Anomalous Diffusion In Trading Models.,
2010
Universiti Malaya
Anomalous Diffusion In Trading Models., Sidiq Mohamad Khidzir
Student Works (2010-2019)
Econophysics is an interdisciplinary research field applying the mathematical methods of statistical physics to economics and finance. It emphasizes quantitative analysis of large amounts of economic and financial data as oppose to the more philosophical approach of political economics. A popular topic studied in econophysics is the distribution of wealth.Many models have been proposed to explain the trading dynamics [12,13] leading to the distribution of wealth universally observed in many countries. A more recent topic in econophysics is the movement of money studied by Brockmann in [19,20]. In this work, we are interested in studying the relation between the distribution …
