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Routledge Handbook of Philosophy of Scientific Modeling

STATISTICAL MECHANICAL MODELS OF FINANCE

Publication ,  Chapter
Palacios, P; Jhun, JS
January 1, 2024

The last 30 years have seen an increase in alternative approaches to economic modeling inspired by analogies with statistical mechanics and other areas of physics. Work in this tradition has come to be known as econophysics. Despite the apparent empirical successes of some models in econophysics, the field has been widely criticized. In this chapter, we diagnose more precisely why it is that econophysics models seem unsatisfactory and suggest one way of reconceptualizing the problem, as well as offering possible solutions. Our focus will be on the role of analogies and robustness analysis in econophysics modeling.

Duke Scholars

DOI

Publication Date

January 1, 2024

Start / End Page

429 / 442
 

Citation

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Palacios, P., & Jhun, J. S. (2024). STATISTICAL MECHANICAL MODELS OF FINANCE. In Routledge Handbook of Philosophy of Scientific Modeling (pp. 429–442). https://doi.org/10.4324/9781003205647-37
Palacios, P., and J. S. Jhun. “STATISTICAL MECHANICAL MODELS OF FINANCE.” In Routledge Handbook of Philosophy of Scientific Modeling, 429–42, 2024. https://doi.org/10.4324/9781003205647-37.
Palacios P, Jhun JS. STATISTICAL MECHANICAL MODELS OF FINANCE. In: Routledge Handbook of Philosophy of Scientific Modeling. 2024. p. 429–42.
Palacios, P., and J. S. Jhun. “STATISTICAL MECHANICAL MODELS OF FINANCE.” Routledge Handbook of Philosophy of Scientific Modeling, 2024, pp. 429–42. Scopus, doi:10.4324/9781003205647-37.
Palacios P, Jhun JS. STATISTICAL MECHANICAL MODELS OF FINANCE. Routledge Handbook of Philosophy of Scientific Modeling. 2024. p. 429–442.

DOI

Publication Date

January 1, 2024

Start / End Page

429 / 442