Multimedialne seminarium z ekono- i socjofizyki

There has been a lot of effort to apply physics methods to problems in economics. Those were particularly successful at option pricing theory, however not only. During my talk, I will describe a model introduced by a group of scientists from the Santa Fe Institute and King's College London. They used a range of methods: dimensional analysis, simulation, and mean field theory to derive quantitive parameters of the financial market. By using this model they managed to make predictions of price diffusion rates and the spread and price impact functions.