Financial Physics
Document Type
Article
Journal/Book Title/Conference
Reports on Progress in Physics
Volume
66
Publication Date
2003
First Page
1611
Last Page
1649
Abstract
In this introduction to the burgeoning field of econophysics, we review the application of self-organized criticality to economics, the Cont–Bouchaud percolation model, multiple-strategy agent-based models of financial markets, the minority game, and log-periodic precursors to financial crashes.
Recommended Citation
Feigenbaum, James A., (2003), “Financial Physics,” Reports on Progress in Physics 66: 1611-1649. (invited review article)
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