8/9/2019 Intro to Econphysics

1/35

Mantegna, Rosario M.. Introduction to Econophysics : Correlations and Complexity in Finance.: Cambridge University Press, . p 1http://site.ebrary.com/id/10005020?ppg=1Copyright Cambridge University Press. . All rights reserved.

May not be reproduced in any form without permission from the publisher,except fair uses permitted under U.S. or applicable copyright law.

8/9/2019 Intro to Econphysics

2/35

Mantegna, Rosario M.. Introduction to Econophysics : Correlations and Complexity in Finance.: Cambridge University Press, . p 2http://site.ebrary.com/id/10005020?ppg=2Copyright Cambridge University Press. . All rights reserved.

May not be reproduced in any form without permission from the publisher,except fair uses permitted under U.S. or applicable copyright law.

8/9/2019 Intro to Econphysics

3/35

Mantegna, Rosario M.. Introduction to Econophysics : Correlations and Complexity in Finance.: Cambridge University Press, . p 3http://site.ebrary.com/id/10005020?ppg=3Copyright Cambridge University Press. . All rights reserved.

May not be reproduced in any form without permission from the publisher,except fair uses permitted under U.S. or applicable copyright law.

8/9/2019 Intro to Econphysics

4/35

Mantegna, Rosario M.. Introduction to Econophysics : Correlations and Complexity in Finance.: Cambridge University Press, . p 4http://site.ebrary.com/id/10005020?ppg=4Copyright Cambridge University Press. . All rights reserved.

May not be reproduced in any form without permission from the publisher,except fair uses permitted under U.S. or applicable copyright law.

8/9/2019 Intro to Econphysics

5/35

Mantegna, Rosario M.. Introduction to Econophysics : Correlations and Complexity in Finance.: Cambridge University Press, . p 5http://site.ebrary.com/id/10005020?ppg=5Copyright Cambridge University Press. . All rights reserved.

May not be reproduced in any form without permission from the publisher,except fair uses permitted under U.S. or applicable copyright law.

8/9/2019 Intro to Econphysics

6/35

Mantegna, Rosario M.. Introduction to Econophysics : Correlations and Complexity in Finance.: Cambridge University Press, . p 6http://site.ebrary.com/id/10005020?ppg=6Copyright Cambridge University Press. . All rights reserved.

May not be reproduced in any form without permission from the publisher,except fair uses permitted under U.S. or applicable copyright law.

8/9/2019 Intro to Econphysics

7/35

Mantegna, Rosario M.. Introduction to Econophysics : Correlations and Complexity in Finance.: Cambridge University Press, . p 7http://site.ebrary.com/id/10005020?ppg=7Copyright Cambridge University Press. . All rights reserved.

May not be reproduced in any form without permission from the publisher,except fair uses permitted under U.S. or applicable copyright law.

8/9/2019 Intro to Econphysics

8/35

Mantegna, Rosario M.. Introduction to Econophysics : Correlations and Complexity in Finance.: Cambridge University Press, . p 8http://site.ebrary.com/id/10005020?ppg=8Copyright Cambridge University Press. . All rights reserved.

May not be reproduced in any form without permission from the publisher,except fair uses permitted under U.S. or applicable copyright law.

8/9/2019 Intro to Econphysics

9/35

Mantegna, Rosario M.. Introduction to Econophysics : Correlations and Complexity in Finance.: Cambridge University Press, . p 9http://site.ebrary.com/id/10005020?ppg=9Copyright Cambridge University Press. . All rights reserved.

May not be reproduced in any form without permission from the publisher,except fair uses permitted under U.S. or applicable copyright law.

8/9/2019 Intro to Econphysics

10/35

Mantegna, Rosario M.. Introduction to Econophysics : Correlations and Complexity in Finance.: Cambridge University Press, . p 10http://site.ebrary.com/id/10005020?ppg=10Copyright Cambridge University Press. . All rights reserved.

May not be reproduced in any form without permission from the publisher,except fair uses permitted under U.S. or applicable copyright law.

8/9/2019 Intro to Econphysics

11/35

Mantegna, Rosario M.. Introduction to Econophysics : Correlations and Complexity in Finance.: Cambridge University Press, . p 11http://site.ebrary.com/id/10005020?ppg=11Copyright Cambridge University Press. . All rights reserved.

May not be reproduced in any form without permission from the publisher,except fair uses permitted under U.S. or applicable copyright law.

8/9/2019 Intro to Econphysics

12/35

Mantegna, Rosario M.. Introduction to Econophysics : Correlations and Complexity in Finance.: Cambridge University Press, . p 12http://site.ebrary.com/id/10005020?ppg=12Copyright Cambridge University Press. . All rights reserved.

