Econophysics and Financial-Economic Monitoring

1EconophysicsandFinancial–EconomicMonitoringA.N.PanchenkovTheHigherSchoolofEconomics–NizhnyNovgorodBranchRussia,603155,NizhniyNovgorod,25/12BolshayaPechorskayaSt.e-mail:[e-mail]lems:formationofobjectofeconophysics,creationofthegeneraltheoryoffinancial-economicmonitoring.Inthefirstproblemhestudiedtwofundamentaltasks:achoiceofconceptualmodelandcreationofaxiomaticbase.Itisaccepted,thattheconceptualmodelofeconophysicsisaconcretedefinitionofentropyconceptualmodel.Financialandeconomicmonitoringisconsideredasmonitoringofflowsonentropymanifoldofphasespace–onaDiffusionfield.Contents1.ThedeepreasonofEconophysicsoccurrence2.ResultsofEconophysics3.FormationofobjectofEconophysicsandcreationofAxiomaticBase4.ThepostulatesofEconophysics5.Entropyconceptualmodelofeconophysics6.Forecasting7.Financial-economicmonitoring:thedefinition8.Phasespace:globalsymmetry-thelawofentropypreservation9.Entropymanifolds:Hilbertianfield10.Diffusion:Diffusionfield11.EntropyTime12.Financial-economicmonitoringisthemonitoringofflowsonDiffusionfield13.Theequationsofthefinancial-economicmonitoring14.Thematrixofdensityofanimpulse15.Destructionandrestorationoffinancial-economicstructuresBibliography21.ThedeepreasonofEconophysicsoccurrenceThetimeofeconophysicsoccurrenceisusuallyconnectedwiththeadventofthebookbyR.N.MantegnaandN.E.Stanley(2000)«Introductionineconophysics»[1].Theinitialideaunderlyingcreationofthenewindependentsectionofeconomybasesonanactualityofapplicationofmethodology,thetheoryandmeansofphysicsforresearchofdevelopingeconomicsystems,objects,processesetc.attheirevolution.Thisideahasledtowidespreadenoughdefinition:«econophysicsisaninterdisciplinaryareaoftheresearchesusingthetheoriesandmethodsdevelopedbyphysiciststosolveproblemsofeconomy».Butherethereisalsoadeepreasonofeconophysicsoccurrence.Themajordiscoveriesofthesecondhalfoftwentiethcenturyhaveputforwardaproblemoftransitionfromtheconceptandmethodologyofphysicstomorecommonbasicentitiesandstructures-conceptsandmethodologyofNaturalsciences.Thefundamentalfacthasbeenfoundout-economy(asascience)isapartofNaturalsciences.Thiseventhasledtorevisionofthebasesofeconomyandinthisactthegeneralityofsemantics,structure,behavior,characteristicpropertiesandmainlawsofeconomyandphysicshasbeenestablished.Asaresultwecametothedeepreasonofoccurrenceofeconophysics:theeconomy,aswellasphysics,isthesectionofthecommonscience-Naturalsciences.2.ResultsofEconophysicsEconophysics,beingintheearlyperiodoftheexistence,developsactivelyandeffectively;numerousteamsofphysicists,economists,mathematiciansparticipateinitsresearchespracticallyinallleadingcountriesoftheWorld.Bynow,somemonographsandreviewsdevotedtovariouskeysectionsandquestionsofeconophysics[1-15]havebeenpublishedandknown.So,itispossiblealreadytospeakaboutresultsofeconophysicsevolution.Firstofall,weareinterestedinconceptually-methodologicalresults.Letuslistthreeconclusions,derivedoutofexperienceofeconophysicsevolution,formalizedasthepostulates:Postulate1.Conditionsoffinancial-economicstructuresandobjectsarerealizedinchaos.3Postulate2.Financial-economicprocessesarethediffusionprocesses.Postulate3.Financial-economicprocessesaretheprocessesofself-organization,inwhichdiffusioniscontrolledbythecurrentchaoticprocess.3.FormationoftheobjectofEconophysicsandcreationoftheAxiomaticBaseTheconceptualmodelofaseparatescienceorNaturalsciencesasawholerestupontwobasicessences:1.Anobject;2.Afundamentalextremeprinciple.Theobjectofascienceshouldhaveaxiomaticdefinition;theaxiomaticsofobjectdefinesconceptualintegrityoftheparticularsectionofNaturalsciences(particularscience)aswellasthelevelofageneralityandnatural-scienceimportanceofanewconceptualmodel.AllclassicalsectionsofNaturalsciences(includingsectionsofphysicsandmathematics)havetheaxiomaticallydefinedobjectsofresearch,unlikethenewsectionsofthesciencewhichhaveariseninthesecondhalfoftwentiethcenturies.Econophysicshasyetnoobject,buttheinitialperiodofitsdevelopmenthasnotpassedfornothing;therewasanintensivesearchandgatheringofthescientificfactsformingitsphenomenologicalbase.Nowthemomenthascomewhenthephenomenologicalbaseofeconophysicscontainsnecessaryknowledgeforformationoftheobjectofeconophysics.Themomentofthebeginningofresearchesoncreationoftheobjectofeconophysicshascome.Thetwoactionsplaythekeyroleinthisfundamentalproblem:1.Achoiceofconceptualmodel;2.Creationofaxiomaticbase.Themajorroleofaxiomaticbaseofeconophysicsinitsfurtherdevelopmentandimportanceforacivilizationareobligedtothefactthatinthecourseofrealizationoftheaxiomaticapproachtheobjectofeconophysicsshouldbesetbyanaxiomaticdefinition;andagenerality,efficiencyandcorrectnessoftheobjectofeconophysicsarecompletelydeterminedbytheaxiomaticbase.44.ThepostulatesofEconophysicsAseconomyasthescienceisthesectionofNaturalsciences,letuslistthethreeknownpostulatesofNaturalsciences[16]:-Apostulateofcontinuum;-Apostulateofduality;-Apostulateofdualityofacondition.ThethreepostulatesofNaturalscienceshavethefollowingformulations:ThepostulateofcontinuumAllstructuresoftheU