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  • Search: subject:"Statistical field theory"
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Subject
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Statistical field theory 6 Econophysics 3 Financial markets 3 Agent-based modeling 2 Agentenbasierte Modellierung 2 Multi-agent model 2 Path integrals 2 Self-organized criticality 2 Budget constraint 1 Business cycle 1 Business cycle theory 1 Capital accumulation 1 Collective variables 1 Exchange space 1 Gauge invariance 1 Interacting agents 1 Interaction agents 1 Investition 1 Investment 1 Konjunktur 1 Konjunkturtheorie 1 Loop expansion 1 Phase transition 1 Theorie 1 Theory 1
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Undetermined 6
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Article 6
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Article in journal 2 Aufsatz in Zeitschrift 2
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Undetermined 4 English 2
Author
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Dupoyet, B. 3 Fiebig, H.R. 3 Musgrove, D.P. 3 Gosselin, Pierre 2 Lotz, Aïleen 2 Wambst, Marc 2 Caillol, J.-M. 1 Mryglod, I. 1 Patsahan, O. 1
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Physica A: Statistical Mechanics and its Applications 4
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RePEc 4 ECONIS (ZBW) 2
Showing 1 - 6 of 6
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A statistical field approach to capital accumulation
Gosselin, Pierre; Lotz, Aïleen; Wambst, Marc - 2021
Persistent link: https://www.econbiz.de/10012618377
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A path integral approach to business cycle models with large number of agents
Gosselin, Pierre; Lotz, Aïleen; Wambst, Marc - 2020
Persistent link: https://www.econbiz.de/10012296996
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Arbitrage-free self-organizing markets with GARCH properties: Generating them in the lab with a lattice model
Dupoyet, B.; Fiebig, H.R.; Musgrove, D.P. - In: Physica A: Statistical Mechanics and its Applications 391 (2012) 18, pp. 4350-4363
We extend our studies of a quantum field model defined on a lattice having the dilation group as a local gauge symmetry. The model is relevant in the cross-disciplinary area of econophysics. A corresponding proposal by Ilinski aimed at gauge modeling in non-equilibrium pricing is realized as a...
Persistent link: https://www.econbiz.de/10010590672
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Replicating financial market dynamics with a simple self-organized critical lattice model
Dupoyet, B.; Fiebig, H.R.; Musgrove, D.P. - In: Physica A: Statistical Mechanics and its Applications 390 (2011) 18, pp. 3120-3135
We explore a simple lattice field model intended to describe statistical properties of high-frequency financial markets. The model is relevant in the cross-disciplinary area of econophysics. Its signature feature is the emergence of a self-organized critical state. This implies scale invariance...
Persistent link: https://www.econbiz.de/10010872529
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Gauge invariant lattice quantum field theory: Implications for statistical properties of high frequency financial markets
Dupoyet, B.; Fiebig, H.R.; Musgrove, D.P. - In: Physica A: Statistical Mechanics and its Applications 389 (2010) 1, pp. 107-116
We report on initial studies of a quantum field theory defined on a lattice with multi-ladder geometry and the dilation group as a local gauge symmetry. The model is relevant in the cross-disciplinary area of econophysics. A corresponding proposal by Ilinski aimed at gauge modeling in...
Persistent link: https://www.econbiz.de/10010874957
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Statistical field theory for simple fluids: The collective variables representation
Caillol, J.-M.; Patsahan, O.; Mryglod, I. - In: Physica A: Statistical Mechanics and its Applications 368 (2006) 2, pp. 326-344
An alternative representation of an exact statistical field theory for simple fluids, based on the method of collective …
Persistent link: https://www.econbiz.de/10010589383
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