Quick search Find article
Quick search
Find article

Financial physics

REVIEW ARTICLE

James Feigenbaum

Show affiliations


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.


PACS

89.65.Gh Economics; econophysics, financial markets, business and management

02.50.Le Decision theory and game theory

05.65.+b Self-organized systems

Subjects

Computational physics

Statistical physics and nonlinear systems

Dates

Issue 10 (October 2003)

Received 28 January 2003, in final form 30 July 2003

Published 4 September 2003



  1. Financial physics

    James Feigenbaum 2003 Rep. Prog. Phys. 66 1611

View by subject




Export








Please login to access our web services, or create an account if you don't yet have one.

You must have cookies enabled in your web browser to be able to login.

Username
Password

Forgotten your password? Get a new one here.