Next:
Abstract
Contents
Applications of statistical physics to problems in economics
Ricardo Coelho
Shool of Physics
Trinity College Dublin
Supervisor: Dr. Stefan Hutzler
Transfer Report April 2007
Abstract
Contents
Introduction
Stock Markets
Wealth Distributions
Methods
Analysing returns
The correlation of stock prices
A Random Matrix Theory based analysis of stock correlations
Minimal Spanning Trees
Distances
Mean Occupation Layer
Single and Multi Step Survival Rates
Results
The correlations of stock prices
Random Matrix Theory
Minimal Spanning Trees
Distances
Mean Occupation Layer
Single and Multi Step Survival Rates
Forward Plan
Computation of parameters of T-student distribution
Classification and legend for the industrial sectors of FTSE100 and the world indices
List of Publications and Presentations
Bibliography
About this document ...
Ricardo Coelho 2007-05-08
