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
Lectures and excercises
Obligatory: “Econophysics: An Introduction” by S. Sinha, A. Chatterjee, A. Chakraborti, B.K. Chakrabarti (Publisher: Wiley-VCH, 2010; ISBN: 978-3-527-40815-3)
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)
and Statistische Fysica 2 is recommended.
Contact details lecturer: Dr. D. Garlaschelli (Diego)