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

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