7,129
个编辑
更改
跳到导航
跳到搜索
第1行：
第1行： − + − Econophysics is a heterodox interdisciplinary research field, applying theories and methods originally developed by physicists in order to solve problems in economics, usually those including uncertainty or stochastic processes and nonlinear dynamics. Some of its application to the study of financial markets has also been termed statistical finance referring to its roots in statistical physics. Econophysics is closely related to social physics. − '''经济物理学'''是一个'''<font color="#ff8000">非正统的 Heterodox</font>'''的跨学科研究领域，通过应用'''<font color="#ff8000">物理学家</font>'''开发的理论和方法来解决'''<font color="#ff8000">经济</font>'''问题，通常包括不确定性或'''<font color="#ff8000">随机过程 Stochastic Process</font>'''和'''<font color="#ff8000">非线性动力学 Nonlinear Dynamics</font>'''。因为它源于'''<font color="#ff8000">统计物理学 Statistical Physics</font>'''，它在金融市场研究中的一些应用也被称为'''<font color="#ff8000">统计金融学 Statistical Finance</font>'''。经济物理学与'''<font color="#ff8000">社会物理学 Social Physics</font>'''密切相关。 + + − ==History==+ − 历史 − Physicists' interest in the [[social sciences]] is not new; [[Daniel Bernoulli]], as an example, was the originator of [[utility]]-based preferences. One of the founders of [[neoclassical economic theory]], former Yale University Professor of Economics [[Irving Fisher]], was originally trained under the renowned Yale [[physicist]], [[Josiah Willard Gibbs]].<ref>[http://www.yaleeconomicreview.com/issues/2006_spring/financephysical.html Yale Economic Review, Retrieved October-25-09] {{webarchive|url=https://web.archive.org/web/20080508025252/http://www.yaleeconomicreview.com/issues/2006_spring/financephysical.html |date=2008-05-08 }}</ref> Likewise, [[Jan Tinbergen]], who won the first [[Nobel Memorial Prize in Economic Sciences]] in 1969 for having developed and applied dynamic models for the analysis of economic processes, studied physics with [[Paul Ehrenfest]] at [[Leiden University]]. In particular, Tinbergen developed the [[Gravity model of trade|gravity model of international trade]] that has become the workhorse of international economics. − − Physicists' interest in the social sciences is not new; Daniel Bernoulli, as an example, was the originator of utility-based preferences. One of the founders of neoclassical economic theory, former Yale University Professor of Economics Irving Fisher, was originally trained under the renowned Yale physicist, Josiah Willard Gibbs. Likewise, Jan Tinbergen, who won the first Nobel Memorial Prize in Economic Sciences in 1969 for having developed and applied dynamic models for the analysis of economic processes, studied physics with Paul Ehrenfest at Leiden University. In particular, Tinbergen developed the gravity model of international trade that has become the workhorse of international economics. − − 物理学家对'''<font color="#ff8000">社会科学 Social Sciences</font>'''的兴趣并不是什么新鲜事; 例如，'''<font color="#ff8000">丹尼尔·伯努利 Daniel Bernoulli</font>'''最早提出基于'''<font color="#ff8000">效用 Utility</font>'''的偏好。'''<font color="#ff8000">新古典主义经济理论 Neoclassical Economic Theory</font>'''的创始人之一，前耶鲁大学经济学教授'''<font color="#ff8000">欧文·费歇尔 Irving Fisher</font>'''，最初曾受训于著名的耶鲁大学'''<font color="#ff8000">物理学家 Physicist</font>'''，'''<font color="#ff8000">约西亚·威拉德·吉布斯 Josiah Willard Gibbs</font>'''。同样，'''<font color="#ff8000">扬·廷伯根 Jan Tinbergen</font>'''，在'''<font color="#ff8000">莱顿大学 Leiden University</font>'''和 '''<font color="#ff8000">保罗·埃伦费斯特 Paul Ehrenfest</font>'''一起学习了物理学，因为开发和应用了经济过程分析的动态模型而获得了1969年的第一个'''<font color="#ff8000">诺贝尔经济学奖 Nobel Memorial Prize in Economic Sciences</font>'''。特别的是，Tinbergen 提出了'''<font color="#ff8000">国际贸易的引力模型 gravity model of international trade</font>'''，这个模型已经成为国际经济学的主力。 − − − − Econophysics was started in the mid-1990s by several physicists working in the subfield of [[statistical mechanics]]. Unsatisfied with the traditional explanations and approaches of economists – which usually prioritized simplified approaches for the sake of soluble theoretical models over agreement with empirical data – they applied tools and methods from physics, first to try to match financial data sets, and then to explain more general economic phenomena. − − Econophysics was started in the mid-1990s by several physicists working in the subfield of statistical mechanics. Unsatisfied with the traditional explanations and approaches of economists – which usually prioritized simplified approaches for the sake of soluble theoretical models over agreement with empirical data – they applied tools and methods from physics, first to try to match financial data sets, and then to explain more general economic phenomena. − − 经济物理学是在20世纪90年代中期由几个在'''<font color="#ff8000">统计力学 Statistical Mechanics</font>'''领域工作的物理学家发起的。他们不满足于经济学家的传统解释和方法——这种方法通常优先考虑将问题简化以便于建立有解的理论模型，而不是取实证数据来分析——他们应用物理学的工具和方法，首先在金融数据集上进行匹配，尝试去解释更普遍的经济现象。 − − − − One driving force behind econophysics arising at this time was the sudden availability of large amounts of financial data, starting in the 1980s. It became apparent that traditional methods of analysis were insufficient – standard economic methods dealt with homogeneous agents and equilibrium, while many of the more interesting phenomena in financial markets fundamentally depended on [[Heterogeneous agents#Social and human science|heterogeneous agents]] and far-from-equilibrium situations. − − One driving force behind econophysics arising at this time was the sudden availability of large amounts of financial data, starting in the 1980s. It became apparent that traditional methods of analysis were insufficient – standard economic methods dealt with homogeneous agents and equilibrium, while many of the more interesting phenomena in financial markets fundamentally depended on heterogeneous agents and far-from-equilibrium situations. − + − The term "econophysics" was coined by [[H. Eugene Stanley]], to describe the large number of papers written by physicists in the problems of (stock and other) markets, in a conference on statistical physics in [[Kolkata]] (erstwhile [[Calcutta]]) in 1995 and first appeared in its proceedings publication in [[Physica A]] 1996.<ref>[http://www.saha.ac.in/cmp/camcs/Stanley-interview.pdf Interview of H. E. Stanley on Econophysics (Published in "IIM Kozhikode Society & Management Review", Sage publication (USA), Vol. 2 Issue 2 (July), pp. 73-78 (2013))]</ref><ref>[https://arxiv.org/abs/1308.2191 Econophysics Research in India in the last two Decades (1993-2013) (Published in "IIM Kozhikode Society & Management Review", Sage publication (USA), Vol. 2 Issue 2 (July), pp. 135-146 (2013))]</ref> The inaugural meeting on econophysics was organised in 1998 in Budapest by [[János Kertész]] and [[Imre Kondor]]. The first book on econophysics was by R. N. Mantegna & H. E. Stanley in 2000.<ref>"An Introduction to Econophysics", Cambridge University Press, Cambridge (2000)</ref> − − The term "econophysics" was coined by H. Eugene Stanley, to describe the large number of papers written by physicists in the problems of (stock and other) markets, in a conference on statistical physics in Kolkata (erstwhile Calcutta) in 1995 and first appeared in its proceedings publication in Physica A 1996. The inaugural meeting on econophysics was organised in 1998 in Budapest by János Kertész and Imre Kondor. The first book on econophysics was by R. N. Mantegna & H. E. Stanley in 2000. − − “经济物理学”一词是由'''<font color="#ff8000">H·尤金·斯坦利 H·Eugene Stanley</font>''' 于1995年在'''<font color="#ff8000">加尔各答 Kolkata</font>'''(昔日的'''<font color="#ff8000">加尔各答 Calcutta</font>''')的一次统计物理学会议上提出，用来描述物理学家们在(股票和其他)市场问题上撰写的大量论文。“经济物理学”一词首次出现在1996年在'''<font color="#ff8000">《Physica A》</font>''' 出版的会议记录中。首次经济物理学会议于1998年在布达佩斯由'''<font color="#ff8000">János Kertész</font>''' 和'''<font color="#ff8000">Imre Kondor</font>'''举办。2000年，r. n. Mantegna & h. e. Stanley 出版了第一本关于经济物理学的书。 − − The almost regular meeting series on the topic include: ECONOPHYS-KOLKATA (held in Kolkata & Delhi),<ref>"Econophysics of Wealth Distributions", Eds. A. Chatterjee et al., New Economic Windows, Springer, Milan (2005), & the subsequent eight Proc. Volumes published in 2006, 2007, 2010, 2011, 2013, 2014, 2015 & 2019 in the New Economic Windows series of Springer</ref> Econophysics Colloquium, ESHIA/ WEHIA.+ − The almost regular meeting series on the topic include: ECONOPHYS-KOLKATA (held in Kolkata & Delhi), Econophysics Colloquium, ESHIA/ WEHIA. − 关于这一主题的几乎定期的会议系列包括: 经济学-加尔各答 (在加尔各答和德里举行)、 经济物理学座谈会、 ESHIA/WEHIA。