Issue No. 06 - November/December (1999 vol. 1)
DOI Bookmark: http://doi.ieeecomputersociety.org/10.1109/5992.906615
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.
J. D. Farmer, "Physicists Attempt to Scale the Ivory Towers of Finance," in Computing in Science & Engineering, vol. 1, no. , pp. 26-39, 1999.