IDEAS home Printed from
MyIDEAS: Log in (now much improved!) to save this paper

Geometrization of Econophysics : An Alternative Approach for Measuring Elements of Risk Management of an Economic System

Listed author(s):
  • M. E. Kahil
Registered author(s):

    The relationship between micro-structure and macro-structure of complex systems using information geometry has been dealt by several authors. From this perspective, we are going to apply it as a geometrical structure connecting both microeconomics and macroeconomics . The results lead us to introduce new modified quantities into both micro-macro economics that enable us to describe the link between them. The importance of such a scheme is to find out -with some accuracy- a new method can be introduced for examining the stability of an economic system. This type of requirement is expressed by examining the stability of the equations of path deviations for some economic systems as described in a statistical manifold. Such a geometization scheme of economic systems is an important step toward identifying risk management factors and so contributes to the growing literature of econophysics.

    If you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.

    File URL:
    File Function: Latest version
    Download Restriction: no

    Paper provided by in its series Papers with number 1310.2220.

    in new window

    Date of creation: Oct 2013
    Date of revision: Oct 2013
    Handle: RePEc:arx:papers:1310.2220
    Contact details of provider: Web page:

    No references listed on IDEAS
    You can help add them by filling out this form.

    This item is not listed on Wikipedia, on a reading list or among the top items on IDEAS.

    When requesting a correction, please mention this item's handle: RePEc:arx:papers:1310.2220. See general information about how to correct material in RePEc.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (arXiv administrators)

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If references are entirely missing, you can add them using this form.

    If the full references list an item that is present in RePEc, but the system did not link to it, you can help with this form.

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your profile, as there may be some citations waiting for confirmation.

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    This information is provided to you by IDEAS at the Research Division of the Federal Reserve Bank of St. Louis using RePEc data.