making my own financial model from statistical mechanics

[Anonymous No.14822684]

i've recently become interested in making my own financial model using statistical mechanics.
i've heard from a lot of physicists(usually theorists) that statistical mechanics has applications outside of physics to financial markets. i personally find this hard to believe, it seems like generalizing statistical mechanics to financial agents is non-trivial.
wondering if anyone has any experience generating financial models from statistical mechanics here. i have experience in physics & microeconomics, but less so in accounting.

[Anonymous No.14822733]

>>14822684
https://youtu.be/n8m7lFQ3njk
This guy is a bit schizo but if you skip to the end he says something really interesting about Einstein,
He remembered seeing a graph measuring the speeds of ions or something in a vacuum and applied that to light which should have a speed
Wether that's the full truth or not, you can follow the same line and maybe see some connections

[Anonymous No.14822739]

Oh wow you've just discovered stochastic calculus! Congratulations, here's your fields medal!

[Anonymous No.14822981]

>>14822684
No. It’s just that statistical physicists have a very firm grasp on stats because they use it to understand physical things. So of course they can apply it easily to something else.