3. Econophysics

I) Economic Complexity

L. Pietronero (ISC-CNR and Sapienza University, Rome, Italy)


The increasing interconnectedness and the growing complexity of economic and financial systems have challenged mainstream economic theories. The subprime financial crisis, the following economic recession in western countries and the slow recovery from stagnacy have dramatically showed how crucial is for the future of our society a paradigm shift of the present economic thinking in the direction of more concrete scientific grounding of this discipline. In contrast to standard approach we need that the new economic thinking should be strongly data-driven in order to scientifically ground and test economic theories. Present economic theories which have been introduced over the years are now considered as global paradigms which compete one against the other as ideologies with the underlying idea that each of them could be right in any economic scenario. A more scientific foundation of economic thinking instead will lead to a scenario in which the various theories can be more or less suitable depending on the particular situation of economy as it happens in Natural Sciences. In this perspective, concepts as market efficiency and the degree of coupling between Finance and Economy could be tested, falsified and even quantitatively assessed. The present workshop is intended to cover contributions in the areas of Economics and Finance which can give a contribution along the lines exposed.

 

II) Finance and Risk

T. Aste (UCL Computer Science, London, UK)


This workshop session aims to bring together academics and practitioners from various disciplines to debate and communicate ideas from statistical physics, finance, economics, mathematics, computer science and complexity studies.
The workshop session main topics include:
- econophysics
- statistical and probabilistic methods in economics and finance
- financial networks
- fractal and multifractal analysis and modeling
- dependency and causality measures for complex financial data
- peer-to-peer financial networks and new finance
- news, sentiment and financial dynamics
- modeling uncertainty
- risk measures
- financial big-data analytics
- high frequency financial dynamics
- agent-based models
- evolutionary game theory

 

Invited Speakers

Battison S. (University of Zurich UZH, Zurich, Switerland)
Bianconi G. (Queen Mary London, United Kingdom)
Caldarelli G. (IMT Lucca, Italy)
Chiarotti G. (ISC-CNR Istituto dei Sistemi Complessi, Roma, Italy)
Cimini    G. (ISC-CNR Istituto dei Sistemi Complessi, Roma, Italy)
Cristelli M. (ISC-CNR Istituto dei Sistemi Complessi, Roma, Italy)
Di Clemente R. (IMT Lucca, Italy)
DI Matteo T. (King's College, London, United Kingdom)
Garlaschelli D. (Leiden Institute of Physics, Leiden, Netherlands)
Germano G. (University College, London, United Kingdom)
Iori G. (City University, London, United Kingdom)
Livan G. (University College, London, United Kingdom)
Olsen    R. (University of Essex, Colchester, United Kingdom)
Pugliese E. (ISC-CNR Istituto dei Sistemi Complessi, Roma, Italy)
Saracco F. (ISC-CNR Istituto dei Sistemi Complessi, Roma, Italy)
Tacchella A. (Sapienza, Università di Roma and ISC-CNR, Roma, Italy)   
Takayasu M. (Tokyo Tech, Tokyo, Japan)
Takayasu H. (Sony Computer Science Laboratories, Tokyo, Japan)
Tasca    P. (Bundesbank Frankfurt, Germany and London School of Economics, United Kingdom)
Vodenska I. (Boston University    Boston    United States)
Zaccaria A. (ISC-CNR Istituto dei Sistemi Complessi, Roma, Italy)

 

News

Prizes in SigmaPhi2014

During the conference, three works selected out of all the oral and poster presentations by scientists under 40 years, have been awarded.The prizes have been respectively offered for...

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Accepted Abstracts

10 May 2014 The list of accepted abstracts submitted for presentation in the conference is available on the page "Abstracts Lists"

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Workshops

1. Anomalous Diffusion

Workshop organized by: S. Abe and J.P. Boon

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2. Kappa Plasmas

Workshop organized by: M. Lazar and V. Pierrard

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3. Econophysics

Workshop organized by: L. Pietronero "Economic Complexity" and T. Aste "Finance, Risk"

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4. Sociophysics

Workshop organized by: B. Szymansk; I) G. Korniss, C. Lim "Human behavior, Social networks"; II) V. Constantoudis "Linguistics"

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5. Complex Networks

Workshop organized by: A. Scala "Interacting networks" and B. Kahng "Phase transitions in networks"

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6. Biophysics

Workshop organized by: P. Paradisi

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7. Environmental Statistical Physics

Workshop organized by: D. Hristopulos

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8. Quantum Computation and Quantum Information

Workshop organized by: D. Ellinas and J. Pachos

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Scientific Sponsors

 

Politecnico di Torino

Italy

 

 

 Department of Applied

Science and Technology

 

Statistical and Nonlinear

Physics Division 

 

ISC - CNR

Roma, Italy

 

Technical University of

Crete Chania, Greece

 

Aristotele University of

Thessaloniki, Greece

 

 

N.C.S.R. Demokritos

Athens, Greece

 

University of Leuven

Belgium

 

 

Entropy

 

Chaos, Solitons

& Fractals

Modern Physics

Letters B

International Journal

of Modern Physics B