Econophysics

Course description Econophysics
Year: 2013-2014
Catalog number: 4062ECONO
Teacher(s):
  • Dr. D. Garlaschelli
Language: English
Blackboard: Yes
EC: 6
Level: 300
Period: Semester 1
  • Yes Elective choice
  • Yes Contractonderwijs
  • Yes Exchange
  • Yes Study Abroad
  • No Evening course
  • Yes A la Carte
  • No Honours Class

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

Schedule

Exam

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)

Prerequisites

and Statistische Fysica 2 is recommended.

More info

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

Languages