A NEW DIMENSION OF INTERDISCIPLINARITY: ECONOPHYSICS

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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Tipo de recurso:: article

Fecha de publicación:: 2013

Institución:: Pontificia Universidad Javeriana

Repositorio:: Repositorio Universidad Javeriana

Idioma:: eng

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spelling	A NEW DIMENSION OF INTERDISCIPLINARITY: ECONOPHYSICSGligor, Mircea; Department of Physics, Collegium Roman Voda M. Eminescu, Neamt, RomaníanullnullnullThe 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.Pontificia Universidad Javeriananull2018-02-24T15:59:33Z2020-04-15T18:10:46Z2018-02-24T15:59:33Z2020-04-15T18:10:46Z2013-05-27http://purl.org/coar/version/c_970fb48d4fbd8a85Artículo de revistahttp://purl.org/coar/resource_type/c_6501info:eu-repo/semantics/articleinfo:eu-repo/semantics/publishedVersionPDFapplication/pdfhttp://revistas.javeriana.edu.co/index.php/scientarium/article/view/48372027-13520122-7483http://hdl.handle.net/10554/31282enghttp://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); 41-48nullnullnullAtribución-NoComercial-SinDerivadas 4.0 Internacionalinfo:eu-repo/semantics/openAccesshttp://purl.org/coar/access_right/c_abf2reponame:Repositorio Universidad Javerianainstname:Pontificia Universidad Javerianainstacron:Pontificia Universidad Javeriana2023-03-28T21:16:00Z
dc.title.none.fl_str_mv	A NEW DIMENSION OF INTERDISCIPLINARITY: ECONOPHYSICS
title	A NEW DIMENSION OF INTERDISCIPLINARITY: ECONOPHYSICS
spellingShingle	A NEW DIMENSION OF INTERDISCIPLINARITY: ECONOPHYSICS Gligor, Mircea; Department of Physics, Collegium Roman Voda M. Eminescu, Neamt, Romanía null null null
title_short	A NEW DIMENSION OF INTERDISCIPLINARITY: ECONOPHYSICS
title_full	A NEW DIMENSION OF INTERDISCIPLINARITY: ECONOPHYSICS
title_fullStr	A NEW DIMENSION OF INTERDISCIPLINARITY: ECONOPHYSICS
title_full_unstemmed	A NEW DIMENSION OF INTERDISCIPLINARITY: ECONOPHYSICS
title_sort	A NEW DIMENSION OF INTERDISCIPLINARITY: ECONOPHYSICS
dc.creator.none.fl_str_mv	Gligor, Mircea; Department of Physics, Collegium Roman Voda M. Eminescu, Neamt, Romanía
author	Gligor, Mircea; Department of Physics, Collegium Roman Voda M. Eminescu, Neamt, Romanía
author_facet	Gligor, Mircea; Department of Physics, Collegium Roman Voda M. Eminescu, Neamt, Romanía
author_role	author
dc.contributor.none.fl_str_mv	null
dc.subject.none.fl_str_mv	null null null
topic	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.none.fl_str_mv	2013-05-27 2018-02-24T15:59:33Z 2018-02-24T15:59:33Z 2020-04-15T18:10:46Z 2020-04-15T18:10:46Z
dc.type.none.fl_str_mv	http://purl.org/coar/version/c_970fb48d4fbd8a85 Artículo de revista http://purl.org/coar/resource_type/c_6501 info:eu-repo/semantics/article info:eu-repo/semantics/publishedVersion
format	article
status_str	publishedVersion
dc.identifier.none.fl_str_mv	http://revistas.javeriana.edu.co/index.php/scientarium/article/view/4837 2027-1352 0122-7483 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.none.fl_str_mv	eng
language	eng
dc.relation.none.fl_str_mv	http://revistas.javeriana.edu.co/index.php/scientarium/article/view/4837/3717 Universitas Scientiarum; Vol 6, No 2 (2001); 41-48 Universitas Scientiarum; Vol 6, No 2 (2001); 41-48 Universitas Scientiarum; Vol 6, No 2 (2001); 41-48
dc.rights.none.fl_str_mv	Atribución-NoComercial-SinDerivadas 4.0 Internacional info:eu-repo/semantics/openAccess 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.none.fl_str_mv	PDF application/pdf
dc.coverage.none.fl_str_mv	null null null
dc.publisher.none.fl_str_mv	Pontificia Universidad Javeriana
publisher.none.fl_str_mv	Pontificia Universidad Javeriana
dc.source.none.fl_str_mv	reponame:Repositorio Universidad Javeriana instname:Pontificia Universidad Javeriana instacron:Pontificia Universidad Javeriana
instname_str	Pontificia Universidad Javeriana
instacron_str	Pontificia Universidad Javeriana
institution	Pontificia Universidad Javeriana
reponame_str	Repositorio Universidad Javeriana
collection	Repositorio Universidad Javeriana
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A NEW DIMENSION OF INTERDISCIPLINARITY: ECONOPHYSICS

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