Econophysics: Comments on a Few Applications, Successes, Methods and Models

Marcel Ausloos

IIM Kozhikode Society & Management Review, 2013, vol. 2, issue 2, 101-115

Abstract: For this special issue, the article aims at discussing a few econophysics problems studied so far rather successfully. The following ‘applications’ in micro-econophysics are considered: (i) financial crashes; it is emphasized that one can distinguish between endogenous and exogenous causes; (ii) portofolio control, selection and inherent risk measure; (iii) foreign currency exchanges, also distinguishing endogenous and exogenous money control; (iv) price and asset evolution values. It is shown that some macro-econo-physics problems have been also tackled, like geographic/ political constraints, the globalization of the economy and country clustering. Moreover, it is daring to suggest prospect for studies and researches, whence presenting some selection of a few interesting perspectives.

Keywords: Micro- and macro-econophysics; financial crash; risk control; foreign currency exchange; economy globalization; endogenous and exogenous causes; price and asset evolution (search for similar items in EconPapers)
Date: 2013
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (3)

Downloads: (external link)
https://journals.sagepub.com/doi/10.1177/2277975213507832 (text/html)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:sae:iimkoz:v:2:y:2013:i:2:p:101-115

DOI: 10.1177/2277975213507832

Access Statistics for this article

More articles in IIM Kozhikode Society & Management Review
Bibliographic data for series maintained by SAGE Publications ().