Declaration: This library is a fork and modification of the Econophysics course 2020 library. All credits to them. These files are configured so they can run on colab, azure or GESIS and other cloud services if any. Especially for the import section of ipynb files. Modify as per need if on PC. Python versions may change so minor syntax changes may be needed in code.
In this repository a will upload all the programming exercises of the Econophysics course 2020. You can check or download the code in the different folders. This material will be available until the end of the semester.
If you find any mistake in the implementations, please let me know.
No programming task
- Shifted Gaussian distribution.
- Variance of a distribution.
- Stock investment.
- Lorentz-Cauchy distribution.
- Repeated flip coins.
- Diffusion in one dimension.
- Random walk.
- Simulation of the Itô processes.
- Distributions and central limit theorem.
- Arbitrage using the example of betting offices.
- Generalized limit theorem and superdiffusion.
- European options.
- Correlation coefficients.
- Modeling correlated price time series.
- Inverse of the covariance matrix.
Author: Juan Camilo Henao Londono -> Website