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相关论文: Is Econophysics a Solid Science?

200 篇论文

The applications of techniques from statistical (and classical) mechanics to model interesting problems in economics and finance has produced valuable results. The principal movement which has steered this research direction is known under…

综合金融 · 定量金融 2015-11-23 Emmanuel Haven , Sandro Sozzo

Most people agree that human activities are consistent with physical laws. One may naturally think that sensible economic theories can be derived from physical laws and evolutionary principles. This is indeed the case. In this paper, we…

物理与社会 · 物理学 2009-01-21 Jing Chen , James K. Galbraith

Economy is demanding new models, able to understand and predict the evolution of markets. To this respect, Econophysics offers models of markets as complex systems, that try to comprehend macro-, system-wide states of the economy from the…

交易与市场微观结构 · 定量金融 2015-05-20 Carmen Pellicer-Lostao , Ricardo Lopez-Ruiz

Classical economics has developed an arsenal of methods, based on the idea of representative agents, to come up with precise numbers for next year's GDP, inflation and exchange rates, among (many) other things. Few, however, will disagree…

物理与社会 · 物理学 2023-06-29 Jean-Philippe Bouchaud , Matteo Marsili , Jean-Pierre Nadal

Economies are complex man-made systems where organisms and markets interact according to motivations and principles not entirely understood yet. The increasing dissatisfaction with the postulates of traditional economics i.e. perfectly…

适应与自组织系统 · 物理学 2012-06-04 Jaime Gomez-Ramirez , Manuel G. Bedia

Processes of mass communications in complicated social or sociobiological systems such as marketing, economics, politics, animal populations, etc. as a subject for the special scientific discipline - "mediaphysics" - are considered in its…

物理与社会 · 物理学 2007-05-23 Dmitri V. Kuznetsov , Igor Mandel

Mnay models situated in the current research landscape of modelling and simulating social processes have roots in physics. This is visible in the name of specialties as Econophysics or Sociophysics. This chapter describes the history of…

物理学史与哲学 · 物理学 2014-12-09 Werner Ebeling , Andrea Scharnhorst

The paper present one of attempts to apply the thermodynamics laws to economics. Introducing common thermodynamic parameters and considering world economics as a one macrosystem, authors demonstrate the possible consequences of entropy…

物理与社会 · 物理学 2008-07-03 A. M. Tishin , O. B. Baklitskaya

We discuss the relevance of studying ecology within the framework of Complexity Science from a statistical mechanics approach. Ecology is concerned with understanding how systems level properties emerge out of the multitude of interactions…

种群与进化 · 定量生物学 2007-09-14 Henrik Jeldtoft Jensen , Elsa Arcaute

Economic assessment in environmental science concerns the measurement or valuation of environmental impacts, adaptation, and vulnerability. Integrated assessment modeling is a unifying framework of environmental economics, which attempts to…

综合经济学 · 经济学 2020-09-02 Ruda Zhang , Patrick Wingo , Rodrigo Duran , Kelly Rose , Jennifer Bauer , Roger Ghanem

We formulate thermodynamics of economic systems in terms of an arbitrary probability distribution for a conserved economic quantity. As in statistical physics, thermodynamic macroeconomic variables emerge as the mean value of microeconomic…

统计金融 · 定量金融 2011-05-26 H. Quevedo , M. N. Quevedo

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…

综合金融 · 定量金融 2009-04-07 Jean-Philippe Bouchaud

Econophysics provides a strategy for understanding the potential mechanisms underlying the anomalous distribution of wealth found in real societies. We present a computational nonlinear stochastic model for the distribution of wealth that…

统计力学 · 物理学 2009-11-10 Nicola Scafetta , Bruce J. West , Sergio Picozzi

This text revisits the origins of econophysics through the figure of Beno\^it Mandelbrot, not as the father of fractals, but as the instigator of a distinctive scientific posture. The guiding thread is methodological: accept the stubborn…

统计力学 · 物理学 2026-02-03 Jean-Philippe Bouchaud

We consider demand-side economy. Using Caratheodory's approach, we define empirical existence of equation of state (EoS) and coordinates. We found new insights of thermodynamics EoS, the {\it effect structure}. Rules are proposed as…

综合经济学 · 经济学 2021-11-19 Burin Gumjudpai

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

Computational models pervade all branches of the exact sciences and have in recent times also started to prove to be of immense utility in some of the traditionally 'soft' sciences like ecology, sociology and politics. This volume is a…

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…

统计力学 · 物理学 2008-12-02 Victor M. Yakovenko

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…

物理与社会 · 物理学 2008-03-25 Victor Sergeev

Research activities of Kyoto Econophysics Group is reviewed. Strong emphasis has been placed on real economy. While the initial stage of research was a first high-definition data analysis on personal income, it soon progressed to firm…

综合金融 · 定量金融 2010-07-05 Hideaki Aoyama , Yoshi Fujiwara , Yuichi Ikeda , Hiroshi Iyetomi , Wataru Souma