Econophysics: Comments on a few Applications, Successes, Methods, & Models
Marcel Ausloos
Papers from arXiv.org
Abstract:
For this special issue, the article aims at discussing a few econophysics problems studied so far rather successfully. The following "applications" in micro-econo-physics 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 problem 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.
Date: 2013-09
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Citations: View citations in EconPapers (3)
Published in IMK Society \& Management Review 2(2), 101-115 (2013), Special issue on "Econophysics: Perspectives and Prospects"
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Persistent link: https://EconPapers.repec.org/RePEc:arx:papers:1309.1953
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