+ − In recent years [[network science]], heavily reliant on analogies from [[statistical mechanics]], has been applied to the study of productive systems. That is the case with the works done at the [[Santa Fe Institute]] in European Funded Research Projects as Forecasting Financial Crises and the Harvard-MIT [[The Observatory of Economic Complexity|Observatory of Economic Complexity]]+ − − In recent years network science, heavily reliant on analogies from statistical mechanics, has been applied to the study of productive systems. That is the case with the works done at the Santa Fe Institute in European Funded Research Projects as Forecasting Financial Crises and the Harvard-MIT Observatory of Economic Complexity − − 近年来，'''<font color="#ff8000">网络科学 Network Science</font>'''，严重依赖于'''<font color="#ff8000">统计力学 Statistical Mechanics</font>'''的类推，已经应用于生产系统的研究。'''<font color="#ff8000">圣菲研究所 Santa Fe Institute</font>'''在欧洲资助的研究预测金融危机的项目和哈佛-麻省理工学院经济复杂性观测站的工作基于此类研究而建立的。 − − − − − − + − − − − If, on the other hand, "econophysics" is taken to denote the application of physics to economics, one can consider the works of [[Léon Walras]] and [[Vilfredo Pareto]] as part of it. Indeed, as shown by [[Bruna Ingrao]] and [[Giorgio Israel]], [[general equilibrium theory]] in economics is based on the physical concept of [[mechanical equilibrium]]. − − If, on the other hand, "econophysics" is taken to denote the application of physics to economics, one can consider the works of Léon Walras and Vilfredo Pareto as part of it. Indeed, as shown by Bruna Ingrao and Giorgio Israel, general equilibrium theory in economics is based on the physical concept of mechanical equilibrium. − − 另一方面，如果把“经济物理学”看作是物理学在经济学中的应用，那么可以把'''<font color="#ff8000">列昂·瓦尔拉斯 Léon Walras</font>'''和'''<font color="#ff8000">维尔弗雷多·帕雷托 Vilfredo Pareto</font>'''的贡献看作是其中的一部分。事实上，正如'''<font color="#ff8000">布鲁娜·因格罗 Bruna Ingrao</font>'''和'''<font color="#ff8000">乔治·以色列 Giorgio Israel</font>'''所阐述的那样，经济学中的'''<font color="#ff8000">一般均衡理论 general equilibrium theory</font>'''是基于'''<font color="#ff8000">力学平衡 mechanical equilibrium</font>'''的物理概念。 − − − − Econophysics has nothing to do with the "physical quantities approach" to economics, advocated by [[Ian Steedman]] and others associated with [[neo-Ricardianism]]. Notable econophysicists are [[Jean-Philippe Bouchaud]], [[Bikas K Chakrabarti]], [[J. Doyne Farmer]], [[Diego Garlaschelli]], [[Dirk Helbing]], [[János Kertész]], [[Francis Longstaff]], [[Rosario N. Mantegna]], Matteo Marsili, [[Joseph L. McCauley]], Enrico Scalas, [[Didier Sornette]], [[H. Eugene Stanley]], [[Victor Yakovenko]] and Yi-Cheng Zhang. Particularly noteworthy among the formal courses on econophysics is the one offered by [[Diego Garlaschelli]] at the Physics Department of the [[Leiden University]],<ref>{{Cite web|url=https://studiegids.leidenuniv.nl/en/courses/show/34804/econofysica|title=Econophysics, 2012-2013 ~ e-Prospectus, Leiden University|website=studiegids.leidenuniv.nl|language=en|access-date=2018-09-10}}</ref><ref>{{Cite web|url=https://studiegids.universiteitleiden.nl/courses/99643/econophysics|title=Econophysics, 2020-2021 ~ e-Prospectus, Leiden University|website=studiegids.leidenuniv.nl|language=en|access-date=2020-09-05}}</ref> from where the first Nobel-laureate in economics [[Jan Tinbergen]] came. From September 2014 King's College has awarded the first position of Full Professor in Econophysics. − − Econophysics has nothing to do with the "physical quantities approach" to economics, advocated by Ian Steedman and others associated with neo-Ricardianism. Notable econophysicists are Jean-Philippe Bouchaud, Bikas K Chakrabarti, J. Doyne Farmer, Diego Garlaschelli, Dirk Helbing, János Kertész, Francis Longstaff, Rosario N. Mantegna, Matteo Marsili, Joseph L. McCauley, Enrico Scalas, Didier Sornette, H. Eugene Stanley, Victor Yakovenko and Yi-Cheng Zhang. Particularly noteworthy among the formal courses on econophysics is the one offered by Diego Garlaschelli at the Physics Department of the Leiden University, from where the first Nobel-laureate in economics Jan Tinbergen came. From September 2014 King's College has awarded the first position of Full Professor in Econophysics. − − 经济物理学同 '''<font color="#ff8000">伊恩·斯蒂德曼 Ian Steedman</font>'''和其他'''<font color="#ff8000">新李嘉图学派 neo-Ricardianism</font>'''相关的人提出的经济学的物理量方法没有任何关系。著名的经济物理学家有，'''<font color="#ff8000">让-菲利普·布查德 Jean-Philippe Bouchaud</font>''','''<font color="#ff8000">比卡斯·K·查克拉巴蒂 Bikas K Chakrabarti</font>''','''<font color="#ff8000">J·杜恩·法默 J.Doyne Farmer</font>''','''<font color="#ff8000">迭戈·加拉斯切利 Diego Garlaschelli</font>''','''<font color="#ff8000">德克·赫尔宾 Dirk Helbing</font>''','''<font color="#ff8000">János Kertész</font>''','''<font color="#ff8000">弗朗西斯·朗斯塔夫 Francis Longstaff</font>''','''<font color="#ff8000">罗萨里奥·N·曼特尼亚 Rosario N. Mantegna</font>''','''<font color="#ff8000">马泰奥·马希里 Matteo Marsili</font>''','''<font color="#ff8000">约瑟夫·L·麦考利 Joseph L. McCauley</font>''','''<font color="#ff8000">恩里科·斯卡拉斯 Enrico Scalas</font>''','''<font color="#ff8000">迪迪埃·索内特 Didier Sornette</font>''','''<font color="#ff8000">H·尤金·斯坦利 H. Eugene Stanley</font>''','''<font color="#ff8000">维克托·雅科文科 Victor Yakovenko</font>'''和张翼成。特别值得一提的是莱顿大学物理系的 Diego Garlaschelli 开设的一门经济物理学的正规课程，他就是第一位诺贝尔经济学奖得主 Jan Tinbergen 的后生。由2014年9月起，英皇书院正式授予经济物理学首个全职教授职位。 − − ==Basic tools== − 基本工具 − − − Basic tools of econophysics are [[Probability|probabilistic]] and [[Statistics|statistical]] methods often taken from statistical physics. − − Basic tools of econophysics are probabilistic and statistical methods often taken from statistical physics. − − 经济物理学的基本工具是通常取自统计物理学的'''<font color="#ff8000">概率 Probability</font>'''和'''<font color="#ff8000">统计 Statistics</font>'''方法。 − − − − Physics models that have been applied in economics include the [[kinetic theory of gas]] (called the [[kinetic exchange models of markets]] <ref>{{cite book| author=[[Bikas K Chakrabarti]], Anirban Chakraborti, Satya R Chakravarty, Arnab Chatterjee |title=Econophysics of Income & Wealth Distributions | publisher=[[Cambridge University Press]], [[Cambridge]]|year= 2012 |work=}}</ref>), [[percolation]] models, [[Chaos theory|chaotic]] models developed to study cardiac arrest, and models with [[self-organizing criticality]] as well as other models developed for [[earthquake prediction]].<ref>{{cite book |author=Didier Sornette |title=Why Stock Markets Crash? |publisher=[[Princeton University Press]]|year= 2003 |accessdate=|work=|author-link=Didier Sornette }}</ref> Moreover, there have been attempts to use the mathematical theory of [[complexity]] and [[information theory]], as developed by many scientists among whom are [[Murray Gell-Mann]] and [[Claude E. Shannon]], respectively. − − Physics models that have been applied in economics include the kinetic theory of gas (called the kinetic exchange models of markets ), percolation models, chaotic models developed to study cardiac arrest, and models with self-organizing criticality as well as other models developed for earthquake prediction. Moreover, there have been attempts to use the mathematical theory of complexity and information theory, as developed by many scientists among whom are Murray Gell-Mann and Claude E. Shannon, respectively. − 应用于经济学的物理模型包括'''<font color="#ff8000">气体动力学理论 kinetic theory of gas</font>'''(称为'''<font color="#ff8000">市场动力学交换模型 kinetic exchange models of markets</font>''')、'''<font color="#ff8000">逾渗 percolation</font>'''模型、用于研究心脏骤停的'''<font color="#ff8000">混沌 chaotic</font>'''模型、具有'''<font color="#ff8000">自组织临界性 self-organizing criticality</font>'''的模型以及其他用于'''<font color="#ff8000">地震预测 earthquake prediction</font>'''的模型。此外，还有人试图使用'''<font color="#ff8000">复杂性 complexity</font>'''数学理论和'''<font color="#ff8000">信息论 information theory</font>'''，这两种理论是由许多科学家发展起来的，其中分别有'''<font color="#ff8000">默里·盖尔曼 Murray Gell-Mann</font>'''和'''<font color="#ff8000">克劳德·E·香农 Claude E. Shannon</font>'''。 + − For [[Potential game#Bounded Rational Models|potential games]], it has been shown that an emergence-producing equilibrium based on information via Shannon information entropy produces the same equilibrium measure ([[Gibbs measure]] from statistical mechanics) as a stochastic dynamical equation, both of which are based on [[bounded rationality]] models used by economists.<ref name="Ca">{{cite arXiv |last=Campbell |first=Michael J. |date=2005 |title=A Gibbsian approach to potential game theory |eprint=cond-mat/0502112v2 | url=https://www.researchgate.net/publication/1878148}}</ref> + − For potential games, it has been shown that an emergence-producing equilibrium based on information via Shannon information entropy produces the same equilibrium measure (Gibbs measure from statistical mechanics) as a stochastic dynamical equation, both of which are based on bounded rationality models used by economists. + + − 对于'''<font color="#ff8000">势博弈 Potential game</font>'''，已经证明了一个基于信息的涌现均衡通过香农熵产生的结果与随机动力方程的均衡测度相同(来自统计力学的'''<font color="#ff8000">吉布斯测度 Gibbs measure</font>''') ，这两者都是基于经济学家使用的'''<font color="#ff8000">有限理性 Bounded Rationality</font>'''模型。 − The fluctuation-dissipation theorem connects the two to establish a concrete correspondence of "temperature", "entropy", "free potential/energy", and other physics notions to an economics system. The statistical mechanics model is not constructed a-priori - it is a result of a boundedly rational assumption and modeling on existing neoclassical models. It has been used to prove the "inevitability of collusion" result of [[Huw Dixon]] in a case for which the neoclassical version of the model does not predict collusion.<ref name="HD">{{cite journal | last = Dixon | first = Huw| title = keeping up with the Joneses: competition and the evolution of collusion| journal = Journal of Economic Behavior and Organization| volume = 43| issue = 2| pages = 223–238| date = 2000| doi=10.1016/s0167-2681(00)00117-7}}</ref> + − The fluctuation-dissipation theorem connects the two to establish a concrete correspondence of "temperature", "entropy", "free potential/energy", and other physics notions to an economics system. The statistical mechanics model is not constructed a-priori - it is a result of a boundedly rational assumption and modeling on existing neoclassical models. It has been used to prove the "inevitability of collusion" result of Huw Dixon in a case for which the neoclassical version of the model does not predict collusion. − “温度”、“熵”、“自由势/能”以及其他已建立的物理概念与经济系统的具体对应关系被涨落耗散定理成功联系起来。统计力学模型不是先验构建的，它是有限理性假设和现有新古典主义模型建模结合的结果。在一个新古典主义模型不能预测合谋的案例中，它被用来证明'''<font color="#ff8000">休·迪克森 Huw Dixon</font>'''的“合谋的必然性”结果。+ − Here the demand is increasing, as with [[Veblen good]]s or stock buyers with the [[Hot-hand fallacy#Consumers|"hot hand"]] fallacy preferring to buy more successful stocks and sell those that are less successful.<ref name="Johnson2005">{{cite journal|last=Johnson|first=Joseph|author2=Tellis, G.J. |author3=Macinnis, D.J. |s2cid=145211986|title=Losers, Winners, and Biased Trades|journal=Journal of Consumer Research|year=2005|volume=2|issue=32|pages=324–329|doi=10.1086/432241}}</ref> − Here the demand is increasing, as with Veblen goods or stock buyers with the "hot hand" fallacy preferring to buy more successful stocks and sell those that are less successful.+ − 需求在不断的增加，就像'''<font color="#ff8000">韦伯伦商品 Veblen good</font>''' 或有'''<font color="#ff8000">短期持续性 Hot Hand</font>'''谬论的股票买家，他们更愿意买入更多成功的股票，卖出那些不那么成功的股票。 − [[Vernon L. Smith]] used these techniques to model sociability in economics.<ref name = "CaSm">+ − {{cite journal|author1 = Michael J. Campbell | author2 = [[Vernon L. Smith]] | title = An elementary humanomics approach to boundedly rational quadratic models | journal = Physica A |year=2020| volume = 562 | page = 125309 |doi=10.1016/j.physa.2020.125309| url =https://www.researchgate.net/publication/343657559}}</ref> There, a model correctly predicts that agents are averse to resentment and punishment, and that there is an asymmetry between gratitude/reward and resentment/punishment. The classical Nash equilibrium is shown to have ''no'' predictive power for that model, and the Gibbs equilibrium must be used to predict phenomena outlined in ''Humanomics''.<ref name = "SmWi">{{cite book|author = [[Vernon L. Smith]] and [[Bart J. Wilson]]|date=2019|title=Humanomics: Moral Sentiments and the Wealth of Nations for the Twenty-First Century|url=https://www.cambridge.org/core/books/humanomics/1B4064A206BD99DB36E794B53ADF8BB4|doi = 10.1017/9781108185561|publisher=Cambridge University Press|isbn=9781108185561}}</ref> − Vernon L. Smith used these techniques to model sociability in economics. There, a model correctly predicts that agents are averse to resentment and punishment, and that there is an asymmetry between gratitude/reward and resentment/punishment. The classical Nash equilibrium is shown to have no predictive power for that model, and the Gibbs equilibrium must be used to predict phenomena outlined in Humanomics. − + + − + − + − − − Zunino et al. use an innovative statistical tool in the financial literature: the complexity-entropy causality plane. This Cartesian representation establish an efficiency ranking of different markets and distinguish different bond market dynamics. Moreover, the authors conclude that the classification derived from the complexity-entropy causality plane is consistent with the qualifications assigned by major rating companies to the sovereign instruments. A similar study developed by Bariviera et al.<ref>{{cite journal |author=Bariviera, A.F., Zunino, L., Guercio, M.B., Martinez, L.B. and Rosso, O.A.|title=Efficiency and credit ratings: a permutation-information-theory analysis |journal=Journal of Statistical Mechanics: Theory and Experiment|volume= 2013|page= P08007|year=2013 |doi=10.1088/1742-5468/2013/08/P08007 | issue = 8|bibcode = 2013JSMTE..08..007F |arxiv = 1509.01839 |url=http://ri.conicet.gov.ar/bitstream/11336/2007/1/Journal_of_Statistical_Mechanics.pdf|hdl=11336/2007 |s2cid=122829948 }}</ref> explore the relationship between credit ratings and informational efficiency of a sample of corporate bonds of US oil and energy companies using also the complexity–entropy causality plane. They find that this classification agrees with the credit ratings assigned by Moody's. − − Zunino et al. use an innovative statistical tool in the financial literature: the complexity-entropy causality plane. This Cartesian representation establish an efficiency ranking of different markets and distinguish different bond market dynamics. Moreover, the authors conclude that the classification derived from the complexity-entropy causality plane is consistent with the qualifications assigned by major rating companies to the sovereign instruments. A similar study developed by Bariviera et al. explore the relationship between credit ratings and informational efficiency of a sample of corporate bonds of US oil and energy companies using also the complexity–entropy causality plane. They find that this classification agrees with the credit ratings assigned by Moody's. − − 祖尼诺等人，在金融文献中使用创新的统计工具: 复杂性-熵因果关系平面。这种笛卡尔式表示建立了不同市场的效率排名，并区分了不同的债券市场动态。此外，从复杂熵因果关系平面导出的分类结果与主权证券评级公司对主权证券的评级结果一致。同时由 Bariviera 等人开发的一个类似的研究，以美国石油和能源公司债券为样本，运用复杂熵因果关系平面，探讨了信用评级与信息效率的关系。他们发现，这一分类与穆迪给予的信用评级相一致。 − − − Another good example is [[random matrix theory]], which can be used to identify the noise in financial correlation matrices. One paper has argued that this technique can improve the performance of portfolios, e.g., in applied in [[Modern portfolio theory|portfolio optimization]].<ref>{{cite journal |author1=Vasiliki Plerou |author2=Parameswaran Gopikrishnan |author3=Bernd Rosenow |author4=Luis Amaral |author5=Thomas Guhr |author6=H. Eugene Stanley |title=Random matrix approach to cross correlations in financial data |journal=Physical Review E|volume= 65|page= 066126 |year=2002 |doi=10.1103/PhysRevE.65.066126 |pmid=12188802 | issue = 6|arxiv = cond-mat/0108023 |bibcode = 2002PhRvE..65f6126P |s2cid=2753508 }}</ref> − Another good example is random matrix theory, which can be used to identify the noise in financial correlation matrices. One paper has argued that this technique can improve the performance of portfolios, e.g., in applied in portfolio optimization. − 另一个很好的例子是'''<font color="#ff8000">随机矩阵理论 random matrix theory</font>'''，它可以用来识别金融相关矩阵中的噪声。一篇论文认为，这种技术可以改善投资组合的性能，例如，应用于'''<font color="#ff8000">portfolio optimization 投资组合优化</font>'''。+ − There are, however, various other tools from physics that have so far been used, such as [[fluid dynamics]], [[classical mechanics]] and [[quantum mechanics]] (including so-called [[classical economy]], [[quantum economics]] and [[quantum finance]]),<ref name="AK">{{Cite book|title = Probabilistic Economic Theory|last = Anatoly V. Kondratenko|work = Nauka |year = 2015|isbn = 978-5-02-019121-1}}</ref> and the [[path integral formulation]] of statistical mechanics.<ref name=":0">{{Cite book|title = The Unity of Science and Economics: A New Foundation of Economic Theory|last = Chen|first = Jing|publisher = Springer|year = 2015|isbn = |location = https://www.springer.com/us/book/9781493934645|pages = }}</ref>+ − There are, however, various other tools from physics that have so far been used, such as fluid dynamics, classical mechanics and quantum mechanics (including so-called classical economy, quantum economics and quantum finance), and the path integral formulation of statistical mechanics. − + − The concept of [[economic complexity index]], introduced by the MIT physicist [[Cesar A. Hidalgo]] and the Harvard economist [[Ricardo Hausmann]] and made available at MIT's [[The Observatory of Economic Complexity|Observatory of Economic Complexity]], has been devised as a [[List of countries by future GDP (based on ECI) estimates|predictive tool for economic growth]]. According to the estimates of Hausmann and Hidalgo, the ECI is far more accurate in predicting GDP growth than the traditional governance measures of the [[World Bank]].