May not be reproduced in any form without permission from the publisher,except fair uses permitted under U.S. or applicable copyright law.

8/9/2019 Intro to Econphysics

13/35

Mantegna, Rosario M.. Introduction to Econophysics : Correlations and Complexity in Finance.: Cambridge University Press, . p 13http://site.ebrary.com/id/10005020?ppg=13Copyright Cambridge University Press. . All rights reserved.

May not be reproduced in any form without permission from the publisher,except fair uses permitted under U.S. or applicable copyright law.

8/9/2019 Intro to Econphysics

14/35

Mantegna, Rosario M.. Introduction to Econophysics : Correlations and Complexity in Finance.: Cambridge University Press, . p 14http://site.ebrary.com/id/10005020?ppg=14Copyright Cambridge University Press. . All rights reserved.

May not be reproduced in any form without permission from the publisher,except fair uses permitted under U.S. or applicable copyright law.

8/9/2019 Intro to Econphysics

15/35

Mantegna, Rosario M.. Introduction to Econophysics : Correlations and Complexity in Finance.: Cambridge University Press, . p 15http://site.ebrary.com/id/10005020?ppg=15Copyright Cambridge University Press. . All rights reserved.

May not be reproduced in any form without permission from the publisher,except fair uses permitted under U.S. or applicable copyright law.

8/9/2019 Intro to Econphysics

16/35

Mantegna, Rosario M.. Introduction to Econophysics : Correlations and Complexity in Finance.: Cambridge University Press, . p 16http://site.ebrary.com/id/10005020?ppg=16Copyright Cambridge University Press. . All rights reserved.

May not be reproduced in any form without permission from the publisher,except fair uses permitted under U.S. or applicable copyright law.

8/9/2019 Intro to Econphysics

17/35

Mantegna, Rosario M.. Introduction to Econophysics : Correlations and Complexity in Finance.: Cambridge University Press, . p 17http://site.ebrary.com/id/10005020?ppg=17Copyright Cambridge University Press. . All rights reserved.

May not be reproduced in any form without permission from the publisher,except fair uses permitted under U.S. or applicable copyright law.

8/9/2019 Intro to Econphysics

18/35

Mantegna, Rosario M.. Introduction to Econophysics : Correlations and Complexity in Finance.: Cambridge University Press, . p 18http://site.ebrary.com/id/10005020?ppg=18Copyright Cambridge University Press. . All rights reserved.

May not be reproduced in any form without permission from the publisher,except fair uses permitted under U.S. or applicable copyright law.

8/9/2019 Intro to Econphysics

19/35

Mantegna, Rosario M.. Introduction to Econophysics : Correlations and Complexity in Finance.: Cambridge University Press, . p 19http://site.ebrary.com/id/10005020?ppg=19Copyright Cambridge University Press. . All rights reserved.

May not be reproduced in any form without permission from the publisher,except fair uses permitted under U.S. or applicable copyright law.

8/9/2019 Intro to Econphysics

20/35

Mantegna, Rosario M.. Introduction to Econophysics : Correlations and Complexity in Finance.: Cambridge University Press, . p 20http://site.ebrary.com/id/10005020?ppg=20Copyright Cambridge University Press. . All rights reserved.

May not be reproduced in any form without permission from the publisher,except fair uses permitted under U.S. or applicable copyright law.

8/9/2019 Intro to Econphysics

21/35

Mantegna, Rosario M.. Introduction to Econophysics : Correlations and Complexity in Finance.: Cambridge University Press, . p 21http://site.ebrary.com/id/10005020?ppg=21Copyright Cambridge University Press. . All rights reserved.

May not be reproduced in any form without permission from the publisher,except fair uses permitted under U.S. or applicable copyright law.

8/9/2019 Intro to Econphysics

22/35

Mantegna, Rosario M.. Introduction to Econophysics : Correlations and Complexity in Finance.: Cambridge University Press, . p 22http://site.ebrary.com/id/10005020?ppg=22Copyright Cambridge University Press. . All rights reserved.

May not be reproduced in any form without permission from the publisher,except fair uses permitted under U.S. or applicable copyright law.

8/9/2019 Intro to Econphysics

23/35

Mantegna, Rosario M.. Introduction to Econophysics : Correlations and Complexity in Finance.: Cambridge University Press, . p 23http://site.ebrary.com/id/10005020?ppg=23Copyright Cambridge University Press. . All rights reserved.

