相关论文: Research in Econophysics
The author solves two problems: formation of object of econophysics, creation of the general theory of financial-economic monitoring. In the first problem he studied two fundamental tasks: a choice of conceptual model and creation of…
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…
Probability distributions of money, income, and energy consumption per capita are studied for ensembles of economic agents. The principle of entropy maximization for partitioning of a limited resource gives exponential distributions for the…
Social physics is the application of ideas, concepts and tools from physics to study social phenomena. In this article, we present a mechanical theory underlying a mathematical treatment of social physics. We explore the possibility of…
The review is a survey of the present status of research in social networks highlighting the topics of small world property, degree distributions, community structure, assortativity, modelling, dynamics and searching in social networks.
The possibility to analyze everyday monetary transactions is limited by the scarcity of available data, as this kind of information is usually considered highly sensitive. Present econophysics models are usually employed on presumed random…
This article provides a selective review on the recent literature on econometric models of network formation. The survey starts with a brief exposition on basic concepts and tools for the statistical description of networks. I then offer a…
This article is a supplement to my main contribution to the Routledge Handbook of Complexity Economics (2023). On the basis of three recent papers, it presents an unconventional perspective on economic inequality from a statistical physics…
A new approach to the understanding of the complex behavior of financial markets index using tools from thermodynamics and statistical physics is developed. Physical complexity, a magnitude rooted in the Kolmogorov-Chaitin theory is applied…
This work was partially supported by the Program of Fundamental Research of the Department of Physics and Astronomy of the National Academy of Sciences of Ukraine "Mathematical models of non equilibrium processes in open systems" N…
In this paper, we study Jarzynski's equality and fluctuation theorems for diffusion processes. While some of the results considered in the current work are known in the (mainly physics) literature, we review and generalize these…
Answers to interview questions sent to a selected group of former physicists working in finance. The interview will be published as part of a Special Issue on Physics and Derivatives by The Journal of Derivatives in the second half of 2020.
In a recent article [Nature 421, 130 (2003)], Plerou, Gopikrishnan and Stanley report some evidence for an intriguing two-phase behavior of financial markets when studying the distribution of volume imbalance conditional to the local…
Mounting evidences are being gathered suggesting that income and wealth distribution in various countries or societies follow a robust pattern, close to the Gibbs distribution of energy in an ideal gas in equilibrium, but also deviating…
In this article, based on the talk given at the Cracow Epiphany Conference on Astroparticle Physics, I discuss some of the opportunities provided by high-energy and ultra-high energy neutrino astronomy in probing particle physics beyond the…
The fluctuations in nonequilibrium systems are under intense theoretical and experimental investigation. Topical ``fluctuation relations'' describe symmetries of the statistical properties of certain observables, in a variety of models and…
In this paper we extend the series of our studies on the properties of an interacting particle model for market microstructure. In our earlier work we defined a Markov process on the majority opinion of the agents, obtained the transition…
This thesis focuses on the applications of mathematical tools and concepts brought from nonequilibrium statistical physics to the modeling of ecological problems. The first part provides a short introduction where the theoretical concepts…
A unified viewpoint is presented in margin to the ``Work, dissipation and fluctuations in nonequilibrium physics'', Bruxelles 22-25 March, 2006, where the topics were discussed by various authors and it became clear the need that the very…
The first part of this paper is a brief survey of the approaches to economic inequality based on ideas from statistical physics and kinetic theory. These include the Boltzmann kinetic equation, the time-reversal symmetry, the ergodicity…