7,129
个编辑
更改
跳到导航
跳到搜索
第38行：
第38行： − + 第53行：
第53行： − − 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. 第85行：
第81行： − +
无编辑摘要
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]]。
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=}}</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]]。
{{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>
{{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>
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>
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>
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>
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==
==主要成果==