Statistical Physics and Economics: Concepts, Tools, and Applications Book

1	Economy and Complex Systems	1
1.1	What Is a Complex System?	1
1.2	Determinism Versus Chaos	4
1.3	The Probability Distribution	7
1.4	The Liouville Equation	9
1.5	Econophysics	10
2	Evolution and Probabilistic Concepts	13
2.1	Some Notations of Probability Theory	13
2.2	Generalized Rate Equations	18
2.3	Combined Probabilities	24
2.4	Markov Approximation	26
2.5	Generalized Fokker Planck Equation	28
2.6	Correlation and Stationarity	35
2.7	Stochastic Equations of Motion	38
3	Financial Markets	49
3.1	Introduction	49
3.2	Empirical Analysis	55
3.3	Long-Time Regime	67
3.4	Standard Problems of Finance	80
3.5	Short-Time Regime	95
3.6	Large Fluctuations	108
3.7	Memory Effects	126
4	Economic Systems	157
4.1	The Task of Economics	157
4.2	Microeconomics	165
4.3	Thermodynamics and Economy	174
4.4	Macroeconomics	181
5	Computer Simulations	195
5.1	Models and Simulations	195
5.2	Monte Carlo Simulations	197
5.3	Cellular Automata	204
6	Forecasting	207
6.1	Regression and Autoregression	207
6.2	The Bayesian Concept	210
6.3	Neural Networks	213
	References	227
	Index	241