Title

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.

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