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OnderzoekVan Swinderen Institute

Physics: Prof. T. Di Matteo: An overview of Econophysics: new insights and perspectives

Roster

WhenWhere
13 September 2007 FWN-Building 5111.0080, Nijenborgh 4, 9747 AG, Groningen
Speaker: Physics: Prof. Tiziana Di Matteo
Affiliation:
Title: An overview of Econophysics: new insights and perspectives
Date: 13-09-2007
Start: 16.00
Location: FWN-Building 5111.0080

Abstract

In this talk I will give a broad overview of the state of the art in Econophysics: a relatively recent discipline that has already a rich history and even controversial trends [1]. Econophysics proposes the application of methods from statistical physics, the physics of complex systems and science of networks to macro/micro-economic modeling, financial market analysis and social problems. There are various research activities and different approaches in this field and this contribution will review some of the works done in this rapidly developing area [2-5].

 

[1] “Topical Issue: Trends in Econophysics” in European Physical Journal B, Vol. 55, No. 2 (2007).

[2] R. N. Mantegna and H. E. Stanley, An introduction to Econophysics (Cambridge University Press, Cambridge , 2000).

[3] J. P. Bouchaud, and M. Potters, Theory of Financial Risks ( Cambridge University Press, Cambridge , 2000).

[4] M. M. Dacorogna, R. Gençay, U. A. Müller, R. B. Olsen and O. V. Pictet, An Introduction to High Frequency Finance (Academic Press, San Diego, CA, 2001).

[5] M. Tumminello, T. Aste, T. Di Matteo, R. N. Mantegna, "A tool for filtering information in complex systems", PNAS 102 (2005) 10421-10426.

Last modified:12 September 2014 11.22 a.m.