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相关论文: Econophysics: A Brief Review of Historical Develop…

200 篇论文

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…

软凝聚态物质 · 物理学 2007-05-23 Yougui Wang , Jinshan Wu , Zengru Di

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…

综合金融 · 定量金融 2020-02-03 Paolo Magrassi

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…

综合金融 · 定量金融 2008-12-02 G. Daniel , D. Sornette

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…

凝聚态物理 · 物理学 2007-05-23 Z. Burda , J. Jurkiewicz , M. A. Nowak

This paper debates the contribution of Econophysics to the economic or financial domains. Since the traditional approach performed by Economics or Finance has revealed to be insufficient in fully characterizing and explaining the…

综合金融 · 定量金融 2010-06-28 Sonia R. Bentes

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…

物理与社会 · 物理学 2019-06-28 Shakti N. Menon , V. Sasidevan , Sitabhra Sinha

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…

综合金融 · 定量金融 2011-07-28 Shu-Heng Chen , Sai-Ping Li

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…

综合金融 · 定量金融 2008-12-02 Ion Spanulescu , Anca Gheorghiu

Statistical physics has proven to be a very fruitful framework to describe phenomena outside the realm of traditional physics. The last years have witnessed the attempt by physicists to study collective phenomena emerging from the…

物理与社会 · 物理学 2009-05-11 Claudio Castellano , Santo Fortunato , Vittorio Loreto

We review an emerging body of work by physicists addressing questions of economic organization and function. We suggest that, beyond simply employing models familiar from physics to economic observables, remarkable regularities in economic…

物理与社会 · 物理学 2007-05-23 J. Doyne Farmer , Eric Smith , Martin Shubik

This article aims at reviewing recent empirical and theoretical developments usually grouped under the term Econophysics. Since its name was coined in 1995 by merging the words Economics and Physics, this new interdisciplinary field has…

综合金融 · 定量金融 2015-03-13 Anirban Chakraborti , Ioane Muni Toke , Marco Patriarca , Frederic Abergel

One 'problem' with the 21st century world, particularly the economic and business worlds, is the phenomenal and increasing number of interconnections between economic agents (consumers, firms, banks, markets, national economies). This…

计算工程、金融与科学 · 计算机科学 2012-08-28 Paolo Magrassi

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…

物理与社会 · 物理学 2017-01-03 Anirban Chakraborti , Dhruv Raina , Kiran Sharma

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…

综合金融 · 定量金融 2012-11-09 Dimitri O. Ledenyov , Viktor O. Ledenyov

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…

物理与社会 · 物理学 2012-09-25 Marcel Ausloos

This is a review article for Encyclopedia of Complexity and System Science, to be published by Springer http://refworks.springer.com/complexity/. The paper reviews statistical models for money, wealth, and income distributions developed in…

统计金融 · 定量金融 2023-06-06 Victor M. Yakovenko

The purpose of this research article is to discover how the econophysics analysis can complement the econometrics models in application to the risk management in the central banks and financial institutions, operating within the nonlinear…

综合金融 · 定量金融 2012-11-20 Dimitri O. Ledenyov , Viktor O. Ledenyov

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…

综合物理 · 物理学 2007-05-23 L. Ya. Kobelev , O. L. Kobeleva , Ya. L. Kobelev

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…

物理与社会 · 物理学 2016-02-02 Arnab Chatterjee

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…

综合金融 · 定量金融 2017-08-25 Marcel Ausloos , Franck Jovanovic , Christophe Schinckus
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