The Net Advance of Physics:
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: ASSET EXCHANGE:
  • Twenty-five years of random asset exchange by M. Greenberg and H. O. Gao [2023/09]

• 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]

THE NET ADVANCE OF PHYSICS