Skip to main content
Article
Financial Physics
Reports on Progress in Physics
  • James A. Feigenbaum, Utah State University
Document Type
Article
Publication Date
1-1-2003
Abstract

In this introduction to the burgeoning field of econophysics, we review the application of self-organized criticality to economics, the Cont–Bouchaud percolation model, multiple-strategy agent-based models of financial markets, the minority game, and log-periodic precursors to financial crashes.

Citation Information
Feigenbaum, James A., (2003), “Financial Physics,” Reports on Progress in Physics 66: 1611-1649. (invited review article)