Econophysics of Agent-Based Models

摘要

The historical interplay between economics and physics is a long one. Many have criticized economists as social scientists with "physics envy." There is also a long tradition of physics-trained scientists having successful careers in applied finance.1 In the mid-1990s, econophysics arrived as a totally new field of its own, differing in important ways from previous interactions between economists and physicists. First, it boldly went off on its own, generally deciding that most of economics was extra baggage that it didn't want to be concerned with.2 Second, it created its own disciplinary structure with econophysics conferences, and entire special issues of physics journals dedicated to this new field.3 This book is concerned with the more theoretical agent-based modeling parts of the econophysics world. It is based on the proceedings of a recent conference along with several invited papers.