Irene Giardina
    Econophysics and agent-based models of collective behaviour
Abstract 
    In these lessons I will revise some of the subjetcs and of the
    problems addressed by the econophysics community. I will start
    with a description of the phenomenology of financial markets,
    introducing the appropriate therminology and illustrating the
    statistical properties of the price, the so-called 'stylized
    facts'.  I will also briefly report on some more recent analysis
    performed by various groups on order books, and on different
    existing interpretations/explanations of the mechanisms underlying
    the price dynamics.  In the second part of the lessons I will
    focus on agent-based models of collective behaviour, starting from
    Minority Games and ending with some more complex market models. I
    will show how even simple models can offer interesting
    explanations of important phenomenological features. Finally, I
    will compare the perspective of these models with, on one hand,
    the approach of classical Game Theory and, on the other hand,
    microscopic models of collective behaviour in biological systems.