Econophysics
Jump to navigation
Jump to search
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.
References
- 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.
- Waldrop, M. M. (1992). Complexity: The Emerging Science at the Edge of Order and Chaos. New York: Simon & Schuster. ISBN 0671767895.