Course description Econophysics
Year: 2012-2013
Catalog number:
Teacher(s): Dhr Dr. D. Garlaschelli
Language: English
Blackboard: Yes
EC: 6
Level: 300
Period: Semester 1
  • Yes Optional course
  • No Contractonderwijs
  • No Exchange
  • No Study Abroad
  • No Evening course
  • No A la Carte
  • No Honours Class


- 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


Obligatory: “Econophysics: An Introduction” by S. Sinha, A. Chatterjee, A. Chakraborti, B.K. Chakrabarti (Publisher: Wiley-VCH, 2010; ISBN: 978-3-527-40815-3)


Year 3
5th semester

Physics Schedule


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).


Statistische Fysica 1 and Statistische Fysica 2 is recommended.

More info

Contact details lecturer: Dr. D. Garlaschelli (Diego)