|
Hidden forces and fluctuations from moving
averages.
|
V. Alfi
|
Abstract |
Poster |
|
Some properties of the DMA algorithm
|
S. Arianos
|
Abstract |
Poster |
|
Dynamical networks from correlations.
|
T. Aste
|
Abstract |
Talk |
|
Clusters or networks of economies?
A macroeconomy study through GDP correlations.
|
M. Ausloos
|
Abstract |
Invited |
|
Price Forecast in the competitive electricity market by support vector machine
|
E. Bompard
|
Abstract |
Talk |
|
Bayesian networks for enterprise risk assessment.
|
C.E. Bonafede
|
Abstract |
Poster |
|
Risk measures with non-gaussian fluctuations.
|
G. Bormetti
|
Abstract |
Talk |
|
The Growth of Business Firms: Theoretical Framework
|
S. Buldyrev
|
Abstract |
Invited |
|
Scale-free nature of financial systems.
|
G. Caldarelli
|
Abstract |
Talk |
|
An information-theoretical measure of the complexity of financial markets
|
A. Carbone
|
Abstract |
Talk |
| Econophysics of Income
Distributions: A Kinetic Model with Saving Propensity |
B. K. Chakrabarti |
Abstract |
Invited |
|
Timescales and agent-based models of financial markets.
|
D. Challet
|
Abstract |
Invited |
|
Heterogeneous agents are responsible for the Pareto tail.
|
A. Chatterjee
|
Abstract |
Poster |
|
The collision of masses and technical indicators.
|
L. Chavez-Guzman
|
Abstract |
Talk |
|
Critical dynamics and global persistence exponent on
Taiwan financial market.
|
I. C. Chen
|
Abstract |
Poster |
|
Evaluating short-term financial risk in the electricity market by
applying feed-forward ANN.
|
W. Chengmin
|
Abstract |
Talk |
|
Models describing the certification market forecast
|
B. Chiaia
|
Abstract |
Talk |
|
Phase transitions in portfolio optimization.
|
S. Ciliberti
|
Abstract |
Talk |
|
Market power and collusive behavior in an artificial power exchange.
|
S. Cincotti
|
Abstract |
Invited |
|
k-generalized statistics in personal income distribution.
|
F. Clementi
|
Abstract |
Poster |
| The price of risk in insurance |
M. Dacorogna |
Abstract |
Invited |
|
Vanishing price predictability in a simulated limit order book.
|
G. Daniel
|
Abstract |
Poster |
|
An Hedonic Estimation of the Physical Purchasing Power (PhPP) of Money
|
S. Defilla
|
Abstract |
Talk |
| Money, Space, and Time |
C. Deissenberg |
Abstract |
Invited |
|
An analysis of the Italian Interbank Money Market
based on graph theory.
|
G. De Masi
|
Abstract |
Poster |
|
Contagion effects in a chartist-fundamentalist
model with time delays.
|
G. Dibeh
|
Abstract |
Talk |
|
Financial correlation based networks.
|
T. Di Matteo
|
Abstract |
Invited |
|
On the integrated behaviour of non-stationary
volatility in stock markets.
|
A. Dionisio
|
Abstract |
Poster |
|
Scaling theory and size-dependent fluctuations in stock
market data.
|
Z. Eisler
|
Abstract |
Talk |
|
Does detrending matter for output growth-rate
distributions? A cross-country empirical investigation.
|
G. Fagiolo
|
Abstract |
Talk
|
| A quantitative explanation of the
distribution of price returns |
D. Farmer |
Abstract |
Invited |
|
Asymmetric conditional volatility in international
stock markets.
|
N. Ferreira
|
Abstract |
Talk |
|
Modeling price impact across stocks
|
X. Gabaix
|
Abstract |
Invited |
|
Why has CEO pay increased so much?
|
X. Gabaix
|
Abstract |
Invited |
|
Overlapping generations models, genetic algorithms
and Markov processes.
|
J. Gaffney
|
Abstract |
Talk |
|
Obtaining probability densities of econometric time series with the Wigner distribution.
|
L. Galleani
|
Abstract |
Poster |
| Emergent Macroeconomics |
M. Gallegati |
Abstract |
Invited |
|
Network analysis of the World Trade Web.
|
D. Garlaschelli
|
Abstract |
Talk |
|
Artificial financial markets with continuous-time random walks.
