Lecture Note of Econophyscs

Jinshan Wu

Sept, 2002


Econophysics means to apply physics into economical phenomena. Its objects include stock price, exchange rate, size of firms, income and wealth, economy growth and technology development, and production chain. It aims to reveal the stylized facts or universal statistical properties, including distribution, autocorrelation, and fluctuation etc, and to analyze the mechanism behind by incorporating idea, concepts and technics from Physics. In this note, the author summarized recent development of Econophysics in data analysis and modelling, and presented some required knowledge from Math and Physics as theoretical foundation.

This note was used by Jinshan Wu in his lecture of Econophysics in Beijing Normal University during Fall 2002.



九月, 2002


所谓经济物理学(Econophysics)是指用物理学的方法对经济现象所进行的研究。其对象是股票价格与 汇率,企业销售规模,以及收入与财富分布等数据。研究其典型统计性质,包括分布 形式,时间关联性,发掘数据的一些普适性特征与标度行为,并且借鉴统计物理学的 方法与模型,研究其普适特征的形成机制。本文从理论基础、数据分析和模型三个方 面对经济物理学的部分研究进行了总结整理。