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arXiv · 2403.10899

Short research review: Applications of statistical physics investigating financial and other social systems

Vygintas Gontis·Aleksejus Kononovicius·Julius Ruseckas
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Abstract

Physics research complements traditional approaches, such as mathematical (stochastic) finance and econometrics in quantitative economics and finance. In the early years of this millennium, we embarked on an interdisciplinary research endeavor in Lithuania, applying concepts from statistical physics to understand complex financial and social systems. Here, we provide a short review of investigations in Lithuania, spanning from 2008 to 2022, undertaken by our research group.

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Vygintas Gontis, Aleksejus Kononovicius, Julius Ruseckas. 2024-03-16. Short research review: Applications of statistical physics investigating financial and other social systems. https://arxiv.org/abs/2403.10899

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