|
G. Germano
|
Abstract |
Talk |
|
A cluster-based analysis of some macroeconomic indicators in various time windows. |
M. Gligor
|
Abstract |
Poster |
|
Modeling long-range memory trading activity and volatility.
|
V. Gontis
|
Abstract |
Poster |
| Complex networks: Self similarity and superhighways |
S. Havlin |
Abstract |
Invited |
| Coherent oscillatory patterns as system
equilibrium in a simple congestion game | J. Holyst |
Abstract |
Invited |
|
Effective memory of the minority game.
|
C. H. Hung
|
Abstract |
Poster |
|
Response of agent network to exogenous shock.
|
Y. Ikeda
|
Abstract |
Poster |
|
Pareto laws caused by Bose-Einstein condensation in the urn model.
|
J. Inoue
|
Abstract |
Talk |
|
Dynamical change of Pareto index in Japanese land prices.
|
A. Ishikawa
|
Abstract |
Talk |
|
Persistence in the socio-econo dynamics of the random bond Ising model in high dimensions
|
S. Jain
|
Abstract |
Poster |
|
Asymmetry and synchronization in stock markets.
|
M. H. Jensen
|
Abstract |
Invited |
|
A precursor of market crashes.
|
T. Kaizoji
|
Abstract |
Talk |
|
An interacting-agent model of financial markets from the
viewpoint of non-extensive statistical mechanics.
|
T. Kaizoji
|
Abstract |
Poster |
|
Stylized facts in internal return rates on elementary
market investment strategies.
|
T. Kaizoji
|
Abstract |
Poster |
|
Size matters: some stylized facts of the market revisited
and consequences for fluctuation scaling.
|
J. Kertesz
|
Abstract |
Invited |
| Individual and Aggregate Behaviour on Financial Markets |
A. Kirman |
Abstract |
Invited |
|
Probability of large movements in financial markets.
|
R. Kitt
|
Abstract |
Talk |
|
Stylized facts from a psychology-based agent model.
|
H. Lamba
|
Abstract |
Talk |
|
Large deviation principle in economics for a short term forecasting
|
S. Landini
|
Abstract |
Talk |
|
Self-organization behavior in a constrained minority
game.
|
C. Liu
|
Abstract |
Talk |
| Black Wednesday and collapse of ERM currency peg: An ACE test
bed for robust policy design. |
S. Markose |
Abstract |
Invited |
| Dynamic instability in a phenomenological model of correlated assets |
M. Marsili
|
Abstract |
Invited |
|
Stock price fluctuations and the mimetic behaviors of traders.
|
J. Maskawa
|
Abstract |
Poster |
|
Market memory and fat tail consequences in risk and option
pricing.
|
J. Masoliver
|
Abstract |
Poster |
|
Correlation of worldwide markets’ entropies.
|
J. A. O. Matos
|
Abstract |
Talk |
|
Dynamic Financial Analysis: Solvency testing and non-catastrophe losses
|
C. Majumdar
|
Abstract |
Poster |
|
Markov processes, Hurst exponents, nonlinear diffusion equations and option pricing
|
J. McCauley
|
Abstract
|
Invited |
|
Symbolic dynamics and control in a matching labor market model.
| D. Mendes
|
Abstract |
Talk |
|
Chaotic dynamics in optimal monetary policy with a
nonlinear phillips curve.
|
V. M. Mendes
|
Abstract |
Poster |
|
Information
flow in economy systems, ACP model study.
|
J. Mi'skiewicz
|
Abstract |
Talk |
|
Potentials of unbalanced complex kinetics (PUCK) tools of
market time series.
|
T. Mizuno
|
Abstract |
Poster |
|
Mean exit time and survival probability within the CTRW formalism.
|
M. Montero
|
Abstract |
Poster |
|
Topology of foreign exchange markets using hierarchical
structure methods.
|
M. Naylor
|
Abstract |
Talk |
|
Uses of free random variables for random
matrix analysis of financial correlation matrices.
|
M. A. Nowak
|
Abstract |
Talk |
|
Relative Efficiency in Financial Markets.
|
G. Oh
|
Abstract |
Poster |
|
Peculiar gain-loss asymmetry for emerging stock markets.
|
A. Orlowski
|
Abstract |
Talk |
|
Different risk measures and portfolio optimization.
|
A. Orlowski
|
Abstract |
Poster |
| The growth of business firms: theoretical framework and
empirical evidence. |
F. Pammolli |
Abstract |
Invited |
|
Many-agent models in economic and social sciences.
