Colloquium
Econophysics: A burgeoning field for physicists

日期:2010-06-02 阅读:933

摘要

Econophysics is a burgeoning interdisciplinary field, which applies ideas, models, theories and tools from statistical physics to economic and financial systems (My talk will focus on financial markets). Roughly speaking, what physicists have done on topics related to financial markets could be regarded as econophysics studies. The history that physicists immerse in financial markets can be traced back to Isaac Newton and many internationally recognized scholars in mainstream finance hold a PhD degree in physics. In my talk, I will give a brief review about the history of econophysics and introduce some Chinese groups in econophysics. Then I will discuss some important research directions, such as the statistical properties (especially scaling and universality) of financial quantities, modelling and prediction of financial bubbles, and microscopic models (say, Ising models, minority games, and order-driven models with zero intelligence). The latest financial and economic tsunami will also be discussed.


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