The paper aims to offer an overview on some recent application of statistical physics methods to economic and financial problems, field known today as "econophysics". The second part introduces an example of microscopic modeling, namely the financial crashes seen as second order phase tran...

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Autores:
Gligor, Mircea; Department of Physics, Collegium Roman Voda M. Eminescu, Neamt, Romanía
Tipo de recurso:
Article of journal
Fecha de publicación:
2013
Institución:
Pontificia Universidad Javeriana
Repositorio:
Repositorio Universidad Javeriana
Idioma:
eng
OAI Identifier:
oai:repository.javeriana.edu.co:10554/31282
Acceso en línea:
http://revistas.javeriana.edu.co/index.php/scientarium/article/view/4837
http://hdl.handle.net/10554/31282
Palabra clave:
null
null
null
Rights
openAccess
License
Atribución-NoComercial-SinDerivadas 4.0 Internacional
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oai_identifier_str oai:repository.javeriana.edu.co:10554/31282
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network_name_str Repositorio Universidad Javeriana
repository_id_str
spelling Atribución-NoComercial-SinDerivadas 4.0 Internacionalinfo:eu-repo/semantics/openAccesshttp://purl.org/coar/access_right/c_abf2nullGligor, Mircea; Department of Physics, Collegium Roman Voda M. Eminescu, Neamt, Romanía2018-02-24T15:59:33Z2020-04-15T18:10:46Z2018-02-24T15:59:33Z2020-04-15T18:10:46Z2013-05-27http://revistas.javeriana.edu.co/index.php/scientarium/article/view/48372027-13520122-7483http://hdl.handle.net/10554/31282PDFapplication/pdfengPontificia Universidad Javerianahttp://revistas.javeriana.edu.co/index.php/scientarium/article/view/4837/3717Universitas Scientiarum; Vol 6, No 2 (2001); 41-48Universitas Scientiarum; Vol 6, No 2 (2001); 41-48Universitas Scientiarum; Vol 6, No 2 (2001); 41-48nullnullnullnullnullnullhttp://purl.org/coar/version/c_970fb48d4fbd8a85Artículo de revistahttp://purl.org/coar/resource_type/c_6501http://purl.org/coar/resource_type/c_2df8fbb1info:eu-repo/semantics/articleA NEW DIMENSION OF INTERDISCIPLINARITY: ECONOPHYSICSThe paper aims to offer an overview on some recent application of statistical physics methods to economic and financial problems, field known today as "econophysics". The second part introduces an example of microscopic modeling, namely the financial crashes seen as second order phase transitions. Although the model proposed is minimal -the Ising model in Bragg-Williams approximation- it leads to a discontinuity in the shape of the specific heat similar to the discontinuities of stock market índices during a financial crash.10554/31282oai:repository.javeriana.edu.co:10554/312822023-03-28 16:16:00.554Repositorio Institucional - Pontificia Universidad Javerianarepositorio@javeriana.edu.co
dc.title.english.eng.fl_str_mv A NEW DIMENSION OF INTERDISCIPLINARITY: ECONOPHYSICS
dc.creator.fl_str_mv Gligor, Mircea; Department of Physics, Collegium Roman Voda M. Eminescu, Neamt, Romanía
dc.contributor.author.none.fl_str_mv Gligor, Mircea; Department of Physics, Collegium Roman Voda M. Eminescu, Neamt, Romanía
dc.contributor.none.fl_str_mv null
dc.subject.eng.fl_str_mv null
null
null
topic null
null
null
spellingShingle null
null
null
description The paper aims to offer an overview on some recent application of statistical physics methods to economic and financial problems, field known today as "econophysics". The second part introduces an example of microscopic modeling, namely the financial crashes seen as second order phase transitions. Although the model proposed is minimal -the Ising model in Bragg-Williams approximation- it leads to a discontinuity in the shape of the specific heat similar to the discontinuities of stock market índices during a financial crash.
publishDate 2013
dc.date.created.none.fl_str_mv 2013-05-27
dc.date.accessioned.none.fl_str_mv 2018-02-24T15:59:33Z
2020-04-15T18:10:46Z
dc.date.available.none.fl_str_mv 2018-02-24T15:59:33Z
2020-04-15T18:10:46Z
dc.type.coar.fl_str_mv http://purl.org/coar/resource_type/c_2df8fbb1
dc.type.hasversion.none.fl_str_mv http://purl.org/coar/version/c_970fb48d4fbd8a85
dc.type.local.spa.fl_str_mv Artículo de revista
dc.type.coar.none.fl_str_mv http://purl.org/coar/resource_type/c_6501
dc.type.driver.none.fl_str_mv info:eu-repo/semantics/article
format http://purl.org/coar/resource_type/c_6501
dc.identifier.none.fl_str_mv http://revistas.javeriana.edu.co/index.php/scientarium/article/view/4837
dc.identifier.issn.none.fl_str_mv 2027-1352
0122-7483
dc.identifier.uri.none.fl_str_mv http://hdl.handle.net/10554/31282
url http://revistas.javeriana.edu.co/index.php/scientarium/article/view/4837
http://hdl.handle.net/10554/31282
identifier_str_mv 2027-1352
0122-7483
dc.language.iso.none.fl_str_mv eng
language eng
dc.relation.uri.none.fl_str_mv http://revistas.javeriana.edu.co/index.php/scientarium/article/view/4837/3717
dc.relation.citationissue.eng.fl_str_mv Universitas Scientiarum; Vol 6, No 2 (2001); 41-48
dc.relation.citationissue.spa.fl_str_mv Universitas Scientiarum; Vol 6, No 2 (2001); 41-48
dc.relation.citationissue.por.fl_str_mv Universitas Scientiarum; Vol 6, No 2 (2001); 41-48
dc.rights.licence.*.fl_str_mv Atribución-NoComercial-SinDerivadas 4.0 Internacional
dc.rights.accessrights.none.fl_str_mv info:eu-repo/semantics/openAccess
dc.rights.coar.spa.fl_str_mv http://purl.org/coar/access_right/c_abf2
rights_invalid_str_mv Atribución-NoComercial-SinDerivadas 4.0 Internacional
http://purl.org/coar/access_right/c_abf2
eu_rights_str_mv openAccess
dc.format.spa.fl_str_mv PDF
dc.format.mimetype.spa.fl_str_mv application/pdf
dc.coverage.none.fl_str_mv null
null
null
dc.publisher.eng.fl_str_mv Pontificia Universidad Javeriana
institution Pontificia Universidad Javeriana
repository.name.fl_str_mv Repositorio Institucional - Pontificia Universidad Javeriana
repository.mail.fl_str_mv repositorio@javeriana.edu.co
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