<ref>{{cite web |url=http://atlas.media.mit.edu/atlas/ |title= The Atlas of Economic Complexity |author1=Ricardo Hausmann |author2=Cesar Hidalgo |publisher= The Observatory of Economic Complexity (MIT Media Lab) |accessdate=26 April 2012|display-authors=etal}}</ref>+ − The concept of economic complexity index, introduced by the MIT physicist Cesar A. Hidalgo and the Harvard economist Ricardo Hausmann and made available at MIT's Observatory of Economic Complexity, has been devised as a predictive tool for economic growth. According to the estimates of Hausmann and Hidalgo, the ECI is far more accurate in predicting GDP growth than the traditional governance measures of the World Bank. − + − There are also analogies between finance theory and [[diffusion]] theory. For instance, the [[Black–Scholes equation]] for [[option (finance)|option]] pricing is a [[diffusion equation|diffusion]]-[[advection]] equation (see however <ref name="autogenerated2003">{{cite book |author1=Jean-Philippe Bouchaud |author2=Marc Potters |title=Theory of Financial Risk and Derivative Pricing |url=https://archive.org/details/theoryoffinancia0000bouc |url-access=registration |publisher=Cambridge University Press|year= 2003 |accessdate=|work=}}</ref><ref>{{cite journal|doi=10.1080/713665871 | volume=1 | issue=5 | title=Welcome to a non-Black-Scholes world | year=2001 | journal=Quantitative Finance | pages=482–483 | last1 = Bouchaud | first1 = J-P. | last2 = Potters | first2 = M.| s2cid=154368053 }}</ref> for a critique of the Black–Scholes methodology). The Black–Scholes theory can be extended to provide an analytical theory of main factors in economic activities.<ref name=":0" /> − There are also analogies between finance theory and diffusion theory. For instance, the Black–Scholes equation for option pricing is a diffusion-advection equation (see however for a critique of the Black–Scholes methodology). The Black–Scholes theory can be extended to provide an analytical theory of main factors in economic activities. 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. Also several scaling laws have been found in various economic data.+ − 在金融理论和'''<font color="#ff8000">扩散 Diffusion</font>'''理论之间也有相似之处。例如，期权定价的'''<font color="#ff8000">布莱克-斯科尔斯方程 Black–Scholes equation</font>'''是一个'''<font color="#ff8000">扩散-对流 diffusion-advection</font>'''方程(见对布莱克-斯科尔斯方法论的批判)。布莱克-斯科尔斯理论可以扩展为经济活动中主要因素的分析理论。其他经济学家，包括毛罗 · 加勒盖蒂，史蒂夫 · 基恩，保罗 · 奥默罗德和艾伦 · 基尔曼对此表现出了更多的兴趣，但也批评了经济物理学的一些趋势。最近，实验经济学创始人之一、诺贝尔经济学奖得主弗农·L·史密斯使用了这些技术并承诺它们会有非常良好的前景。同时，在各种经济数据中，也发现了标度律的存在。+ + − ==Influence== − 影响 + − 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，“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> − 关于经济物理学的论文主要发表在专门研究物理学和统计力学的期刊上，而不是主要的经济学期刊上。一些'''<font color="#ff8000">主流经济学家 Mainstream economics</font>'''普遍对这项研究不以为然。其他经济学家，包括'''<font color="#ff8000">毛罗·加勒盖蒂 Mauro Gallegati </font>'''，'''<font color="#ff8000">史蒂夫·基恩 Steve Keen</font>'''，'''<font color="#ff8000">保罗·奥默罗德 Paul Ormerod</font>'''和艾伦·基尔曼对此表现出了更多的兴趣，但也批评了经济物理学的一些趋势。最近，'''<font color="#ff8000">实验经济学 experimental economics</font>'''创始人之一、'''<font color="#ff8000">诺贝尔经济学奖 Nobel Memorial Prize in Economic Sciences</font>'''得主'''<font color="#ff8000">弗农·L·史密斯 Vernon L. Smith</font>'''使用了这些技术并承诺它们会有非常良好的前景。+ − − Econophysics is having some impacts on the more applied field of [[quantitative finance]], whose scope and aims significantly differ from those of economic theory. Various econophysicists have introduced models for price fluctuations in [[physics of financial markets]] or original points of view on established models.<ref name="autogenerated2003"/><ref>{{cite journal |author=Enrico Scalas |title=The application of continuous-time random walks in finance and economics |journal=Physica A |volume=362 |pages=225–239 |year=2006 |doi=10.1016/j.physa.2005.11.024|bibcode = 2006PhyA..362..225S |issue=2 }}</ref><ref>{{cite journal |author1=Y. Shapira |author2=Y. Berman |author3=E. Ben-Jacob |title=Modelling the short term herding behaviour of stock markets |journal=New Journal of Physics |volume=16 |issue=5 |year=2014 | doi= 10.1088/1367-2630/16/5/053040|bibcode = 2014NJPh...16e3040S |page=053040|doi-access=free }}</ref> Also several scaling laws have been found in various economic data.<ref>{{cite journal |author1=Y. Liu |author2=P. Gopikrishnan |author3=P. Cizeau |author4=M. Meyer |author5=C.-K. Peng |author6=H. E. Stanley |title=Statistical properties of the volatility of price fluctuations |year=1999| journal=[[Physical Review E]]| volume=60| issue=2|pages=1390–400 | doi= 10.1103/PhysRevE.60.1390|pmid=11969899 |arxiv = cond-mat/9903369 |bibcode = 1999PhRvE..60.1390L |citeseerx=10.1.1.241.9346 |s2cid=7512788 }}</ref><ref>{{cite journal |author1=M. H. R. Stanley |author2=L. A. N. Amaral |author3=S. V. Buldyrev |author4=S. Havlin |author5=H. Leschhorn |author6=P. Maass |author7=M. A. Salinger |author8=H. E. Stanley |title=Scaling behaviour in the growth of companies |journal=Nature |volume=379 |page=804 |year=1996| url=http://havlin.biu.ac.il/Publications.php?keyword=Scaling+behaviour+in+the+growth+of+companies&year=*&match=all |doi=10.1038/379804a0 |issue=6568|bibcode = 1996Natur.379..804S |s2cid=4361375 }}</ref><ref>{{cite journal |author1=K. Yamasaki |author2=L. Muchnik |author3=S. Havlin |author4=A. Bunde |author5=H.E. Stanley |title=Scaling and memory in volatility return intervals in financial markets |journal=PNAS |volume=102 |pages=9424–8 |year=2005| url=http://havlin.biu.ac.il/Publications.php?keyword=Scaling+and+memory+in+volatility+return+intervals+in+financial+markets&year=*&match=all |doi=10.1073/pnas.0502613102 |pmid=15980152 |issue=26 |pmc=1166612|bibcode = 2005PNAS..102.9424Y }}</ref> − − 经济物理学对'''<font color="#ff8000">定量金融学 quantitative finance</font>'''的应用领域产生了一定的影响，定量金融学的研究范围和研究目标与经济学理论有很大的不同。各种经济物理学家介绍了'''<font color="#ff8000">金融市场物理学 physics of financial markets</font>'''中的价格波动模型或已建立模型的原始观点。在各种经济数据中也发现了标度律的存在。 − − ==Main results== − 主要成果 − − − Presently, one of the main results of econophysics comprises the explanation of the "fat tails" in the distribution of many kinds of financial data as a universal self-similar scaling property (i.e. scale invariant over many orders of magnitude in the data), arising from the tendency of individual market competitors, or of aggregates of them, to exploit systematically and optimally the prevailing "microtrends" (e.g., rising or falling prices). These "fat tails" are not only mathematically important, because they comprise the risks, which may be on the one hand, very small such that one may tend to neglect them, but which - on the other hand - are not negligible at all, i.e. they can never be made exponentially tiny, but instead follow a measurable algebraically decreasing power law, for example with a failure probability of only <math>P\propto x^{-4}\,,</math> where x is an increasingly large variable in the tail region of the distribution considered (i.e. a price statistics with much more than 10<sup>8</sup> data). I.e., the events considered are not simply "outliers" but must really be taken into account and cannot be "insured away". The "fat tails" are also observed in commodity markets. − − 目前，经济物理学的主要研究成果之一是将多种金融数据分布中的“肥尾”解释为一种普遍的自相似标度性质(即“肥尾”)。因个人的倾向市场竞争对手,或聚合,利用系统和最佳流行的“微观趋势”(例如,价格上升或下降)。这些“肥尾”不仅在数学上很重要，因为它们包含了风险，这些风险一方面可能非常小，以至于人们可能会忽略它们，但另一方面，这些风险一点也不可忽视。它们永远不可能成指数微小，而是遵循一个可测量的代数递减幂律，例如，故障概率只有<math>P\propto x^{-4}\,,</math>其中x在所考虑的分布的尾部区域是一个越来越大的变量(例如，x = 0。一个价格统计数据远远超过10<sup>8</sup>)。也就是说，所考虑的事件不仅仅是“异常值” ，而是必须真正加以考虑，不能“保走”。商品市场也出现了“肥尾”现象。 − − − − 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 distribution|Gaussian approximations]], e.g. the [[Black–Scholes model|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，“肥尾”可以通过复杂的'''<font color="#ff8000">非微扰 nonperturbative</font>'''方法得到，主要是通过数值方法，因为它们包含了通常的'''<font color="#ff8000"> 高斯近似Gaussian approximations</font>'''的偏差，例如:'''<font color="#ff8000">布莱克-斯科尔斯 Black–Scholes</font>'''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。 − − ==See also== 第207行：
第101行： − + − − * [[Potential game]]势博弈 − + − + − + − + − + + − + − + − + − + − + 第237行：
第130行： − + − + − + − + − + − + − + − + − + − + − − 第273行：
第164行： − + − + − + 第283行：
第174行： − + − + − + − + − + − + 第312行：
第203行： + +
无编辑摘要
此词条暂由小竹凉翻译，翻译字数共1654，AvecSally 审校，未经人工整理和审校，带来阅读不便，请见谅。
此词条暂由小竹凉翻译，翻译字数共1654，AvecSally 审校，未经人工整理和审校，带来阅读不便，请见谅。
'''Econophysics''' is a [[Heterodox economics|heterodox]] interdisciplinary research field, applying theories and methods originally developed by [[Physics|physicists]] in order to solve problems in [[economics]], usually those including uncertainty or [[stochastic process]]es and [[Chaos theory|nonlinear dynamics]]. Some of its application to the study of financial markets has also been termed [[statistical finance]] referring to its roots in [[statistical physics]]. Econophysics is closely related to [[social physics]].
