摘要
The application of physics to financial and economic problems is not a new paradigm. Many principles of physics have been employed to derive various models of financial engineering, such as the widely held random walk theory of stock price fluctuation which can be simulated by the Brownian motion, and the pricing model of options which applies the heat equation to closed-form solutions. Recently, quantum mechanics has been applied in market microstructure analysis to perform simulation [1] [2]. Further, statistical physics has been employed to simulate the probability and stochastic process in economic and financial issues [3] [4]. All of these have given rise to the study of physical phenomenon in economic and financial activities, which is termed econophysics [5].
| 原文 | English |
|---|---|
| 文章編號 | 13 |
| 頁（從 - 到） | 19-23 |
| 頁數 | 5 |
| 期刊 | IEEE Computational Intelligence Magazine |
| 卷 | 5 |
| 發行號 | 4 |
| DOIs | |
| 出版狀態 | Published - 1 11月 2010 |