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quarta-feira, janeiro 13, 2010

Novas metáforas físicas em Economia


Parodiando Engels, "todo economista vivo é escravo de um físico morto". A questão não é se novas idéias e conceitos físicos podem ser aplicados às ciências econômicas e sociais, mas por que os velhos conceitos da física newtoniana ("equilíbrio", "forças" econômicas, "tensão" social etc.) permanecem no discurso sócio-econômico.


The (unfortunate) complexity of the economy

This article is a follow-up of a short essay that appeared in Nature 455, 1181 (2008) [arXiv:0810.5306]. It has become increasingly clear that the erratic dynamics of markets is mostly endogenous and not due to the rational processing of exogenous news. I elaborate on the idea that spin-glass type of problems, where the combination of competition and heterogeneities generically leads to long epochs of statis interrupted by crises and hyper-sensitivity to small changes of the environment, could be metaphors for the complexity of economic systems. I argue that the most valuable contribution of physics to economics might end up being of methodological nature, and that simple models from physics and agent based numerical simulations, although highly stylized, are more realistic than the traditional models of economics that assume rational agents with infinite foresight and infinite computing abilities.
Subjects:General Finance (q-fin.GN); Physics and Society (physics.soc-ph)
Journal reference:Physics World, April 2009, p.28-32
Cite as:arXiv:0904.0805v1 [q-fin.GN]

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