ECONOMICS

COMPLEX SYSTEMS: SOCIOPHYSICS: ECONOMICS:

EDITORIAL COMMENT: It is unfortunate that the word "econophysics" is coming into widespread use. To a Greek-speaker, this word makes as much sense as "astronophysics" or "biolophysics". One should say "ecophysics" or, if that sounds too "ecological", then perhaps "physical economics".

- General: Introductory:
- Econophysics: A Brief Review of Historical Development, Present Status and Future Trends by B. G. Sharma et al. [2011/08]

- General:
*Farmer et al. 2005/06;*- Statistical Mechanics Approach to Econophysics by Victor M. Yakovenko [2007/09]
- Econophysics: historical perspectives by G. Daniel and D. Sornette [2008/02]
- Fifteen years of econophysics: worries, hopes and prospects by Bertrand M. Roehner [2010/04]
- Applications of a constrained mechanics methodology in economics by Jitka Janová [2011/06]
- Econophysics: Bridges over a Turbulent Current by Shu-Heng Chen and Sai-Ping Li [2011/07]
- Physics and Financial Economics (1776-2014): Puzzles, Ising and Agent-Based models by Didier Sornette [2014/04]
- Introduction to Stochastic Differential Equations for Finance by Andrew Papanicolaou [2015/04]
- The State of Applied Econometrics: Causality and Policy Evaluation by Susan Athey and Guido Imbens [2016/07]

- General: Computational and Numerical Methods:
- Machine Learning Methods Economists Should Know About by Susan Athey and Guido Imbens [2019/03]

- General: Models: KEYNESIAN:
- The Keynesian Model in the General Theory: A Tutorial by Raul Rojas [2017/08]

- General: Models: MINORITY MODEL:
*Zhang 98/03;* - Aspects:
*Markets;* - Aspects: CAUSALITY:
- An Introduction to Flexible Methods for Policy Evaluation by Martin Huber [2019/10]

- Aspects: COMPANY GROWTH:
*Amaral et al. 1997/02; Buldyrev et al. 1997/02;* - Aspects: ECONOMETRICS:
- High Dimensional Sparse Econometric Models: An Introduction by Alexandre Belloni and Victor Chernozhukov [2011/06]
- The Econometrics of Randomized Experiments by Susan Athey and Guido Imbens [2016/07]
- The State of Applied Econometrics: Causality and Policy Evaluation by Susan Athey and Guido Imbens [2016/07]
- Extremal Quantile Regression: An Overview by Victor Chernozhukov et al. [2016/12]

- Aspects: FINANCIAL MARKETS:
- A review of two decades of correlations, hierarchies, networks and clustering in financial markets by Gautier Marti et al. [2017/03]

- Aspects: FINANCIAL NETWORKS:
- A review of two decades of correlations, hierarchies, networks and clustering in financial markets by Gautier Marti et al. [2017/03]
- The physics of financial networks by M. Bardoscia et al. [2021/03]

- Aspects: INEQUALITY:
- Social inequality: from data to statistical physics modeling by Arnab Chatterjee et al. [2015/07]

- Aspects: INTEREST RATE:
*Bouchaud et al. 1997/12;* - Aspects: MONEY:
- Monetary economics from econophysics perspective by Victor M. Yakovenko [2016/08]
- Blockchain: A Graph Primer by Cuneyt Gurcan Akcora et al. [2017/08]

- Aspects: OPTION PRICING:
- An Introduction to Multilevel Monte Carlo for Option Valuation by Desmond J. Higham [2015/05]
- A short introduction to quasi-Monte Carlo option pricing by Gunther Leobacher [2017/07]

- Aspects: PORTFOLIO OPTIMISATION:
*Bouchaud et al. 1997;*- Topics in Stochastic Portfolio Theory by Alexander Vervuurt [2015/04]

- Aspects: RISK:
- Network models of financial systematic risk: A review by Fabio Caccioli et al. [2017/10]

- Aspects: STATISTICS: CORRELATIONS:
*Liu et al. 1997/06;* - Aspects: STATISTICS: CORRELATIONS: CASCADES:
*Arneodo et al. 1997/08* - Aspects: STATISTICS: KURTOSIS:
*Cont et al. 1997/12;* - Aspects: STATISTICS:RENORMALISATION:
*Gluzman and Yukalov 1997/10a; Gluzman and Yukalov 1997/10b;* - Aspects: STATISTICS: SCALING:
*Amaral et al. 1997/02; Buldyrev et al. 1997/02; Cont 1997/05; Rotyis and Vattay 1997/11;* - Aspects: STATISTICS: VOLATILITY:
*Cizeau et al. 1997/08; Rotyis and Vattay 1997/11;* - Aspects: STATISTICS: Re: TURBULENCE:
*Holdom 1997/09;* - Re: COMPLEXITY THEORY:
- Complexity Theory, Game Theory, and Economics by Tim Roughgarden [2017/02]

- Re: QUANTUM COMPUTING:
- Quantum computing for finance: overview and prospects by Roman Orus et al. [2018/07]

- Re: RANDOM MATRICES:
- Financial Applications of Random Matrix Theory: a short review by Jean-Philippe Bouchaud and M. Potters [2009/10]