Økonofysik er et tværfagligt område, hvor metoder og modeller fra fysikken bruges til at løse problemer inden for økonomi. Typisk beskæftiger økonofysikere sig med stokastiske processer og ikke-lineær dynamik. Inden for finansmarkedet kaldes økonofysik også for statistisk finansiering.
Tæt relateret til økonofysik er sociofysik, der fokuserer på sociologiske problemstillinger. Blandt de teoretiske retninger inden for økonomi kategoriseres økonofysik som heterodoks.
Litteratur Rosario N. Mantegna, H. Eugene Stanley, An Introduction to Econophysics: Correlations and Complexity in Finance, Cambridge University Press (Cambridge, UK, 1999) Sitabhra Sinha, Arnab Chatterjee, Anirban Chakraborti, Bikas K Chakrabarti. Econophysics: An Introduction, Wiley-VCH (2010) Bikas K Chakrabarti, Anirban Chakraborti, Arnab Chatterjee, Econophysics and Sociophysics : Trends and Perspectives, Wiley-VCH, Berlin (2006) Joseph McCauley, Dynamics of Markets, Econophysics and Finance, Cambridge University Press (Cambridge, UK, 2004) Bertrand Roehner, Patterns of Speculation - A Study in Observational Econophysics, Cambridge University Press (Cambridge, UK, 2002) Surya Y., Situngkir, H., Dahlan, R. M., Hariadi, Y., Suroso, R. (2004). Aplikasi Fisika dalam Analisis Keuangan (Physics Applications in Financial Analysis. Bina Sumber Daya MIPA. Arnab Chatterjee, Sudhakar Yarlagadda, Bikas K Chakrabarti, Econophysics of Wealth Distributions, Springer-Verlag Italia (Milan, 2005) Philip Mirowski, More Heat than Light - Economics as Social Physics, Physics as Nature's Economics, Cambridge University Press (Cambridge, UK, 1989) Ubaldo Garibaldi and Enrico Scalas, Finitary Probabilistic Methods in Econophysics, Cambridge University Press (Cambridge, UK, 2010). Emmanual Farjoun and Moshé Machover, Laws of Chaos: a probabilistic approach to political economy , Verso (London, 1983) Nature Physics Focus issue: Complex networks in finance March 2013 Volume 9 No 3 pp 119–128 Mark Buchanan, What has econophysics ever done for us?, Nature 2013 An Analytical treatment of Gibbs-Pareto behaviour in wealth distribution by Arnab Das and Sudhakar Yarlagadda A distribution function analysis of wealth distribution by Arnab Das and Sudhakar Yarlagadda Analytical treatment of a trading market model by Arnab Das Martin Shubik and Eric Smith, The Guidance of an Enterprise Economy, MIT Press, MIT Press (2016) Abergel, F., Aoyama, H., Chakrabarti, B.K., Chakraborti, A., Deo, N., Raina, D., Vodenska, I. (Eds.), Econophysics and Sociophysics: Recent Progress and Future Directions, , New Economic Windows Series, Springer (2017)
Forelæsninger Economic Fluctuations and Statistical Physics: Quantifying Extremely Rare and Much Less Rare Events, Eugene Stanley, Videolectures.net Applications of Statistical Physics to Understanding Complex Systems, Eugene Stanley, Videolectures.net Financial Bubbles, Real Estate Bubbles, Derivative Bubbles, and the Financial and Economic Crisis, Didier Sornette, Videolectures.net Financial crises and risk management, Didier Sornette, Videolectures.net Bubble trouble: how physics can quantify stock-market crashes, Tobias Preis, Physics World Online Lecture Series
Eksterne henvisninger Modeller fra fysikken kan forudsige, hvor langt du vil pendle fra Videnskab.dk When Physics Became Undisciplined (& Fathers of Econophysics): Cambridge University Thesis (2018) Econophysics Colloquium 2017 Econophysics Ph.D. Program at University of Houston, Houston, TX. Finance Gets Physical - Yale Economic Review Econophysics Forum Conference to mark 25th anniversary of Farjoun and Machover's book Chair of International Economics, University of Bamberg (Germany) Econophysics Colloquium
Kategori:Økonomisk idehistorie, økonomisk metode og heterodoks økonomi Kategori:Anvendt og tværfaglig fysik Kategori:Sociofysik