hello, I am a third year physics undergraduate and preparing for my final year project.
Since I am planning to apply for MFE next year, I decided to do a project related to Stochastic Calculus, GBM using C++.
I have done some research and already got some ideas.
The basic stuff will be modelling market movement by using methods from statistical physic.
And the more challenging part will be the research about Collective Behaviour. Honestly I
dont know much about this topic and I just found it from my department's last year project proposal.
The proposal says that one of the ways to investigate the Collective Behaviour is by drawing analogies between market crashes and earthquakes.
However, I am now a bit lost about what's next to do and I want to get some more ideas before starting my project.
So is there anyone has ideas about physics project relating to finance and ideas about collective behaviours? Any comment,input and ideas will be appreciated.
thank you.
Since I am planning to apply for MFE next year, I decided to do a project related to Stochastic Calculus, GBM using C++.
I have done some research and already got some ideas.
The basic stuff will be modelling market movement by using methods from statistical physic.
And the more challenging part will be the research about Collective Behaviour. Honestly I
dont know much about this topic and I just found it from my department's last year project proposal.
The proposal says that one of the ways to investigate the Collective Behaviour is by drawing analogies between market crashes and earthquakes.
However, I am now a bit lost about what's next to do and I want to get some more ideas before starting my project.
So is there anyone has ideas about physics project relating to finance and ideas about collective behaviours? Any comment,input and ideas will be appreciated.
thank you.
