Journal article

Physicists attempt to scale the ivory towers of finance

Abstract:: 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.

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APA Style

Farmer, J. (1999). Physicists attempt to scale the ivory towers of finance. Computing in Science and Engineering, Nov. - Dec. 1999 (IEEE).

MLA Style

Farmer, J. “Physicists Attempt to Scale the Ivory Towers of Finance.” Computing in Science and Engineering, Nov. - Dec. 1999 (IEEE), 1999.

Chicago Style

Farmer, J. 1999. “Physicists Attempt to Scale the Ivory Towers of Finance.” Computing in Science and Engineering, Nov. - Dec. 1999 (IEEE).
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Authors

+ Farmer, J More by this author

Institution:: University of Oxford
Division:: MPLS
Department:: Mathematical Institute
Role:: Author

Journal:: Computing in Science and Engineering, Nov. - Dec. 1999 (IEEE) More from this journal
Publication date:: 1999-12-10

Keywords:: adap-org

nlin.AO
Pubs id:: pubs:387651
UUID:: uuid:5c0c9c1b-1049-4bef-8b7a-44c792141caf
Local pid:: pubs:387651
Source identifiers:: 387651
Deposit date:: 2013-11-16

Terms of use

Copyright date:: 1999
Notes:: 13 pages, 5 figures

Licence:: Terms and Conditions of Use for Oxford University Research Archive

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