Econophysics
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Econophysics and the closely-related field of sociophysics are areas of interdisciplinary research using methods and techniques from physics to model economic and other social phenomena respectively. Although examples can be found dating back some way into the literature, both fields came to prominence in the 1990s, at least partly in response to the availability of high-frequency finance data and the complex patterns observed therein.
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Notes
- ↑ Stanley, H. E. et al. (1996). "Anomalous fluctuations in the dynamics of complex systems: from DNA and physiology to econophysics". Physica A 224: 302–321. DOI:10.1016/0378-4371(95)00409-2. Research Blogging.
- ↑ Galam, S., Gefen, Y. and Shapir, Y. (1982). "Sociophysics: a new approach of sociological collective behaviour. I. Mean-behaviour description of a strike". Journal of Mathematical Sociology 9: 1–13.
Bibliography
- Farmer, J. D. (1999). "Physicists attempt to scale the ivory towers of finance". Computing in Science and Engineering 1 (6): 26–39. DOI:10.1109/5992.906615. Research Blogging.
- Feigenbaum, J. (2003). "Financial physics". Reports on Progress in Physics 66: 1611–1649. DOI:10.1088/0034-4885/66/10/R02. Research Blogging.
- Stanley, H. E. and Mantegna, R. N. (1999). An Introduction to Econophysics: Correlations and Complexity in Finance. Cambridge: Cambridge University Press. ISBN 0521620082.
- Osborne, M. F. M. (1977). The Stock Market and Finance from a Physicist's Viewpoint. Crossgar Press. ISBN 0964629208.
- Solomon, S. and Levy, M. (2003). "Pioneers on a new continent: on physics and economics". Quantitative Finance 3: C12–C15.
- Sornette, D. (2003). "Critical market crashes". Physics Reports 378: 1–98. DOI:10.1016/S0370-1573(02)00634-8. Research Blogging.
- Waldrop, M. M. (1992). Complexity: The Emerging Science at the Edge of Order and Chaos. New York: Simon & Schuster. ISBN 0671767895.