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Financial physics

Published 4 September 2003 2003 IOP Publishing Ltd
, , Citation James Feigenbaum 2003 Rep. Prog. Phys. 66 1611

0034-4885/66/10/1611

Abstract

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.

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10.1088/0034-4885/66/10/R02