Physicists attempt to scale the ivory towers of finance
Physicists have recently begun doing research in finance, and even though this movement is less than five years old, interesting and useful contributions have already emerged. This article reviews these developments in four areas, including empirical statistical properties of prices, random-process...
| Main Author: | |
|---|---|
| Format: | Journal article |
| Published: |
1999
|
| _version_ | 1797070681477742592 |
|---|---|
| author | Farmer, J |
| author_facet | Farmer, J |
| author_sort | Farmer, J |
| collection | OXFORD |
| description | Physicists have recently begun doing research in finance, and even though this movement is less than five years old, interesting and useful contributions have already emerged. This article reviews these developments in four areas, including empirical statistical properties of prices, random-process models for price dynamics, agent-based modeling, and practical applications. |
| first_indexed | 2024-03-06T22:42:25Z |
| format | Journal article |
| id | oxford-uuid:5c0c9c1b-1049-4bef-8b7a-44c792141caf |
| institution | University of Oxford |
| last_indexed | 2024-03-06T22:42:25Z |
| publishDate | 1999 |
| record_format | dspace |
| spelling | oxford-uuid:5c0c9c1b-1049-4bef-8b7a-44c792141caf2022-03-26T17:25:43ZPhysicists attempt to scale the ivory towers of financeJournal articlehttp://purl.org/coar/resource_type/c_dcae04bcuuid:5c0c9c1b-1049-4bef-8b7a-44c792141cafSymplectic Elements at Oxford1999Farmer, JPhysicists have recently begun doing research in finance, and even though this movement is less than five years old, interesting and useful contributions have already emerged. This article reviews these developments in four areas, including empirical statistical properties of prices, random-process models for price dynamics, agent-based modeling, and practical applications. |
| spellingShingle | Farmer, J Physicists attempt to scale the ivory towers of finance |
| title | Physicists attempt to scale the ivory towers of finance |
| title_full | Physicists attempt to scale the ivory towers of finance |
| title_fullStr | Physicists attempt to scale the ivory towers of finance |
| title_full_unstemmed | Physicists attempt to scale the ivory towers of finance |
| title_short | Physicists attempt to scale the ivory towers of finance |
| title_sort | physicists attempt to scale the ivory towers of finance |
| work_keys_str_mv | AT farmerj physicistsattempttoscaletheivorytowersoffinance |