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摘要翻译：
在本文中，我们试图引入一种经济物理学的方法来评估金融市场风险的某些方面。为此，使用了热力学方法和统计物理关于物理系统中熵和平衡态的结果。对经济价值和财务信息进行了思考。最后，在此基础上，引入并讨论了一个新的证券市场交易金融风险评估指标&宏观状态参数。关键词：经济物理学，证券市场，金融风险，信息分册，熵，宏观状态参数。
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英文标题：
《Macrostate Parameter, an Econophysics Approach for the Risk Analysis of
the Stock Exchange Market Transactions》
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作者：
Anca Gheorghiu, Ion Spanulescu
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最新提交年份：
2009
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分类信息：
一级分类：Quantitative Finance 数量金融学
二级分类：Risk Management 风险管理
分类描述：Measurement and management of financial risks in trading, banking, insurance, corporate and other applications
衡量和管理贸易、银行、保险、企业和其他应用中的金融风险
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一级分类：Quantitative Finance 数量金融学
二级分类：Portfolio Management 项目组合管理
分类描述：Security selection and optimization, capital allocation, investment strategies and performance measurement
证券选择与优化、资本配置、投资策略与绩效评价
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英文摘要：
In this paper we attempt to introduce an econophysics approach to evaluate some aspects of the risks in financial markets. For this purpose, the thermodynamical methods and statistical physics results about entropy and equilibrium states in the physical systems are used. Some considerations on economic value and financial information are made. Finally, on this basis, a new index for the financial risk estimation of the stock-exchange market transactions, named macrostate parameter, was introduced and discussed. Keywords: econophysics, stock-exchange markets, financial risk, informational fascicle, entropy, macrostate parameter.
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PDF链接：
https://arxiv.org/pdf/0907.5600
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