James Feigenbaum 2003 Rep. Prog. Phys. 66 1611 doi:10.1088/0034-4885/66/10/R02
James Feigenbaum
Show affiliationsIn 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.
89.65.Gh Economics; econophysics, financial markets, business and management
Issue 10 (October 2003)
Received 28 January 2003, in final form 30 July 2003
Published 4 September 2003
James Feigenbaum 2003 Rep. Prog. Phys. 66 1611
X M Tong and S I Chu 1999 J. Phys. B: At. Mol. Opt. Phys. 32 5593
R M Wentzcovitch and M L Cohen 1986 J. Phys. C: Solid State Phys. 19 6791
I Jensen and A J Guttmann 1996 J. Phys. A: Math. Gen. 29 3817
Iwan Jensen and Anthony J Guttmann 1999 J. Phys. A: Math. Gen. 32 4867
Stephen C Anco 2003 J. Phys. A: Math. Gen. 36 8623
R Gaudoin et al 2002 J. Phys.: Condens. Matter 14 8787
M. J. Pivovaroff et al. 2001 ApJ 554 161
A J Macfarlane 1989 J. Phys. A: Math. Gen. 22 4581
B S Sathyaprakash 2000 Class. Quantum Grav. 17 L157