| As in quantum field theory the "fat tails" can be obtained by complicated "nonperturbative" methods, mainly by numerical ones, since they contain the deviations from the usual Gaussian approximations, e.g. the Black–Scholes theory. Fat tails can, however, also be due to other phenomena, such as a random number of terms in the central-limit theorem, or any number of other, non-econophysics models. Due to the difficulty in testing such models, they have received less attention in traditional economic analysis. | | As in quantum field theory the "fat tails" can be obtained by complicated "nonperturbative" methods, mainly by numerical ones, since they contain the deviations from the usual Gaussian approximations, e.g. the Black–Scholes theory. Fat tails can, however, also be due to other phenomena, such as a random number of terms in the central-limit theorem, or any number of other, non-econophysics models. Due to the difficulty in testing such models, they have received less attention in traditional economic analysis. |
− | 正如在量子场论中一样,“胖尾”可以通过复杂的“非微扰”方法得到,主要是通过数值方法,因为它们包含了通常的高斯近似的偏差,例如:布莱克-斯科尔斯理论。然而,肥尾也可能是由其他现象引起的,比如中心极限定理中的随机项数,或者其他任何非经济物理学模型。由于这些模型难以检验,因此在传统的经济分析中很少受到重视。
| + | 正如在量子场论中一样,“肥尾”可以通过复杂的“非微扰”方法得到,主要是通过数值方法,因为它们包含了通常的高斯近似的偏差,例如:布莱克-斯科尔斯理论。然而,肥尾也可能是由其他现象引起的,比如中心极限定理中的随机项数,或者其他任何非经济物理学模型。由于这些模型难以检验,因此在传统的经济分析中很少受到重视。 |
| Papers on econophysics have been published primarily in journals devoted to physics and statistical mechanics, rather than in leading economics journals. Some [[Mainstream economics|Mainstream economists]] have generally been unimpressed by this work.<ref>{{cite journal |author=Philip Ball |title=Econophysics: Culture Crash |journal=Nature |volume=441 |pages=686–688 |year=2006 |doi=10.1038/441686a |pmid=16760949 |issue=7094|bibcode = 2006Natur.441..686B |citeseerx=10.1.1.188.8120 |s2cid=4319192 }}</ref> Other economists, including [[Mauro Gallegati]], [[Steve Keen]], [[Paul Ormerod]], and Alan Kirman have shown more interest, but also criticized some trends in econophysics. More recently, [[Vernon L. Smith]], one of the founders of [[experimental economics]] and [[Nobel Memorial Prize in Economic Sciences]] laureate, has used these techniques and claimed they show a lot of promise.<ref name = CaSm></ref> | | Papers on econophysics have been published primarily in journals devoted to physics and statistical mechanics, rather than in leading economics journals. Some [[Mainstream economics|Mainstream economists]] have generally been unimpressed by this work.<ref>{{cite journal |author=Philip Ball |title=Econophysics: Culture Crash |journal=Nature |volume=441 |pages=686–688 |year=2006 |doi=10.1038/441686a |pmid=16760949 |issue=7094|bibcode = 2006Natur.441..686B |citeseerx=10.1.1.188.8120 |s2cid=4319192 }}</ref> Other economists, including [[Mauro Gallegati]], [[Steve Keen]], [[Paul Ormerod]], and Alan Kirman have shown more interest, but also criticized some trends in econophysics. More recently, [[Vernon L. Smith]], one of the founders of [[experimental economics]] and [[Nobel Memorial Prize in Economic Sciences]] laureate, has used these techniques and claimed they show a lot of promise.<ref name = CaSm></ref> |