|
M. Patriarca
|
Abstract |
Talk |
|
Medium and small scale analysis of financial data.
|
J. Peinke
|
Abstract |
Invited |
| The impact of heterogeneous trading rules on the limit
order book and order flows.
|
J. Perell'o
|
Abstract |
Talk |
|
Roughness and finite size effect in the NYSE stock-price
fluctuations.
|
L. Pietronero
|
Abstract |
Invited |
|
Kelly criterion revisited: optimal bets.
|
E. W. Piotrowski
|
Abstract |
Poster |
|
Fractionally integrated process with asymmetric
distributions for transition economics
|
B. Podobnik
|
Abstract |
Talk |
| Non-parametric extraction of implied asset price distributions.
|
B. J. Read
|
Abstract |
Talk |
|
Wealth distributions: a review of models and
empirical data.
|
P. Richmond
|
Abstract |
Invited |
|
On the maximum drawdown during speculative bubbles.
|
G. Rotundo
|
Abstract |
Talk |
|
Asset price dynamics in a financial market with
heterogeneous trading strategies and time delays.
|
A. Sansone
|
Abstract |
Poster |
|
Frequency analysis of tick quotes on foreign exchange
markets and agent-based model.
|
A. H. Sato
|
Abstract |
Poster |
|
How long does a trader wait until the next price change?
-–Queueing theoretical approach–-
|
N. Sazuka
|
Abstract |
Poster |
|
Two power law behavior in the personal income distribution.
|
A. M. Scarfone
|
Abstract |
Poster |
|
Long-term memory in the Irish market (ISEQ): evidence from
wavelet analysis.
|
A. Sharkasi
|
Abstract |
Poster |
|
Geometry of financial markets - Towards information
theory model of markets.
|
J. Sladkowski
|
Abstract |
Talk |
|
Complexity Emergence in Economics: theory and applications
|
S. Solomon |
Abstract |
Invited |
|
Complex economic systems structural organization modelling.
|
V. Soloviev
|
Abstract |
Poster |
|
Importance of positive feedbacks and over-confidence in a
selffulfilling Ising model of financial markets.
|
D. Sornette
|
Abstract |
Invited |
|
Hitting time distributions in financial markets.
|
B. Spagnolo
|
Abstract |
Talk |
|
The growth of business firms: theoretical framework and
empirical evidence.
|
H. E. Stanley
|
Abstract |
Invited |
|
Opinion dynamics: How can one influence the social network?
|
D. Stauffer
|
Abstract |
Invited |
|
Recurrence quantification analysis and state space
divergence reconstruction for financial time series analysis.
|
F. Strozzi
|
Abstract |
Talk |
|
Econophysics of interest rates and the role of monetary policy.
|
B.M. Tabak
|
Abstract |
Poster |
|
Multifractality in interest rates and monetary policy.
|
B.M. Tabak
|
Abstract |
Poster |
|
Analysis of consumer purchasing data.
|
H. Takayasu
|
Abstract |
Invited |
|
Physical meaning of potential forces observed in the markets.
|
M. Takayasu
|
Abstract |
Talk |
|
Volatility of stock market index of different economies.
|
Y. O. Tan
|
Abstract |
Poster |
|
Periodic attractors of random truncator maps.
|
T. Theodosopoulos
|
Abstract |
Talk |
|
Analysis of stochastic evolution.
|
F. Vallone
|
Abstract |
Poster |
|
Long term market structure from cointegration maps.
|
R. Vicente
|
Abstract |
Poster |
|
Evaluation of stochastic interest rate securities with time-dependent variance
|
J. Villaroel
|
Abstract |
Talk |
|
Analysis of the Japanese government intervention on the
domestic piglets production market.
|
N. K. Vitanov
|
Abstract |
Talk |
|
Enhanced requirements-based programming for complex model completion.
|
C. Wagner
|
Abstract |
Talk |
|
Extracting the exponential behaviors in the market data.
|
K. Watanabe
|
Abstract |
Poster |
|
Distribution of log-returns in the Heston model obtained by
subordination to the fluctuating number of trades.
|
V. Yakovenko
|
Abstract |
Invited |
|
Characterization of foreign exchange market using the
threshold-dealer-model.
|
K. Yamada
|
Abstract |
Poster |
|
The matrix rate of return.
|
A. Zambrzycka
|
Abstract |
Poster |
|
Heterogeneity of Trading at the London Stock Exchange
|
I. I. Zovko
|
Abstract |
Poster |
