IDEAS home Printed from https://ideas.repec.org/p/pra/mprapa/46900.html
   My bibliography  Save this paper

An Econophysics Model for Investments using the Law of the Electric Field Flow (Gauss’ Law)

Author

Listed:
  • Spanulescu, Ion
  • Popescu, Ion
  • Stoica, Victor
  • Gheorghiu, Anca

Abstract

In this paper a new econophysics model of investment processes is proposed and discussed. For this purpose an analogy between the electric field flow and the investment supplying flow with credits for the considered investment is used.

Suggested Citation

  • Spanulescu, Ion & Popescu, Ion & Stoica, Victor & Gheorghiu, Anca, 2012. "An Econophysics Model for Investments using the Law of the Electric Field Flow (Gauss’ Law)," MPRA Paper 46900, University Library of Munich, Germany.
  • Handle: RePEc:pra:mprapa:46900
    as

    Download full text from publisher

    File URL: https://mpra.ub.uni-muenchen.de/46900/1/MPRA_paper_46900.pdf
    File Function: original version
    Download Restriction: no
    ---><---

    References listed on IDEAS

    as
    1. Fabrizio Lillo & Rosario N. Mantegna, 2000. "Variety and Volatility in Financial Markets," Papers cond-mat/0006065, arXiv.org.
    2. A. Drăgulescu & V.M. Yakovenko, 2001. "Evidence for the exponential distribution of income in the USA," The European Physical Journal B: Condensed Matter and Complex Systems, Springer;EDP Sciences, vol. 20(4), pages 585-589, April.
    3. Mantegna, Rosario N & Palágyi, Zoltán & Stanley, H.Eugene, 1999. "Applications of statistical mechanics to finance," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 274(1), pages 216-221.
    Full references (including those not matched with items on IDEAS)

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Ion Spanulescu & Victor A. Stoica & Ion Popescu, 2010. "An Econophysics Model for the Currency Exchange with Commission," Papers 1005.0313, arXiv.org.
    2. Anca Gheorghiu & Ion Spanulescu, 2012. "An Econophysics Model for the Migration Phenomena," Papers 1202.0996, arXiv.org.
    3. Anca Gheorghiu & Ion Sp^anulescu, 2011. "Macrostate Parameter and Investment Risk Diagrams for 2008 and 2009," Papers 1101.4674, arXiv.org.
    4. Ivan S. Maksymov, 2023. "Analogue and Physical Reservoir Computing Using Water Waves: Applications in Power Engineering and Beyond," Energies, MDPI, vol. 16(14), pages 1-26, July.
    5. Hernández-Ramírez, E. & del Castillo-Mussot, M. & Hernández-Casildo, J., 2021. "World per capita gross domestic product measured nominally and across countries with purchasing power parity: Stretched exponential or Boltzmann–Gibbs distribution?," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 568(C).
    6. Schulz, Jan & Mayerhoffer, Daniel M., 2021. "A network approach to consumption," BERG Working Paper Series 173, Bamberg University, Bamberg Economic Research Group.
    7. Li, Da-Ye & Nishimura, Yusaku & Men, Ming, 2014. "Fractal markets: Liquidity and investors on different time horizons," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 407(C), pages 144-151.
    8. Ricardo Lopez-Ruiz, 2012. "Complex Systems with Trivial Dynamics," Papers 1210.6481, arXiv.org.
    9. Fabio Clementi & Mauro Gallegati, 2005. "Pareto's Law of Income Distribution: Evidence for Grermany, the United Kingdom, and the United States," Microeconomics 0505006, University Library of Munich, Germany.
    10. Tao, Yong, 2015. "Universal laws of human society’s income distribution," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 435(C), pages 89-94.
    11. Cristescu, Constantin P. & Stan, Cristina & Scarlat, Eugen I. & Minea, Teofil & Cristescu, Cristina M., 2012. "Parameter motivated mutual correlation analysis: Application to the study of currency exchange rates based on intermittency parameter and Hurst exponent," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 391(8), pages 2623-2635.
    12. Kaldasch, Joachim, 2012. "Evolutionary model of the personal income distribution," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 391(22), pages 5628-5642.
    13. Lemmens, D. & Liang, L.Z.J. & Tempere, J. & De Schepper, A., 2010. "Pricing bounds for discrete arithmetic Asian options under Lévy models," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 389(22), pages 5193-5207.
    14. Kayal, Suchandan & Kumar, Somesh, 2013. "Estimation of the Shannon’s entropy of several shifted exponential populations," Statistics & Probability Letters, Elsevier, vol. 83(4), pages 1127-1135.
    15. Valérie Berenger & Cuauhtémoc Calderón Villarreal & Franck Celestini, 2009. "Modelling the Distribution of Multidimensional Poverty Scores: Evidence from Mexico," Estudios Económicos, El Colegio de México, Centro de Estudios Económicos, vol. 24(1), pages 3-34.
    16. Gregor Semieniuk & Victor M. Yakovenko, 2020. "Historical Evolution of Global Inequality in Carbon Emissions and Footprints versus Redistributive Scenarios," Papers 2004.00111, arXiv.org.
    17. Zhang, H.S. & Shen, X.Y. & Huang, J.P., 2016. "Pattern of trends in stock markets as revealed by the renormalization method," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 456(C), pages 340-346.
    18. Chakrabarti, Anindya S., 2011. "An almost linear stochastic map related to the particle system models of social sciences," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 390(23), pages 4370-4378.
    19. Gu, Gao-Feng & Zhou, Wei-Xing, 2007. "Statistical properties of daily ensemble variables in the Chinese stock markets," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 383(2), pages 497-506.
    20. Makowsky, Michael D., 2011. "Religion, clubs, and emergent social divides," Journal of Economic Behavior & Organization, Elsevier, vol. 80(1), pages 74-87.

    More about this item

    Keywords

    econophysics; electrical field; Gauss’ Law; investment process; investment field.;
    All these keywords.

    JEL classification:

    • A12 - General Economics and Teaching - - General Economics - - - Relation of Economics to Other Disciplines
    • E22 - Macroeconomics and Monetary Economics - - Consumption, Saving, Production, Employment, and Investment - - - Investment; Capital; Intangible Capital; Capacity

    NEP fields

    This paper has been announced in the following NEP Reports:

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:pra:mprapa:46900. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Joachim Winter (email available below). General contact details of provider: https://edirc.repec.org/data/vfmunde.html .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.