ECONOPHYSICS — A NEW AREA FOR COMPUTATIONAL STATISTICAL PHYSICS?

Dietrich Stauffer ()
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Dietrich Stauffer: Institute for Theoretical Physics, Cologne University, D-50923 Köln, Euroland, Germany

International Journal of Modern Physics C (IJMPC), 2000, vol. 11, issue 06, 1081-1087

Abstract: A review is given on some recent applications of computational statistical physics methods to finance problems like the stock market.

Keywords: Monte Carlo Simulation; Nikkei Index; Power Laws; Log-Periodic Oscillations (search for similar items in EconPapers)
Date: 2000
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DOI: 10.1142/S0129183100000948

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