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It seems that over the past few decades many ideas from statistical physics have been successfully incorporated into economics and finance to form the sub-discipline of econophysics. However, it is possible that some useful aspects of statistical physics remain neglected or underappreciated in quantitative finance, hence the question.

Source material about statistical physics and finance: article by Mantegna and Kertész (2011) -- Focus on Statistical Physics Modeling in Economics and Finance

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  • $\begingroup$ Could you please provide some source for ideas which are successfully transfered from statistical physics into finance? $\endgroup$ – skoestlmeier Sep 24 '18 at 10:24
  • $\begingroup$ Sorry I didn't originally, just edited and added the link now. $\endgroup$ – adamc91 Sep 24 '18 at 10:31
  • $\begingroup$ I understand why you ask the question this way, but still it would make much more sense to ask which ideas were successfully implemented in finance and look for the complement yourself. As is your question is like "what theorems haven't yet been proved". $\endgroup$ – LazyCat Sep 24 '18 at 14:26
  • $\begingroup$ I see what you're saying, but that approach seems to slightly involve going over well-trodden paths, rather than having the excitement of venturing into the unknown, so to speak. $\endgroup$ – adamc91 Sep 26 '18 at 9:38

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