Physicists attempt to scale the ivory towers of finance

被引:85
作者
Farmer, JD [1 ]
机构
[1] Santa Fe Inst, Santa Fe, NM 87501 USA
关键词
D O I
10.1109/5992.906615
中图分类号
TP39 [计算机的应用];
学科分类号
081203 ; 0835 ;
摘要
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 empirical statistical properties of prices, random-process models for price dynamics, agent-based modeling, and practical applications.
引用
收藏
页码:26 / 39
页数:14
相关论文
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