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Econophysics is an interdisciplinary research field, applying theories and methods originally developed by physicists in order to solve problems in economics, usually those including uncertainty or stochastic processes and nonlinear dynamics. Some of its application to the study of financial markets has also been termed statistical finance referring to its roots in statistical physics. ==History== Physicists’ interest in the social sciences is not new; Daniel Bernoulli, as an example, was the originator of utility-based preferences. One of the founders of neoclassical economic theory, former Yale University Professor of Economics Irving Fisher, was originally trained under the renowned Yale physicist, Josiah Willard Gibbs.〔(Yale Economic Review, Retrieved October-25-09 )〕 Likewise, Jan Tinbergen, who won the first Nobel Prize in economics in 1969 for having developed and applied dynamic models for the analysis of economic processes, studied physics with Paul Ehrenfest at Leiden University. Econophysics was started in the mid-1990s by several physicists working in the subfield of statistical mechanics. Unsatisfied with the traditional explanations and approaches of economists - which usually prioritized simplified approaches for the sake of soluble theoretical models over agreement with empirical data - they applied tools and methods from physics, first to try to match financial data sets, and then to explain more general economic phenomena. One driving force behind econophysics arising at this time was the sudden availability of large amounts of financial data, starting in the 1980s. It became apparent that traditional methods of analysis were insufficient - standard economic methods dealt with homogeneous agents and equilibrium, while many of the more interesting phenomena in financial markets fundamentally depended on heterogeneous agents and far-from-equilibrium situations. The term “econophysics” was coined by H. Eugene Stanley, to describe the large number of papers written by physicists in the problems of (stock and other) markets, in a conference on statistical physics in Kolkata (erstwhile Calcutta) in 1995 and first appeared in its proceedings publication in Physica A 1996.〔( Interview of H. E. Stanley on Econophysics (Published in "IIM Kozhikode Society & Management Review", Sage publication (USA), Vol. 2 Issue 2 (July), pp. 73-78 (2013)) )〕〔(Econophysics Research in India in the last two Decades (1993-2013) (Published in "IIM Kozhikode Society & Management Review", Sage publication (USA), Vol. 2 Issue 2 (July), pp. 135-146 (2013)) )〕 The inaugural meeting on Econophysics was organised 1998 in Budapest by János Kertész and Imre Kondor. Currently, the almost regular meeting series on the topic include: APFA, ECONOPHYS-KOLKATA,〔ECONOPHYS-KOLKATA VIII: Econophysics and data driven modelling of market dynamics, March 14-17, 2014 (Proc. Vol.: Econophysics and data driven modelling of market dynamics, Eds. F. Abergel, H. Aoyama, B.K. Chakrabarti, A. Chakraborti, A. Ghosh, New Economic Windows, Springer Int. Publ., Switzerland, 2015); ECONOPHYS-KOLKATA VII : Econophysics of Agent Based Models, 8–12 November 2012 (Proc. Vol.: Econophysics of Agent Based Models, Eds. F. Abergel, H. Aoyama, B.K. Chakrabarti, A. Chakraborti, A. Ghosh, New Economic Windows, Springer Int. Publ., Switzerland, 2013); ECONOPHYS-KOLKATA VI : Econophysics of Systemic Risk and Network Dynamics, 21–25 October 2011 (Proc. Vol.: Econophysics of Systemic Risk and Network Dynamics, Eds. F. Abergel, B.K. Chakrabarti, A. Chakraborti, A. Ghosh, New Economic Windows, Springer-Verlag, Milan, 2012); ECONOPHYS-KOLKATA V : Econophysics of Order-Driven Markets, 9–13 March 2010 (Proc. Vol.: Econophysics of Order-driven Markets, Eds. F. Abergel, B.K. Chakrabarti, A. Chakraborti, M. Mitra, New Economic Windows, Springer-Verlag, Milan, 2011); ECONOPHYS-KOLKATA IV : Econophysics of Games and Social Choices, 9–13 March 2009 (Proc. Vol.: Econophysics & Economics of Games, Social Choices and Quantitative Techniques, Eds. B. Basu, B. K. Chakrabarti, S. R. Chakravarty, K. Gangopadhyay, New Economic Windows, Springer-Verlag, Milan, 2010); ECONOPHYS-KOLKATA III: Econophysics & Sociophysics of Markets and Networks, 12–15 March 2007 (Proc. Vol.: Econophysics of Markets and Business Networks, Eds. A. Chatterjee, B.K. Chakrabarti, New Economic Windows, Springer-Verlag, Milan, 2007); ECONOPHYS-KOLKATA II: Econophysics of Stock Markets and Minority Games, 14–17 February 2006 (Proc. Vol.: Econophysics of Stock and other Markets, Eds. A. Chatterjee, B.K. Chakrabarti, New Economic Windows, Springer-Verlag, Milan, 2006); ECONOPHYS-KOLKATA I: Econophysics of Wealth Distributions, 15–19 March 2005 (Proc. Vol.: Econophysics of Wealth Distributions, Eds. A. Chatterjee, S. Yarlagadda, B.K. Chakrabarti, New Economic Windows, Springer-Verlag, Milan, 2005).〕 Econophysics Colloquium, ESHIA/ WEHIA. In recent years network science, heavily reliant on analogies from statistical mechanics, has been applied to the study of productive systems. That is the case with the works done at the Santa Fe Institute in European Funded Research Projects as Forecasting Financial Crises and the Harvard-MIT Observatory of Economic Complexity If "econophysics" is taken to denote the principle of applying statistical mechanics to economic analysis, as opposed to a particular literature or network, priority of innovation is probably due to Emmanuel Farjoun and Moshé Machover (1983). Their book ''Laws of Chaos: A Probabilistic Approach to Political Economy'' proposes ''dis''solving (their words) the transformation problem in Marx's political economy by re-conceptualising the relevant quantities as random variables.〔Farjoun and Machover disclaim complete originality: their book is dedicated to the late Robert H. Langston, who they cite for direct inspiration (page 12), and they also note an independent suggestion in a discussion paper by E.T. Jaynes (page 239)〕 If, on the other side, "econophysics" is taken to denote the application of physics to economics, one can already consider the works of Léon Walras and Vilfredo Pareto as part of it. Indeed, as shown by Ingrao and Israel, general equilibrium theory in economics is based on the physical concept of mechanical equilibrium. Econophysics has nothing to do with the "physical quantities approach" to economics, advocated by Ian Steedman and others associated with Neo-Ricardianism. Notable econophysicists are Jean-Philippe Bouchaud, Bikas K Chakrabarti, J. Doyne Farmer, Dirk Helbing, János Kertész, Francis Longstaff, Rosario N. Mantegna, Matteo Marsili, Joseph L. McCauley, Enrico Scalas, Didier Sornette, H. Eugene Stanley, Victor Yakovenko and Yi-Cheng Zhang. Particularly noteworthy among the formal courses on Econophysics is the one offered by the Physics Department of the Leiden University, from where the first Nobel-laureate in economics Jan Tinbergen came. From September 2014 King's College has awarded the first position of Full Professor in Econophysics. 抄文引用元・出典: フリー百科事典『 ウィキペディア（Wikipedia）』 ■ウィキペディアで「econophysics」の詳細全文を読む スポンサード リンク
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