Description
Introduction to Econophysics (historical background, interaction between Physics and Economics, past and present aims of the field).
Stochastic processes and time series.
Stylised facts of single financial time series.
Cross-correlations among multiple time series.
Complex networks and interactions among economic agents.
Network models of wealth distribution and market behaviour.
International economic interactions: the World Trade Web
Programme form
Lectures and excercises
Literature
Obligatory: “Econophysics: An Introduction” by S. Sinha, A. Chatterjee, A. Chakraborti, B.K. Chakrabarti (Publisher: Wiley-VCH, 2010; ISBN: 978-3-527-40815-3)
Schedule
Year 3
5th semester
Exam
Schriftelijk tentamen en huiswerkopdrachten (de helft mee in de bepaling van het eindcijfer voor de cursus; nadere details worden bij aanvang college bekend gemaakt)
Written exam and home work assignments (exam and end results of the assignments both count 50% in the determination of the final mark for the course, further details will be announced at the start of the course)
(Also have a look at the Exam Schedule).
Prerequisites
Statistische Fysica 1 and Statistische Fysica 2 is recommended.
More info
Contact details lecturer: Dr. D. Garlaschelli (Diego)