May not be reproduced in any form without permission from the publisher,except fair uses permitted under U.S. or applicable copyright law.

8/9/2019 Intro to Econphysics

24/35

Mantegna, Rosario M.. Introduction to Econophysics : Correlations and Complexity in Finance.: Cambridge University Press, . p 24http://site.ebrary.com/id/10005020?ppg=24Copyright Cambridge University Press. . All rights reserved.

May not be reproduced in any form without permission from the publisher,except fair uses permitted under U.S. or applicable copyright law.

8/9/2019 Intro to Econphysics

25/35

Mantegna, Rosario M.. Introduction to Econophysics : Correlations and Complexity in Finance.: Cambridge University Press, . p 25http://site.ebrary.com/id/10005020?ppg=25Copyright Cambridge University Press. . All rights reserved.

May not be reproduced in any form without permission from the publisher,except fair uses permitted under U.S. or applicable copyright law.

8/9/2019 Intro to Econphysics

26/35

Mantegna, Rosario M.. Introduction to Econophysics : Correlations and Complexity in Finance.: Cambridge University Press, . p 26http://site.ebrary.com/id/10005020?ppg=26Copyright Cambridge University Press. . All rights reserved.

May not be reproduced in any form without permission from the publisher,except fair uses permitted under U.S. or applicable copyright law.

8/9/2019 Intro to Econphysics

27/35

Mantegna, Rosario M.. Introduction to Econophysics : Correlations and Complexity in Finance.: Cambridge University Press, . p 27http://site.ebrary.com/id/10005020?ppg=27Copyright Cambridge University Press. . All rights reserved.

May not be reproduced in any form without permission from the publisher,except fair uses permitted under U.S. or applicable copyright law.

8/9/2019 Intro to Econphysics

28/35

Mantegna, Rosario M.. Introduction to Econophysics : Correlations and Complexity in Finance.: Cambridge University Press, . p 28http://site.ebrary.com/id/10005020?ppg=28Copyright Cambridge University Press. . All rights reserved.

May not be reproduced in any form without permission from the publisher,except fair uses permitted under U.S. or applicable copyright law.

8/9/2019 Intro to Econphysics

29/35

Mantegna, Rosario M.. Introduction to Econophysics : Correlations and Complexity in Finance.: Cambridge University Press, . p 29http://site.ebrary.com/id/10005020?ppg=29Copyright Cambridge University Press. . All rights reserved.

May not be reproduced in any form without permission from the publisher,except fair uses permitted under U.S. or applicable copyright law.

8/9/2019 Intro to Econphysics

30/35

Mantegna, Rosario M.. Introduction to Econophysics : Correlations and Complexity in Finance.: Cambridge University Press, . p 30http://site.ebrary.com/id/10005020?ppg=30Copyright Cambridge University Press. . All rights reserved.

May not be reproduced in any form without permission from the publisher,except fair uses permitted under U.S. or applicable copyright law.

8/9/2019 Intro to Econphysics

31/35

Mantegna, Rosario M.. Introduction to Econophysics : Correlations and Complexity in Finance.: Cambridge University Press, . p 31http://site.ebrary.com/id/10005020?ppg=31Copyright Cambridge University Press. . All rights reserved.

May not be reproduced in any form without permission from the publisher,except fair uses permitted under U.S. or applicable copyright law.

8/9/2019 Intro to Econphysics

32/35

Mantegna, Rosario M.. Introduction to Econophysics : Correlations and Complexity in Finance.: Cambridge University Press, . p 32http://site.ebrary.com/id/10005020?ppg=32Copyright Cambridge University Press. . All rights reserved.

May not be reproduced in any form without permission from the publisher,except fair uses permitted under U.S. or applicable copyright law.

8/9/2019 Intro to Econphysics

33/35

Mantegna, Rosario M.. Introduction to Econophysics : Correlations and Complexity in Finance.: Cambridge University Press, . p 33http://site.ebrary.com/id/10005020?ppg=33Copyright Cambridge University Press. . All rights reserved.

May not be reproduced in any form without permission from the publisher,except fair uses permitted under U.S. or applicable copyright law.

8/9/2019 Intro to Econphysics

34/35

Mantegna, Rosario M.. Introduction to Econophysics : Correlations and Complexity in Finance.: Cambridge University Press, . p 34http://site.ebrary.com/id/10005020?ppg=34Copyright Cambridge University Press. . All rights reserved.

May not be reproduced in any form without permission from the publisher,except fair uses permitted under U.S. or applicable copyright law.

8/9/2019 Intro to Econphysics

35/35