'''经济物理学 Econophysics'''是一个'''<font color="#ff8000">非正统的 Heterodox</font>'''的跨学科研究领域，通过应用物理学家开发的理论和方法来解决经济问题，通常包括不确定性或'''<font color="#ff8000">随机过程 Stochastic Process</font>'''和'''<font color="#ff8000">非线性动力学 Nonlinear Dynamics</font>'''。因为它源于[[统计物理学]]，它在金融市场研究中的一些应用也被称为'''统计金融学 Statistical Finance'''。经济物理学与[[社会物理学]]密切相关。
==历史==
物理学家对[[社会科学]]的兴趣并不是什么新鲜事; 例如，[[丹尼尔·伯努利 Daniel Bernoulli]]最早提出基于'''<font color="#ff8000">效用 Utility</font>'''的偏好。'''<font color="#ff8000">新古典主义经济理论 Neoclassical Economic Theory</font>'''的创始人之一，前耶鲁大学经济学教授[[欧文·费歇尔 Irving Fisher]]，最初曾受训于著名的耶鲁大学物理学家[[约西亚·威拉德·吉布斯 Josiah Willard Gibbs]]。<ref>[http://www.yaleeconomicreview.com/issues/2006_spring/financephysical.html Yale Economic Review, Retrieved October-25-09] {{webarchive|url=https://web.archive.org/web/20080508025252/http://www.yaleeconomicreview.com/issues/2006_spring/financephysical.html |date=2008-05-08 }}</ref>同样，[[扬·廷伯根 Jan Tinbergen</font>'''在莱顿大学 Leiden University和 [[保罗·埃伦费斯特 Paul Ehrenfest]]一起学习了物理学，因为开发和应用了经济过程分析的动态模型而获得了1969年的第一个诺贝尔经济学奖。特别的是，Tinbergen 提出了'''<font color="#ff8000">国际贸易的引力模型 gravity model of international trade</font>'''，这个模型已经成为国际经济学的主力。
经济物理学是在20世纪90年代中期由几个在[[统计力学 Statistical Mechanic]]领域工作的物理学家发起的。他们不满足于经济学家的传统解释和方法——这种方法通常优先考虑将问题简化以便于建立有解的理论模型，而不是取实证数据来分析——他们应用物理学的工具和方法，首先在金融数据集上进行匹配，尝试去解释更普遍的经济现象。
1980年代开始，出现的大量金融数据是当时经济物理学兴起的一个重要推动力。传统的分析方法是不足够充分的对数据进行分析：标准的经济学方法用于衡量同质行为体的均衡，而金融市场中许多更有趣的现象从根本上依赖于'''<font color="#ff8000">异质 Heterogeneous</font>'''主体和远离均衡的情况。
1980年代开始，出现的大量金融数据是当时经济物理学兴起的一个重要推动力。传统的分析方法是不足够充分的对数据进行分析：标准的经济学方法用于衡量同质行为体的均衡，而金融市场中许多更有趣的现象从根本上依赖于'''<font color="#ff8000">异质 Heterogeneous</font>'''主体和远离均衡的情况。
“经济物理学”一词是由[[H·尤金·斯坦利 H·Eugene Stanley]]于1995年在Kolkata(昔日的Calcutta)的一次统计物理学会议上提出，用来描述物理学家们在（股票和其他）市场问题上撰写的大量论文。“经济物理学”一词首次出现在1996年在《Physica A》出版的会议记录中。<ref>[http://www.saha.ac.in/cmp/camcs/Stanley-interview.pdf Interview of H. E. Stanley on Econophysics (Published in "IIM Kozhikode Society & Management Review", Sage publication (USA), Vol. 2 Issue 2 (July), pp. 73-78 (2013))]</ref><ref>[https://arxiv.org/abs/1308.2191 Econophysics Research in India in the last two Decades (1993-2013) (Published in "IIM Kozhikode Society & Management Review", Sage publication (USA), Vol. 2 Issue 2 (July), pp. 135-146 (2013))]</ref>首次经济物理学会议于1998年在布达佩斯由[[János Kertész]]和[[Imre Kondor]]举办。2000年，r. n. Mantegna & h. e. Stanley 出版了第一本关于经济物理学的书。<ref>"An Introduction to Econophysics", Cambridge University Press, Cambridge (2000)</ref>
关于这一主题的几乎定期的会议系列包括: 在加尔各答和新德里举行ECONOPHYS-KOLKATA会议、<ref>"Econophysics of Wealth Distributions", Eds. A. Chatterjee et al., New Economic Windows, Springer, Milan (2005), & the subsequent eight Proc. Volumes published in 2006, 2007, 2010, 2011, 2013, 2014, 2015 & 2019 in the New Economic Windows series of Springer</ref> 经济物理学座谈会、 ESHIA/WEHIA会议。
近年来，[[网络科学 Network Science</font>'''，严重依赖于[[统计力学 Statistical Mechanics]]的类推，已经应用于生产系统的研究。[[圣菲研究所 Santa Fe Institute]]在欧洲资助的研究预测金融危机的项目和哈佛-麻省理工学院经济复杂性观测站的工作基于此类研究而建立的。
If "econophysics" is taken to denote the principle of applying statistical mechanics to economic analysis, as opposed to a particular literature or network, priority of innovation is probably due to Emmanuel Farjoun and [[Moshé Machover]] (1983). Their book ''Laws of Chaos: A Probabilistic Approach to Political Economy'' proposes ''dis''solving (their words) the [[transformation problem]] in Marx's political economy by re-conceptualising the relevant quantities as random variables.
If "econophysics" is taken to denote the principle of applying statistical mechanics to economic analysis, as opposed to a particular literature or network, priority of innovation is probably due to Emmanuel Farjoun and [[Moshé Machover]] (1983). Their book ''Laws of Chaos: A Probabilistic Approach to Political Economy'' proposes ''dis''solving (their words) the [[transformation problem]] in Marx's political economy by re-conceptualising the relevant quantities as random variables.<ref>Farjoun and Machover disclaim complete originality: their book is dedicated to the late Robert H. Langston, who they cite for direct inspiration (page 12), and they also note an independent suggestion in a discussion paper by [[Edwin Thompson Jaynes|E.T. Jaynes]] (page 239)</ref>
If "econophysics" is taken to denote the principle of applying statistical mechanics to economic analysis, as opposed to a particular literature or network, priority of innovation is probably due to Emmanuel Farjoun and Moshé Machover (1983). Their book Laws of Chaos: A Probabilistic Approach to Political Economy proposes dissolving (their words) the transformation problem in Marx's political economy by re-conceptualising the relevant quantities as random variables.
If "econophysics" is taken to denote the principle of applying statistical mechanics to economic analysis, as opposed to a particular literature or network, priority of innovation is probably due to Emmanuel Farjoun and Moshé Machover (1983). Their book Laws of Chaos: A Probabilistic Approach to Political Economy proposes dissolving (their words) the transformation problem in Marx's political economy by re-conceptualising the relevant quantities as random variables.
如果说“经济物理学”指的是将统计力学应用于经济分析的原则，而不是某一特定的文献或网络，那么创新的优先权可能应归功于 Emmanuel Farjoun 和'''<font color="#ff8000">Moshé Machover</font>'''(1983)的创新。他们在《混沌定律: 政治经济学的概率方法》一书中提出，通过将相关数量重新概念化为随机变量，来解决(他们的话)马克思政治经济学中的'''<font color="#ff8000">转换问题 Transformation Problem</font>'''。
如果说“经济物理学”指的是将统计力学应用于经济分析的原则，而不是某一特定的文献或网络，那么创新的优先权可能应归功于 Emmanuel Farjoun 和[[Moshé Machover]](1983)的创新。他们在《混沌定律: 政治经济学的概率方法 Laws of Chaos: A Probabilistic Approach to Political Economy》一书中提出，通过将相关数量重新概念化为随机变量，来解决（他们的话）马克思政治经济学中的'''<font color="#ff8000">转换问题 Transformation Problem</font>'''。<ref>Farjoun and Machover disclaim complete originality: their book is dedicated to the late Robert H. Langston, who they cite for direct inspiration (page 12), and they also note an independent suggestion in a discussion paper by Edwin Thompson Jaynes (page 239)</ref>
另一方面，如果把“经济物理学”看作是物理学在经济学中的应用，那么可以把[[列昂·瓦尔拉斯 Léon Walras]]和[[维尔弗雷多·帕雷托 Vilfredo Pareto]]的贡献看作是其中的一部分。事实上，正如[[布鲁娜·因格罗 Bruna Ingrao]]和[[乔治·以色列 Giorgio Israe]]所阐述的那样，经济学中的'''[[一般均衡理论 general equilibrium theory]]''是基于[[力学平衡 mechanical equilibrium]]的物理概念。
经济物理学同[[伊恩·斯蒂德曼 Ian Steedman]]和其他'''<font color="#ff8000">新李嘉图学派 neo-Ricardianism</font>'''相关的人提出的经济学的物理量方法没有任何关系。著名的经济物理学家有，[[让-菲利普·布查德 Jean-Philippe Bouchaud]],[[比卡斯·K·查克拉巴蒂 Bikas K Chakrabarti]],[[J·杜恩·法默 J.Doyne Farmer]],[[迭戈·加拉斯切利 Diego Garlaschelli]],[[德克·赫尔宾 Dirk Helbing]],[[János Kertész]],[[弗朗西斯·朗斯塔夫 Francis Longstaff]],[[罗萨里奥·N·曼特尼亚 Rosario N. Mantegna]],[[马泰奥·马希里 Matteo Marsili]],[[约瑟夫·L·麦考利 Joseph L. McCauley]],[[恩里科·斯卡拉斯 Enrico Scalas]],[[迪迪埃·索内特 Didier Sornette]],[[H·尤金·斯坦利 H. Eugene Stanley]],[[维克托·雅科文科 Victor Yakovenko]]和张翼成。特别值得一提的是莱顿大学物理系的 Diego Garlaschelli 开设的一门经济物理学的正规课程，<ref>{{Cite web|url=https://studiegids.leidenuniv.nl/en/courses/show/34804/econofysica|title=Econophysics, 2012-2013 ~ e-Prospectus, Leiden University|website=studiegids.leidenuniv.nl|language=en|access-date=2018-09-10}}</ref><ref>{{Cite web|url=https://studiegids.universiteitleiden.nl/courses/99643/econophysics|title=Econophysics, 2020-2021 ~ e-Prospectus, Leiden University|website=studiegids.leidenuniv.nl|language=en|access-date=2020-09-05}}</ref>他就是第一位诺贝尔经济学奖得主 Jan Tinbergen 的后生。由2014年9月起，英皇书院正式授予经济物理学首个全职教授职位。
==基础工具==
经济物理学的基础工具是通常取自统计物理学的概率和统计方法。
