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A Random Walk in Econophysics
Professor Tien Kieu
School of Physics, University of Melbourne
&
The Portland House Research Group
3:30 pm Friday, 8 August 2008, EN101 (Ground Floor, EN Building),
Hawthorn.
We present an introduction
to Econophysics through a personal choice of topics. Econophysics
is a multi-disciplinary subject employing the tools and methodologies
developed in statistical mechanics and theoretical physics in the
study and modeling of complex systems in economics and financial
markets. Also presented are some macroscopic stylized facts of the
financial markets and some microscopic models which could reproduce
those facts to certain extent.
Back to 2008 programme
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