Financial physics

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Oct 2003

adsabs.harvard.edu/cgi-bin/nph-data_query?bibcode=2003rpph...66.1611f&link_type=abstract

Reports on Progress in Physics, Volume 66, Issue 10, pp. 1611-1649 (2003).

Physics

14

Scientific paper

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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