物理學家試圖攀登金融象牙塔

本頁只刊出中文翻譯與中文說明；英文原文請見下方原文連結。

原文連結

• SFI 頁面

論文資訊

• 類型：已發表論文
• 日期：1999

摘要

Physicists have recently begun doing research in finance, and even though this movement is less than five years old, interesting and useful contributions have already emerged. This article reviews these developments in four areas, including empirical 統計 properties of prices, random-process models for price dynamics, 智能體-based modeling, and practical applications.

※ 此為已發表論文，全文需透過期刊付費取得