Essentials of Econophysics Modelling
Essentials of Econophysics Modelling
复制标题
经济物理学建模要点
DOI：
10.1093/acprof:oso/9780199299683.001.0001
复制
发表时间：
2014
期刊：
影响因子：
--
通讯作者：
F. Slanina
中科院分区：
文献类型：
--
作者：
F. Slanina
这本书是一个植根于物理学的方法和模型的课程，用于模拟经济和社会现象。它涵盖了经济物理学的学科，创造了物理学和经济学之间的接口。除了主题之外，它还涉及复杂网络理论和一般社会现象的模拟。在简短的历史介绍之后，这本书从基本的经验数据列表开始，并对数学和计算机模型进行了彻底的调查。许多模型是基于简化代理人的行为假设。这些包括战略思维、模仿、羊群效应和经济物理学的瑰宝，即所谓的少数人博弈。与此同时，许多其他模型将经济过程视为无生命粒子的相互作用。在这里，物理学的方法特别有用。以这种方式建模的系统的例子包括股票市场订单簿和个人之间的财富再分配。研究了经济主体之间相互作用的网络效应。这本书还描述了如何对合作和共识的出现等现象进行建模。这本书将有利于研究生和研究人员在物理学和经济学。
This book is a course in methods and models rooted in physics and used in modelling economic and social phenomena. It covers the discipline of econophysics, which creates an interface between physics and economics. Besides the main theme, it touches on the theory of complex networks and simulations of social phenomena in general. After a brief historical introduction, the book starts with a list of basic empirical data and proceeds to thorough investigation of mathematical and computer models. Many of the models are based on hypotheses of the behaviour of simplified agents. These comprise strategic thinking, imitation, herding, and the gem of econophysics, the so-called minority game. At the same time, many other models view the economic processes as interactions of inanimate particles. Here, the methods of physics are especially useful. Examples of systems modelled in such a way include books of stock-market orders, and redistribution of wealth among individuals. Network effects are investigated in the interaction of economic agents. The book also describes how to model phenomena like cooperation and emergence of consensus. The book will be of benefit to graduate students and researchers in both Physics and Economics.