应用于经济学的物理模型包括'''<font color="#ff8000">气体动力学理论 kinetic theory of gas</font>'''(称为'''<font color="#ff8000">市场动力学交换模型 kinetic exchange models of markets</font>''')、<ref>{{cite book| author=[[Bikas K Chakrabarti]], Anirban Chakraborti, Satya R Chakravarty, Arnab Chatterjee |title=Econophysics of Income & Wealth Distributions | publisher=[[Cambridge University Press]], [[Cambridge]]|year= 2012 |work=}}</ref>'''<font color="#ff8000">逾渗 percolation</font>'''模型、用于研究心脏骤停的[[混沌]]模型、具有[[自组织临界性]]的模型以及其他用于'''<font color="#ff8000">地震预测 earthquake prediction</font>'''的模型。<ref>{{cite book |author=Didier Sornette |title=Why Stock Markets Crash? |publisher=[[Princeton University Press]]|year= 2003 |accessdate=|work=|author-link=Didier Sornette }}</ref> 此外，还有人试图使用[[复杂性]]数学理论和[[信息论]]，这两种理论是由许多科学家发展起来的，其中分别有[[默里·盖尔曼 Murray Gell-Mann]]和[[克劳德·E·香农 Claude E. Shannon]]。
对于'''<font color="#ff8000">势博弈 Potential game</font>'''，已经证明了一个基于信息的涌现均衡通过香农熵产生的结果与随机动力方程的均衡测度相同(来自统计力学的'''<font color="#ff8000">吉布斯测度 Gibbs measure</font>''') ，这两者都是基于经济学家使用的'''<font color="#ff8000">有限理性 Bounded Rationality</font>'''模型。<ref name="Ca">{{cite arXiv |last=Campbell |first=Michael J. |date=2005 |title=A Gibbsian approach to potential game theory |eprint=cond-mat/0502112v2 | url=https://www.researchgate.net/publication/1878148}}</ref>
“温度”、“[[熵]]”、“[[自由势]]/能”以及其他已建立的物理概念与经济系统的具体对应关系被涨落耗散定理成功联系起来。统计力学模型不是先验构建的，它是有限理性假设和现有新古典主义模型建模结合的结果。在一个新古典主义模型不能预测合谋的案例中，它被用来证明[[休·迪克森 Huw Dixon]]的“合谋的必然性”结果。<ref name="HD">{{cite journal | last = Dixon | first = Huw| title = keeping up with the Joneses: competition and the evolution of collusion| journal = Journal of Economic Behavior and Organization| volume = 43| issue = 2| pages = 223–238| date = 2000| doi=10.1016/s0167-2681(00)00117-7}}</ref>
需求在不断的增加，就像'''<font color="#ff8000">韦伯伦商品 Veblen good</font>''' 或有'''<font color="#ff8000">短期持续性 Hot Hand</font>'''谬论的股票买家，他们更愿意买入更多成功的股票，卖出那些不那么成功的股票。<ref name="Johnson2005">{{cite journal|last=Johnson|first=Joseph|author2=Tellis, G.J. |author3=Macinnis, D.J. |s2cid=145211986|title=Losers, Winners, and Biased Trades|journal=Journal of Consumer Research|year=2005|volume=2|issue=32|pages=324–329|doi=10.1086/432241}}</ref>
'''<font color="#ff8000">弗农·L·史密斯 Vernon L. Smith</font>'''利用这些技巧为经济学中的社交性建立了模型。一个模型正确地预测了行为主体反对怨恨和惩罚，以及感激/奖励和怨恨/惩罚之间的不对称情况。经典的纳什均衡点模型对这个模型没有预测能力，吉布斯平衡必须在 Humanomics 概述的现象中进行预测。
'''<font color="#ff8000">弗农·L·史密斯 Vernon L. Smith</font>'''利用这些技巧为经济学中的社交性建立了模型。<ref name = "CaSm">
{{cite journal|author1 = Michael J. Campbell | author2 =Vernon L. Smith| title = An elementary humanomics approach to boundedly rational quadratic models | journal = Physica A |year=2020| volume = 562 | page = 125309 |doi=10.1016/j.physa.2020.125309| url =https://www.researchgate.net/publication/343657559}}</ref>一个模型正确地预测了行为主体反对怨恨和惩罚，以及感激/奖励和怨恨/惩罚之间的不对称情况。经典的纳什均衡点模型对这个模型没有预测能力，吉布斯平衡必须在 Humanomics 概述的现象中进行预测。<ref name = "SmWi">{{cite book|author = Vernon L. Smith and Bart J. Wilson|date=2019|title=Humanomics: Moral Sentiments and the Wealth of Nations for the Twenty-First Century|url=https://www.cambridge.org/core/books/humanomics/1B4064A206BD99DB36E794B53ADF8BB4|doi = 10.1017/9781108185561|publisher=Cambridge University Press|isbn=9781108185561}}</ref>
Quantifiers derived from [[information theory]] were used in several papers by econophysicist [http://www.aureliofernandez.net/ Aurelio F. Bariviera] and coauthors in order to assess the degree in the informational efficiency of stock markets.<ref>{{cite journal |author=Zunino, L., Bariviera, A.F., Guercio, M.B., Martinez, L.B. and Rosso, O.A.|title=On the efficiency of sovereign bond markets |journal=Physica A: Statistical Mechanics and Its Applications|volume= 391|pages= 4342–4349|year=2012 |doi=10.1016/j.physa.2012.04.009 | issue = 18|bibcode = 2012PhyA..391.4342Z |url=http://ri.conicet.gov.ar/bitstream/11336/59368/11/CONICET_Digital_Nro.2499931a-041e-4174-8911-3017a0595f19_J.pdf|hdl=11336/59368 |s2cid=122129979 }}</ref>
Quantifiers derived from [[information theory]] were used in several papers by econophysicist [http://www.aureliofernandez.net/ Aurelio F. Bariviera] and coauthors in order to assess the degree in the informational efficiency of stock markets.
Quantifiers derived from information theory were used in several papers by econophysicist [http://www.aureliofernandez.net/ Aurelio F. Bariviera] and coauthors in order to assess the degree in the informational efficiency of stock markets.
Quantifiers derived from information theory were used in several papers by econophysicist [http://www.aureliofernandez.net/ Aurelio F. Bariviera] and coauthors in order to assess the degree in the informational efficiency of stock markets.
经济物理学家'''<font color="#ff8000">奥雷里奥·F·巴里维拉 Aurelio F. Bariviera</font>'''和合著者在几篇论文中使用了来自'''<font color="#ff8000">信息论 information theory</font>'''的量词，以评估股票市场信息效率的程度。
经济物理学家[[奥雷里奥·F·巴里维拉 Aurelio F. Bariviera]]和合著者在几篇论文中使用了来自[[信息论]]的量词，以评估股票市场信息效率的程度。<ref>{{cite journal |author=Zunino, L., Bariviera, A.F., Guercio, M.B., Martinez, L.B. and Rosso, O.A.|title=On the efficiency of sovereign bond markets |journal=Physica A: Statistical Mechanics and Its Applications|volume= 391|pages= 4342–4349|year=2012 |doi=10.1016/j.physa.2012.04.009 | issue = 18|bibcode = 2012PhyA..391.4342Z |url=http://ri.conicet.gov.ar/bitstream/11336/59368/11/CONICET_Digital_Nro.2499931a-041e-4174-8911-3017a0595f19_J.pdf|hdl=11336/59368 }}</ref>
Zunino等人，在金融文献中使用创新的统计工具: 复杂性-熵因果关系平面。这种笛卡尔式表示建立了不同市场的效率排名，并区分了不同的债券市场动态。此外，从复杂熵因果关系平面导出的分类结果与主权证券评级公司对主权证券的评级结果一致。同时由 Bariviera 等人开发的一个类似的研究，<ref>{{cite journal |author=Bariviera, A.F., Zunino, L., Guercio, M.B., Martinez, L.B. and Rosso, O.A.|title=Efficiency and credit ratings: a permutation-information-theory analysis |journal=Journal of Statistical Mechanics: Theory and Experiment|volume= 2013|page= P08007|year=2013 |doi=10.1088/1742-5468/2013/08/P08007 | issue = 8|bibcode = 2013JSMTE..08..007F |arxiv = 1509.01839 |url=http://ri.conicet.gov.ar/bitstream/11336/2007/1/Journal_of_Statistical_Mechanics.pdf|hdl=11336/2007 }}</ref> 以美国石油和能源公司债券为样本，运用复杂熵因果关系平面，探讨了信用评级与信息效率的关系。他们发现，这一分类与穆迪给予的信用评级相一致。
另一个很好的例子是'''<font color="#ff8000">随机矩阵理论 random matrix theory</font>'''，它可以用来识别金融相关矩阵中的噪声。一篇论文认为，这种技术可以改善投资组合的性能，例如，应用于'''<font color="#ff8000">portfolio optimization 投资组合优化</font>'''。<ref>{{cite journal |author1=Vasiliki Plerou |author2=Parameswaran Gopikrishnan |author3=Bernd Rosenow |author4=Luis Amaral |author5=Thomas Guhr |author6=H. Eugene Stanley |title=Random matrix approach to cross correlations in financial data |journal=Physical Review E|volume= 65|page= 066126 |year=2002 |doi=10.1103/PhysRevE.65.066126 |pmid=12188802 | issue = 6|arxiv = cond-mat/0108023 |bibcode = 2002PhRvE..65f6126P |s2cid=2753508 }}</ref>
然而，到目前为止，还有其他各种各样的物理学工具被使用，例如'''<font color="#ff8000">流体动力学 fluid dynamics</font>'''、'''<font color="#ff8000">经典力学 classical mechanics</font>'''和'''<font color="#ff8000">量子力学 quantum mechanics</font>'''(包括所谓的'''<font color="#ff8000">古典经济学 classical economy</font>'''、'''<font color="#ff8000">量子经济学 quantum economics</font>'''和'''<font color="#ff8000">量子金融学 quantum finance</font>''') ，以及'''<font color="#ff8000">路径积分表述 path integral formulation</font>'''统计力学。
然而，到目前为止，还有其他各种各样的物理学工具被使用，例如[[流体动力学]]、[[经典力学]]和[[量子力学]](包括所谓的[[古典经济学]]、[[量子经济学]]和[[量子金融学]]) ，<ref name="AK">{{Cite book|title = Probabilistic Economic Theory|last = Anatoly V. Kondratenko|work = Nauka |year = 2015|isbn = 978-5-02-019121-1}}</ref>以及'''<font color="#ff8000">路径积分表述 path integral formulation</font>'''统计力学。<ref name=":0">{{Cite book|title = The Unity of Science and Economics: A New Foundation of Economic Theory|last = Chen|first = Jing|publisher = Springer|year = 2015|isbn = |location = https://www.springer.com/us/book/9781493934645|pages = }}</ref>
