Financial physics

被引：39

作者：

Feigenbaum, J ^{[1
]}

机构：

[1] Univ Pittsburgh, Dept Econ, Pittsburgh, PA 15260 USA

来源：

REPORTS ON PROGRESS IN PHYSICS | 2003年 / 66卷 / 10期

关键词：

D O I：

10.1088/0034-4885/66/10/R02

中图分类号：

O4 [物理学];

学科分类号：

0702 ;

摘要：

In this introduction to the burgeoning field of econophysics, we review the application of self-organized criticality to economics, the Cont-Bouchaud percolation model, multiple-strategy agent-based models of financial markets, the minority game, and log-periodic precursors to financial crashes.

引用

页码：1611 / 1649

页数：39

共 104 条

[1]

AIYAGARI SR, 1993, FED RESERVE BANK WIN, P17

[2] The $-game [J].

Andersen, JV ;

Sornette, D .

EUROPEAN PHYSICAL JOURNAL B, 2003, 31 (01) :141-145

[3]

[Anonymous], 1997, NOTES

[4]

[Anonymous], 2018, INTRO PERCOLATION TH

[5]

[Anonymous], 1985, ADVENTURES CURIOUS C

[6]

[Anonymous], 1996, NEW APPROACHES MACRO

[7]

ARTHUR WB, 1994, AM ECON REV, V84, P406

[8]

Bachelier L., 1900, ANN SCI ECOLE NORM S, V17, P21

[9] SELF-ORGANIZED CRITICALITY [J].

BAK, P ;

TANG, C ;

WIESENFELD, K .

PHYSICAL REVIEW A, 1988, 38 (01) :364-374

[10] SELF-ORGANIZED CRITICALITY - AN EXPLANATION OF 1/F NOISE [J].

BAK, P ;

TANG, C ;

WIESENFELD, K .

PHYSICAL REVIEW LETTERS, 1987, 59 (04) :381-384

← 1 2 3 4 5 6 7 8 9 10 →