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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

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

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

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 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 an invited article for the Discussion and Debate special issue of The European Physical Journal Special Topics on the subject "Can Economics Be a Physical Science?" The first part of the paper traces the personal path of the author…

经济学 · 定量金融 2017-03-22 Victor M. Yakovenko

For this special issue, the article aims at discussing a few econophysics problems studied so far rather successfully. The following "applications" in micro-econo-physics are considered : (i) financial crashes; it is emphasized that one can…

综合金融 · 定量金融 2014-12-03 Marcel Ausloos

The conventional economic approaches explore very little about the dynamics of the economic systems. Since such systems consist of a large number of agents interacting nonlinearly they exhibit the properties of a complex system. Therefore…

综合物理 · 物理学 2012-04-01 B. G. Sharma , Sadhana Agrawal , Malti Sharma , D. P. Bisen , Ravi Sharma

These are the lecture notes for an advanced Ph.D. level course I taught in Spring'02 at the C.N. Yang Institute for Theoretical Physics at Stony Brook. The course primarily focused on an introduction to stochastic calculus and derivative…

数理金融 · 定量金融 2020-05-13 Zura Kakushadze

Econophysics is a new research field, which makes an attempt to bring economics in the fold of natural sciences or specifically attempts for a "physics of economics". The term Econophysics was formally born in Kolkata in 1995. The entry on…

综合金融 · 定量金融 2010-10-19 Bikas K. Chakrabarti , Anirban Chakraborti

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

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…

综合金融 · 定量金融 2011-01-26 Ion Spanulescu , Ion Popescu , Victor Stoica , Anca Gheorghiu , Victor Velter

In recent years there has been a closer interrelationship between several scientific areas trying to obtain a more realistic and rich explanation of the natural and social phenomena. Among these it should be emphasized the increasing…

物理与社会 · 物理学 2016-09-08 Andreia Dionisio , Rui Menezes , Diana A. Mendes

It has been shown that the long term evolution of the Gross Product of the World after World War II can be well portrayed by the exponential function with the crossover at the year 1973, cinsiding with the Oil Crisis onset. For the the…

综合金融 · 定量金融 2016-01-20 Rzoska Agata Angelika

This paper is a short review on the application of continuos-time random walks to Econophysics in the last five years.

统计力学 · 物理学 2008-12-02 Enrico Scalas

We introduce here very briefly, through some selective choices of problems and through the sample computer simulation programs (following the request of the editor for this invited review in the Journal of Physics Through Computation), the…

物理与社会 · 物理学 2020-01-30 Antika Sinha , Sudip Mukherjee , Bikas K Chakrabarti

Physicists have recently begun doing research in finance, and even though this movement is less than five years old, interesting and useful contributions have already emerged. This article reviews these developments in four areas, including…

adap-org · 物理学 2016-11-15 J. Doyne Farmer

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

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

We discuss here researches on econophysics done from India in the last two decades. The term `econophysics' was formally coined in India (Kolkata) in 1995. Since then many research papers, books, reviews, etc. have been written by…

综合金融 · 定量金融 2013-08-27 Asim Ghosh
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