Essentials of econophysics modelling
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Introductory exposition (textbooks, tutorial papers, etc.) pertaining to game theory, economics, and finance (91-01) Heterogeneous agent models (91B69) Stochastic models in economics (91B70) Applications of statistical and quantum mechanics to economics (econophysics) (91B80) Financial applications of other theories (91G80)
Recommendations
- Econophysics and physical economics
- An introduction to econophysics and quantitative finance
- Introduction to macro-econophysics and finance
- Econophysics: past and present
- ECONOPHYSICS AND ECONOMIC COMPLEXITY
- Mathematical modelling of economic processes by methods of nonequilibrium statistical mechanics
- Between complexity of modelling and modelling of complexity: an essay on econophysics
Cited in
(18)- Growth and inequality
- Discreteness induced extinction
- Beyond lognormal inequality: the Lorenz flow structure
- Rigorous results for the Stigler-Luckock model for the evolution of an order book
- Optimal risk in wealth exchange models: agent dynamics from a microscopic perspective
- Wealth concentration in systems with unbiased binary exchanges
- Exact solution to two-body financial dealer model: revisited from the viewpoint of kinetic theory
- Heterogeneous round-trip trading and the emergence of volatility clustering in speculation game
- Local theorems for finite-dimensional increments of compound multidimensional arithmetic renewal processes with light tails
- Forecasting stock market returns over multiple time horizons
- How much market making does a market need?
- Opinion formation models with heterogeneous persuasion and zealotry
- Empirical survival Jensen-Shannon divergence as a goodness-of-fit measure for maximum likelihood estimation and curve fitting
- Measure-valued opinion dynamics
- Network theory and agent-based modeling in economics and finance
- Statistical physics in collective phenomena in the social sciences and economics
- Exact solution to a generalised Lillo-Mike-Farmer model with heterogeneous order-splitting strategies
- Opinion formation process in a hierarchical society
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