Econophysics: An Experimental Course for Advanced Undergraduates in the Nanyang Technological University

Siew Ann Cheong
Additional contact information
Siew Ann Cheong: Siew Ann Cheong is at the Division of Physics and Applied Physics, School of Physical and Mathematical Sciences, Nanyang Technological University, Singapore. He is also a member of the Complexity Program in Nanyang Technological University.

IIM Kozhikode Society & Management Review, 2013, vol. 2, issue 2, 79-99

Abstract: In this article, I have described an experimental econophysics course for advanced undergraduates in the Nanyang Technological University (NTU) in Singapore. This course was offered for the first time in Semester II (January– April 2013) of the 2012/2013 academic year, and is a student-led participatory learning experiment aimed at developing an open-source textbook on econophysics. The course covered an introduction to the history of econophysics, a review of probability and statistics, statistical properties of single high-frequency financial time series, correlations within a high-frequency financial time series cross section, and agent-based models of financial markets. In spite of the heavier workload resulting from the experimental course format, feedbacks from the nine students taking the course were highly positive, and an improved version of the econophysics course will be offered again in the first half of 2014.

Keywords: Econophysics; advanced undergraduate course; Nanyang Technological University; open textbook (search for similar items in EconPapers)
Date: 2013
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (2)

Downloads: (external link)
https://journals.sagepub.com/doi/10.1177/2277975213507764 (text/html)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:sae:iimkoz:v:2:y:2013:i:2:p:79-99

DOI: 10.1177/2277975213507764

Access Statistics for this article

More articles in IIM Kozhikode Society & Management Review
Bibliographic data for series maintained by SAGE Publications ().