This lecture is all about introducing you to something you won’t find anywhere else–the stock market from a physicists viewpoint. Some notes are here, the big set of notes are here. This lecture is based on MFM Osborne’s pioneering work in econophysics in the 1970’s, his best work is here. Here are the lecture slides.
If [...]
Here are the notes for lecture 2, Here are the slides in 2*2 format. Apologies that there’s no recording. Please try to read Pilbeam, chapters 1-3, for next week. I’ve also posted links to the course pack and some online readings on the course page.
Now, some cool readings:
The scientific evolution of finance
Pioneers of Finance
Abstract. This paper studies the age distribution of firms in Ireland from 1961 to 2009 using data on over 159,000 firms. I build a model which mixes a lognormal distribution of firm size with an exponential distribution of firm age to explain the evolution of these data. The model is fitted using maximum likelihood estimation, [...]
Also tagged Biology, Business, Education, Empirical, Maximum likelihood, Social Sciences, Statistics