- Yes Elective choice
- Yes Contractonderwijs
- Yes Exchange
- Yes Study Abroad
- No Evening course
- Yes 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
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)
Contact details lecturer: Dr. D. Garlaschelli (Diego)
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