didier Sornette , Daniel Zajdenweber

Asset exchange models (AEMs) provide a physics-inspired framework for studying wealth formation. These models capture wealth distribution dynamics via pairwise money exchanges, yielding steady-state distributions from exponential to…

Physics and Society · Physics 2025-09-30 Joel Wagner , Siew Ann Cheong , Viola Priesemann

Stylized facts can be regarded as constraints for any modeling attempt of price dynamics on a financial market, in that an empirically reasonable model has to reproduce these stylized facts at least qualitatively. The dynamics of market…

Computational Finance · Quantitative Finance 2010-04-12 Stefan Reimann , Andreas Tupak