A Simple Econophysics Model of the Stock Market as a Nonequilibrium Open System

Author:

Dmitriev Andrey,Silchev Vitaly,Dmitriev Victor

Publisher

Springer International Publishing

Reference30 articles.

1. Chakraborti, A., Toke, I., Patriarca, V., Abergel, F.: Econophysics review: I. Empir. Facts Quant. Finan. Quant. Fin. 11, 991–1012 (2011)

2. Chakraborti, A., Toke, I., Patriarca, V., Abergel, F.: Econophysics review: II. Agent-based Models. Quant. Fin. 11, 1013–1041 (2011)

3. Richmond, P., Mimkes, J., Hutzler, S.: Econophysics and Physical Economics. Oxford University Press, United Kingdom (2013)

4. Savoiu, G.: Econophysics: Background and Applications in Economics, Finance, and Sociophysics. Elsevier, Amsterdam (2013)

5. Hsieh, D.A.: Chaos and Nonlinear Dynamics: Application to Financial Markets. J. Fin. 46, 1839–1877 (1991)

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1. Nonlinear random dynamical model for the stock market;Journal of Physics: Conference Series;2019-08-01

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