'''[[经济复杂性指数]]'''的概念，由麻省理工学院的物理学家[[塞萨尔·A·希达尔戈 Cesar a. Hidalgo]]和哈佛大学的经济学家[[里卡多·豪斯曼 Ricardo Hausmann]]提出，并在麻省理工学院的'''<font color="#ff8000">经济复杂性观察站 Observatory of Economic Complexity</font>'''提供，已经被设计成'''<font color="#ff8000">经济增长的预测工具 predictive tool for economic growth</font>'''。根据 Hausmann和 Hidalgo的估计，与世界银行的传统治理措施相比，出口信贷保险在预测 GDP 增长方面要准确得多。<ref>{{cite web |url=http://atlas.media.mit.edu/atlas/ |title= The Atlas of Economic Complexity |author1=Ricardo Hausmann |author2=Cesar Hidalgo |publisher= The Observatory of Economic Complexity (MIT Media Lab) |accessdate=26 April 2012|display-authors=etal}}</ref>
'''<font color="#ff8000">经济复杂性指数 economic complexity index</font>'''的概念，由麻省理工学院的物理学家'''<font color="#ff8000">塞萨尔·A·希达尔戈 Cesar a. Hidalgo</font>'''和哈佛大学的经济学家'''<font color="#ff8000">里卡多·豪斯曼 Ricardo Hausmann </font>''' 提出，并在麻省理工学院的'''<font color="#ff8000">经济复杂性观察站 Observatory of Economic Complexity</font>'''提供，已经被设计成'''<font color="#ff8000">经济增长的预测工具 predictive tool for economic growth</font>'''。根据 Hausmann 和 Hidalgo 的估计，与'''<font color="#ff8000">世界银行 World Bank</font>'''的传统治理措施相比，出口信贷保险在预测 GDP 增长方面要准确得多。
在金融理论和'''<font color="#ff8000">扩散 Diffusion</font>'''理论之间也有相似之处。例如，期权定价的'''<font color="#ff8000">布莱克-斯科尔斯方程 Black–Scholes equation</font>'''是一个'''<font color="#ff8000">扩散-对流 diffusion-advection</font>'''方程(见对布莱克-斯科尔斯方法论的批判<ref name="autogenerated2003">{{cite book |author1=Jean-Philippe Bouchaud |author2=Marc Potters |title=Theory of Financial Risk and Derivative Pricing |url=https://archive.org/details/theoryoffinancia0000bouc |url-access=registration |publisher=Cambridge University Press|year= 2003 |accessdate=|work=}}</ref><ref>{{cite journal|doi=10.1080/713665871 | volume=1 | issue=5 | title=Welcome to a non-Black-Scholes world | year=2001 | journal=Quantitative Finance | pages=482–483 | last1 = Bouchaud | first1 = J-P. | last2 = Potters | first2 = M.| s2cid=154368053 }}</ref>)。布莱克-斯科尔斯理论可以扩展为经济活动中主要因素的分析理论。<ref name=":0" />
==影响==
正如在量子场论中一样，“肥尾 fat tails”可以通过复杂的“非微扰 nonperturbative”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。
关于经济物理学的论文主要发表在专门研究物理学和统计力学的期刊上，而不是主要的经济学期刊上。一些主流经济学家普遍对这项研究不以为然。<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>其他经济学家，包括[[毛罗·加勒盖蒂 Mauro Gallegati ]]，[[史蒂夫·基恩]]，[[保罗·奥默罗德 Paul Ormerod]]和Alan Kirman对此表现出了更多的兴趣，但也批评了经济物理学的一些趋势。最近，'''<font color="#ff8000">实验经济学 experimental economics</font>'''创始人之一、诺贝尔经济学奖得主[[弗农·L·史密斯 Vernon L. Smith]]使用了这些技术并承诺它们会有非常良好的前景。<ref name = CaSm></ref>
经济物理学对'''<font color="#ff8000">定量金融学 quantitative finance</font>'''的应用领域产生了一定的影响，定量金融学的研究范围和研究目标与经济学理论有很大的不同。各种经济物理学家介绍了'''<font color="#ff8000">金融市场物理学 physics of financial markets</font>'''中的价格波动模型或已建立模型的原始观点。<ref name="autogenerated2003"/><ref>{{cite journal |author=Enrico Scalas |title=The application of continuous-time random walks in finance and economics |journal=Physica A |volume=362 |pages=225–239 |year=2006 |doi=10.1016/j.physa.2005.11.024|bibcode = 2006PhyA..362..225S |issue=2 }}</ref><ref>{{cite journal |author1=Y. Shapira |author2=Y. Berman |author3=E. Ben-Jacob |title=Modelling the short term herding behaviour of stock markets |journal=New Journal of Physics |volume=16 |issue=5 |year=2014 | doi= 10.1088/1367-2630/16/5/053040|bibcode = 2014NJPh...16e3040S |page=053040|doi-access=free }}</ref> Also several scaling laws have been found in various economic data.<ref>{{cite journal |author1=Y. Liu |author2=P. Gopikrishnan |author3=P. Cizeau |author4=M. Meyer |author5=C.-K. Peng |author6=H. E. Stanley |title=Statistical properties of the volatility of price fluctuations |year=1999| journal=[[Physical Review E]]| volume=60| issue=2|pages=1390–400 | doi= 10.1103/PhysRevE.60.1390|pmid=11969899 |arxiv = cond-mat/9903369 |bibcode = 1999PhRvE..60.1390L |citeseerx=10.1.1.241.9346 |s2cid=7512788 }}</ref><ref>{{cite journal |author1=M. H. R. Stanley |author2=L. A. N. Amaral |author3=S. V. Buldyrev |author4=S. Havlin |author5=H. Leschhorn |author6=P. Maass |author7=M. A. Salinger |author8=H. E. Stanley |title=Scaling behaviour in the growth of companies |journal=Nature |volume=379 |page=804 |year=1996| url=http://havlin.biu.ac.il/Publications.php?keyword=Scaling+behaviour+in+the+growth+of+companies&year=*&match=all |doi=10.1038/379804a0 |issue=6568|bibcode = 1996Natur.379..804S |s2cid=4361375 }}</ref><ref>{{cite journal |author1=K. Yamasaki |author2=L. Muchnik |author3=S. Havlin |author4=A. Bunde |author5=H.E. Stanley |title=Scaling and memory in volatility return intervals in financial markets |journal=PNAS |volume=102 |pages=9424–8 |year=2005| url=http://havlin.biu.ac.il/Publications.php?keyword=Scaling+and+memory+in+volatility+return+intervals+in+financial+markets&year=*&match=all |doi=10.1073/pnas.0502613102 |pmid=15980152 |issue=26 |pmc=1166612|bibcode = 2005PNAS..102.9424Y }}</ref>
==主要成果==
目前，经济物理学的主要研究成果之一是将多种金融数据分布中的“肥尾”解释为一种普遍的自相似标度性质（即“肥尾”）。因个人的倾向市场竞争对手,或聚合,利用系统和最佳流行的“微观趋势”（例如,价格上升或下降）。这些“肥尾”不仅在数学上很重要，因为它们包含了风险，这些风险一方面可能非常小，以至于人们可能会忽略它们，但另一方面，这些风险一点也不可忽视。它们永远不可能成指数微小，而是遵循一个可测量的代数递减幂律，例如，故障概率只有<math>P\propto x^{-4}\,,</math>其中x在所考虑的分布的尾部区域是一个越来越大的变量（例如，<math>x = 0</math>。一个价格统计数据远远超过10<sup>8</sup>）。也就是说，所考虑的事件不仅仅是“异常值” ，而是必须真正加以考虑，不能“保走”。商品市场也出现了“肥尾”现象。
正如在量子场论中一样，“肥尾”可以通过复杂的'''<font color="#ff8000">非微扰 nonperturbative</font>'''方法得到，主要是通过数值方法，因为它们包含了通常的'''<font color="#ff8000"> 高斯近似 Gaussian approximations</font>'''的偏差，例如:'''<font color="#ff8000">布莱克-斯科尔斯 Black–Scholes</font>'''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。
==参见==
{{Portal|Physics}}
{{Portal|Physics}}
{{div col|colwidth=22em}}
{{div col|colwidth=22em}}
* [[Bose–Einstein condensation (network theory)]]玻色-爱因斯坦凝聚(网络理论)
* [[玻色-爱因斯坦凝聚(网络理论) Bose–Einstein condensation (network theory)]]
* [[Complexity economics]]复杂性经济学
* [[势博弈 Potential game]]
* [[Complex network]]复杂网络
* [[复杂性经济学 Complexity economics]]
* [[Detrended fluctuation analysis]]非趋势波动分析
* [[复杂网络 Complex network]]
* [[Kinetic exchange models of markets]]市场的动态交换模型
* [[非趋势波动分析 Detrended fluctuation analysis]]
* [[Long-range dependency]]远程依赖性
* [[市场的动态交换模型 Kinetic exchange models of markets]]
* [[远程依赖性 Long-range dependency]]
* [[Network theory]]网络理论
* [[网络理论 Network theory]]
* [[Network science]]网络科学
* [[网络科学 Network science]]
* [[Thermoeconomics]]热经济学
* [[热经济学 Thermoeconomics]]
* [[Quantum finance]]量子金融学
* [[量子金融学 Quantum finance]]
{{div col end}}
{{div col end}}
==References==
==参考文献==
{{Reflist|30em}}
{{Reflist|30em}}
==Further reading==
==进一步阅读==
* [[Rosario N. Mantegna]], [[H. Eugene Stanley]], ''An Introduction to Econophysics: Correlations and Complexity in Finance'', [http://www.cambridge.org/uk/catalogue/catalogue.asp?isbn=0521620082 Cambridge University Press (Cambridge, UK, 1999)]
* Rosario N. Mantegna, H. Eugene Stanley, ''An Introduction to Econophysics: Correlations and Complexity in Finance'', [http://www.cambridge.org/uk/catalogue/catalogue.asp?isbn=0521620082 Cambridge University Press (Cambridge, UK, 1999)]
*Sitabhra Sinha, Arnab Chatterjee, Anirban Chakraborti, [[Bikas K Chakrabarti]]. ''Econophysics: An Introduction'', [http://www.wiley.com/WileyCDA/WileyTitle/productCd-3527408150,descCd-authorInfo.html Wiley-VCH (2010)]
* Sitabhra Sinha, Arnab Chatterjee, Anirban Chakraborti, Bikas K Chakrabarti. ''Econophysics: An Introduction'', [http://www.wiley.com/WileyCDA/WileyTitle/productCd-3527408150,descCd-authorInfo.html Wiley-VCH (2010)]
