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Econophysics: Comments on a few Applications, Successes, Methods, & Models

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  • Marcel Ausloos

Abstract

For this special issue, the article aims at discussing a few econophysics problems studied so far rather successfully. The following "applications" in micro-econo-physics are considered : (i) financial crashes; it is emphasized that one can distinguish between endogenous and exogenous causes; (ii) portofolio control, selection and inherent risk measure; (iii) foreign currency exchanges, also distinguishing endogenous and exogenous money control; (iv) price and asset evolution values. It is shown that some macro-econo-physics problem have been also tackled, like geographic/political constraints, the globalization of the economy and country clustering. Moreover, it is daring to suggest prospect for studies and researches, whence presenting some selection of a few interesting perspectives.

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  • Marcel Ausloos, 2013. "Econophysics: Comments on a few Applications, Successes, Methods, & Models," Papers 1309.1953, arXiv.org.
    • Handle: RePEc:arx:papers:1309.1953
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    Cited by:

    1. Ausloos, Marcel & Jovanovic, Franck & Schinckus, Christophe, 2016. "On the “usual” misunderstandings between econophysics and finance: Some clarifications on modelling approaches and efficient market hypothesis," International Review of Financial Analysis, Elsevier, vol. 47(C), pages 7-14.
    2. Jovanovic, Franck & Schinckus, Christophe, 2017. "Econophysics and Financial Economics: An Emerging Dialogue," OUP Catalogue, Oxford University Press, number 9780190205034.

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