Physicists attempt to scale the ivory towers of finance

Farmer, JD

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.

Actions

Email

Email this record

Send the bibliographic details of this record to your email address.

Your Email
Please enter the email address that the record information will be sent to.

Your message (optional)
Please add any additional information to be included within the email.
Cite

Cite this record

APA Style

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

MLA Style

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

Chicago Style

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

Authors

+ Farmer, JD More by this author

Institution:

University of Oxford

Department:

Oxford, MPLS, Mathematical Inst

Bibliographic Details

Journal:: Computing in Science and Engineering, Nov. - Dec. 1999 (IEEE)
Publication date:: 1999-12-10
URN:: uuid:5c0c9c1b-1049-4bef-8b7a-44c792141caf
Source identifiers:: 387651
Local pid:: pubs:387651

Item Description

Keywords:: nlin.AO

adap-org

Terms of use

Notes:: 13 pages, 5 figures

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

Views & Downloads

Metrics

If you are the owner of this record, you can report an update to it here: Report update to this record