关于经济物理学与金融学之间的“常见”误解--对建模方法和有效市场假说的一些澄清
On the "usual" misunderstandings between econophysics and finance: some clarifications on modelling approaches and efficient market hypothesis
摘要：
本文结合近年来经济物理学与金融经济学的研究和争论，从建模和基本假设两个方面讨论了两个学科之间的常见误解。在经济物理学的文献中，金融经济学家使用的方法经常被认为是自上而下的方法（从先验的“第一原理”开始），而经济学家则将自己描述为使用（经验数据倾向）自下而上方法的学者。虽然这种二元论观点在经济物理学文献中非常普遍，但本文认为这种区分非常混乱，无法揭示金融学与经济物理学之间差异的本质。这两个领域之间的区别主要是通过有效市场假说的镜头在这里进行调查，以表明，在实质上，经济物理学和金融经济学往往有一个类似的方法，这意味着这两个领域之间的误解在建模水平，因此可以超越。
英文摘要：
In line with the recent research and debates about econophysics and financial economics, this article discusses on usual misunderstandings between the two disciplines in terms of modelling and basic hypotheses. In the literature devoted to econophysics, the methodology used by financial economists is frequently considered as a top-down approach (starting from a priori "first principles") while econophysicists rather present themselves as scholars working with a (empirical data prone) bottom-up approach. Although this dualist perspective is very common in the econophysics literature, this paper claims that the distinction is very confusing and does not permit to reveal the essence of the differences between finance and econophysics. The distinction between these two fields is mainly investigated here through the lens of the Efficient Market Hypothesis in order to show that, in substance, econophysics and financial economics tend to have a similar approach implying that the misunderstanding between these two fields at the modelling level can therefore be overstepped.
机构、总结、中文摘要均由AI分析而来，可能存在错误，请以论文正文为准。
