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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