BSc 4th Year Econophysics Past Papers 2080 (PHY-407)
BSc Notes Hub provides you all of the past papers and model questions of all the possible subjects of BSc. These past papers are more and more helpful and useful for the preparation of your final examinations. You can easily get these question papers and study them. In this post we are publishing here BSc 4th Year Econophysics Past Papers 2080 (PHY-407). This is the regular and partial both students.
Question Papers🇳🇵
University: Tribhuvan University
Faculty: Science & Technology
Level: BSc Fourth Year
Exam Year: 2080(New & Old Course)
Subject: Econophysics
Subject Code: PHY 407
Tribhuvan University
2080
Bachelor Level (4 Yrs.) /Science & Tech. / IV YearEconophysics -InterdisciplinaryFull Marks: 50 Time: hrs. Candidates are required to give their answers in their own words as far as practicable.The figures in the margin indicate full marks.
PHY-407 (New Course)
Attempt ALL questions.
What is power law in physics? Discuss its importance in financial market. [10]OR State and explain central limit theorem.
Distinguish the terms correlation and autocorrelation functions. How does an autocorrelation function interpret the market data? [10]
State and explain Berry – Esseen theorem I and II. [6]OR Discuss the St. Petersburg Paradox.
Answer any two: [2 x 3 = 6]
a) Discuss the meaning of white noise.
b) What do you mean by economic growth and economic recession?
c) Write short notes on short-range and long-range correlated random process.
Describe one dimensional random walk. [6]
Compare the characteristics functions for = 3 and = 5 of a Gaussian variable having standard deviation of 0.2. [6]
Calculate the mean, variance and standard deviation for the following distribution [6]
Class
30-40
40-50
50-60
60-70
70-80
80-90
90-100
Frequency (f)
3
7
12
15
8
3
2
Phy-407 (Old Course)
Attempt ALL questions.
Describe the one-dimensional discrete Random Walk and show that continuous Random walk is Gaussian walk. [10]OR Distinguish the terms “Correlation’ and ‘Autocorrelation’ function. Also discuss the use of autocorrelation function to interpret the market data.
Plot a time series data i.e. price vs time of any script from NEPSE, show that stock price changes reflect the information on the market. How the different conditions might observe on the fluctuation of stock on the available information? Justify your answer with a suitable example. [10]
What do you mean by stochastic process? Explain stationary stochastic process. [6]OR What is an arbitrage? Explain difference types of market hypothesis in brief.
Answer any two: [2 x 3 = 6]
a) If the power spectrum is frequency independent, what would happen in the stochastic process?
b) Write the use of idealized systems in physics with examples.
c) Market doesn’t have memory, justify with an example.
You analyzed time series data of Salt Trading Corporation (STC) since 2013 A.D. and found that today’s stock price is Rs. 4,500.00 per share. What will be the ideal conditions that you can accurately forecast its future trend? Explain and justify your answers with concepts of Econophysics. [6]
A drunken person advancing randomly with equal step size of How many numbers of steps are needed to reach his home, which is at far? [6]
A casino offers a game in which a fair coin is tossed continuously until it turned up heads. If the coin come up head on toss, the players would receive coins. Calculate the probability of head in k. Also calculate the cumulative expected win. [6]
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