* [[Bikas K Chakrabarti]], Anirban Chakraborti, Arnab Chatterjee, ''Econophysics and Sociophysics : Trends and Perspectives'', [http://www.wiley-vch.de/publish/en/books/bySubjectPH00/bySubSubjectPH95/3-527-40670-0/?sID=d05b Wiley-VCH, Berlin (2006)]
* Bikas K Chakrabarti, Anirban Chakraborti, Arnab Chatterjee, ''Econophysics and Sociophysics : Trends and Perspectives'', [http://www.wiley-vch.de/publish/en/books/bySubjectPH00/bySubSubjectPH95/3-527-40670-0/?sID=d05b Wiley-VCH, Berlin (2006)]
*[[Joseph McCauley]], ''Dynamics of Markets, Econophysics and Finance'', [http://www.cambridge.org/catalogue/catalogue.asp?isbn=0521824478 Cambridge University Press (Cambridge, UK, 2004)]
* Joseph McCauley, ''Dynamics of Markets, Econophysics and Finance'', [http://www.cambridge.org/catalogue/catalogue.asp?isbn=0521824478 Cambridge University Press (Cambridge, UK, 2004)]
* [[Bertrand Roehner]], ''Patterns of Speculation - A Study in Observational Econophysics'', [http://www.cambridge.org/catalogue/catalogue.asp?isbn=0521675731 Cambridge University Press (Cambridge, UK, 2002)]
* Bertrand Roehner, ''Patterns of Speculation - A Study in Observational Econophysics'', [http://www.cambridge.org/catalogue/catalogue.asp?isbn=0521675731 Cambridge University Press (Cambridge, UK, 2002)]
* [[Yohanes Surya|Surya Y.]], [[Hokky Situngkir|Situngkir, H.]], Dahlan, R. M., Hariadi, Y., Suroso, R. (2004). ''Aplikasi Fisika dalam Analisis Keuangan (Physics Applications in Financial Analysis''. Bina Sumber Daya MIPA. {{ISBN|9793073527}}
* Yohanes Surya, Hokky Situngkir, 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'', [https://www.springer.com/sgw/cda/frontpage/0,,5-165-72-52121089-0,00.html Springer-Verlag Italia (Milan, 2005)]{{Dead link|date=August 2019 |bot=InternetArchiveBot |fix-attempted=yes }}
* Arnab Chatterjee, Sudhakar Yarlagadda, Bikas K Chakrabarti, ''Econophysics of Wealth Distributions'', [https://www.springer.com/sgw/cda/frontpage/0,,5-165-72-52121089-0,00.html Springer-Verlag Italia (Milan, 2005)]{{Dead link|date=August 2019 |bot=InternetArchiveBot |fix-attempted=yes }}
* [[Philip Mirowski]], ''More Heat than Light - Economics as Social Physics, Physics as Nature's Economics'', [http://www.cambridge.org/catalogue/catalogue.asp?isbn=0521426898 Cambridge University Press (Cambridge, UK, 1989)]
* Philip Mirowski, ''More Heat than Light - Economics as Social Physics, Physics as Nature's Economics'', [http://www.cambridge.org/catalogue/catalogue.asp?isbn=0521426898 Cambridge University Press (Cambridge, UK, 1989)]
* Ubaldo Garibaldi and Enrico Scalas, ''Finitary Probabilistic Methods in Econophysics'', [http://www.cambridge.org/gb/knowledge/isbn/item2708018/?site_locale=en_GB Cambridge University Press (Cambridge, UK, 2010)].
* Ubaldo Garibaldi and Enrico Scalas, ''Finitary Probabilistic Methods in Econophysics'', [http://www.cambridge.org/gb/knowledge/isbn/item2708018/?site_locale=en_GB Cambridge University Press (Cambridge, UK, 2010)].
* Emmanual Farjoun and Moshé Machover, [https://web.archive.org/web/20111109211142/http://staffnet.kingston.ac.uk/~ku32530/PPE/PPEindex.html ''Laws of Chaos: a probabilistic approach to political economy''], Verso (London, 1983) {{ISBN|0 86091 768 1}}
* Emmanual Farjoun and Moshé Machover, [https://web.archive.org/web/20111109211142/http://staffnet.kingston.ac.uk/~ku32530/PPE/PPEindex.html ''Laws of Chaos: a probabilistic approach to political economy''], Verso (London, 1983)
* Marcelo Byrro Ribeiro, ''Income Distribution Dynamics of Economic Systems: An Econophysical Approach'', [https://www.cambridge.org/core/books/income-distribution-dynamics-of-economic-systems/F765B2DB8D01548FE87B6C196E5AD8A2 Cambridge University Press (Cambridge, UK, 2020)].
* Marcelo Byrro Ribeiro, ''Income Distribution Dynamics of Economic Systems: An Econophysical Approach'', [https://www.cambridge.org/core/books/income-distribution-dynamics-of-economic-systems/F765B2DB8D01548FE87B6C196E5AD8A2 Cambridge University Press (Cambridge, UK, 2020)].
* Nature Physics Focus issue: Complex networks in finance March 2013 Volume 9 No 3 pp 119–128
* Nature Physics Focus issue: Complex networks in finance March 2013 Volume 9 No 3 pp 119–128
* Analytical treatment of a trading market model by Arnab Das {{ArXiv|cond-mat/030468}}
* Analytical treatment of a trading market model by Arnab Das {{ArXiv|cond-mat/030468}}
* [[Martin Shubik]] and Eric Smith, ''The Guidance of an Enterprise Economy'', MIT Press, [https://mitpress.mit.edu/books/guidance-enterprise-economy] MIT Press (2016)
* Martin Shubik and Eric Smith, ''The Guidance of an Enterprise Economy'', MIT Press, [https://mitpress.mit.edu/books/guidance-enterprise-economy] 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'', [https://www.springer.com/in/book/9783319477046], New Economic Windows Series, Springer (2017)
* Abergel, F., Aoyama, H., Chakrabarti, B.K., Chakraborti, A., Deo, N., Raina, D., Vodenska, I. (Eds.), ''Econophysics and Sociophysics: Recent Progress and Future Directions'', [https://www.springer.com/in/book/9783319477046], New Economic Windows Series, Springer (2017)
* Anatoly V. Kondratenko. ''Physical Modeling of Economic Systems. Classical and Quantum Economies.'' Novosibirsk, "Nauka" (2005), {{ISBN|5-02-032479-5}}
* Anatoly V. Kondratenko. ''Physical Modeling of Economic Systems. Classical and Quantum Economies.'' Novosibirsk, "Nauka" (2005).
===Lectures===
===Lectures===
* Economic Fluctuations and Statistical Physics: Quantifying Extremely Rare and Much Less Rare Events, [[Eugene Stanley]], [http://videolectures.net/ccss09_stanley_efasp/ Videolectures.net]
* Economic Fluctuations and Statistical Physics: Quantifying Extremely Rare and Much Less Rare Events, Eugene Stanley, [http://videolectures.net/ccss09_stanley_efasp/ Videolectures.net]
* Applications of Statistical Physics to Understanding Complex Systems, [[Eugene Stanley]], [http://videolectures.net/eccs08_stanley_aosptucs/ Videolectures.net]
* Applications of Statistical Physics to Understanding Complex Systems, Eugene Stanley, [http://videolectures.net/eccs08_stanley_aosptucs/ Videolectures.net]
* Financial Bubbles, Real Estate Bubbles, Derivative Bubbles, and the Financial and Economic Crisis, [[Didier Sornette]], [http://videolectures.net/ccss09_sornette_fbreb/ Videolectures.net]
* Financial Bubbles, Real Estate Bubbles, Derivative Bubbles, and the Financial and Economic Crisis, Didier Sornette, [http://videolectures.net/ccss09_sornette_fbreb/ Videolectures.net]
* Financial crises and risk management, [[Didier Sornette]], [http://videolectures.net/risc08_sornette_fcrm/ Videolectures.net]
* Financial crises and risk management, Didier Sornette, [http://videolectures.net/risc08_sornette_fcrm/ Videolectures.net]
* Bubble trouble: how physics can quantify stock-market crashes, [[Tobias Preis]], [http://physicsworld.com/cws/article/multimedia/45725 Physics World Online Lecture Series]
* Bubble trouble: how physics can quantify stock-market crashes, Tobias Preis, [http://physicsworld.com/cws/article/multimedia/45725 Physics World Online Lecture Series]
==External links==
==相关链接==
* [https://www.scientificamerican.com/article/is-inequality-inevitable/ Is Inequality Inevitable?; Scientific American, November 2019]
* [https://www.scientificamerican.com/article/is-inequality-inevitable/ Is Inequality Inevitable?; Scientific American, November 2019]
* [http://www.econophysics-colloquium.org/ Econophysics Colloquium]
* [http://www.econophysics-colloquium.org/ Econophysics Colloquium]
Category:Applied and interdisciplinary physics
Category:Applied and interdisciplinary physics