Econophysics and Financial-Economic Monitoring
A. N. Panchenkov

TL;DR
This paper develops a foundational framework for econophysics by defining its conceptual model based on entropy and applying it to financial-economic monitoring through diffusion fields on entropy manifolds.
Contribution
It introduces a new conceptual model of econophysics based on entropy and formulates a general theory for financial-economic monitoring using diffusion fields.
Findings
Established entropy as the core conceptual model of econophysics.
Proposed a new approach to financial monitoring using diffusion fields.
Provided a theoretical basis for monitoring flows on entropy manifolds.
Abstract
The author solves two problems: formation of object of econophysics, creation of the general theory of financial-economic monitoring. In the first problem he studied two fundamental tasks: a choice of conceptual model and creation of axiomatic base. It is accepted, that the conceptual model of econophysics is a concrete definition of entropy conceptual model. Financial and economic monitoring is considered as monitoring of flows on entropy manifold of phase space - on a Diffusion field.
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Taxonomy
TopicsComplex Systems and Time Series Analysis · Market Dynamics and Volatility
