Application of non-equilibrium statistical mechanics to the analysis of problems in financial markets and economy
Year: 2014
Type: dissertation
Abstract: This thesis contributes to a growing body of work in the emerging interdisciplinary field of econophysics, where tools and techniques of statistical mechanics and other branches of physics are applied to problems in economics and finance.The thesis examines the following four topics: 1) money flows in dation.Tien Kieu, who was Director of Research at the The Portland House Research Group at the time, played an instrumental role in making the funding available.The scholarship in econophysics was enthusiastically supported by Rachel Webster and Andrew Melatos, who along with Tien Kieu became my supervisors
Author: Andrey Sokolov
Language: English
Subfield: Economics and Econometrics
Domain: Social Sciences
Open Access status: green
OpenAlex ID: W607791048