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Physicists Attempt to Scale the Ivory Towers of Finance
November/December 1999 (vol. 1 no. 6)
pp. 26-39
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 statistical properties of prices, random process models for price dynamics, agent-based modeling, and practical applications.
Citation:
J. Doyne Farmer, "Physicists Attempt to Scale the Ivory Towers of Finance," Computing in Science and Engineering, vol. 1, no. 6, pp. 26-39, Nov.-Dec. 1999, doi:10.1109/5992.906615
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