a
Statistical Physics of Financial and Economic Networks - Satellite Meeting to StatPhys26 (18-22 July 2016, Lyon, France)
a


a
Our conference (a satellite meeting to StatPhys26) aims at bringing together researchers (from network theory, economics and finance) and policy makers to discuss about the use of statistical physics for addressing economic and financial problems.

Talks
Contribution proposals: closed.

INVITED SPEAKERS

Jean-Philippe Bouchaud, Ecole Polytechnique (Paris, FR)
Damien Challet,
Ecole Centrale Paris (Paris, FR)
Tiziana Di MatteoKing's College (London, UK)
Andrea Gabrielli, ISC CNR (Rome, IT)
Diego Garlaschelli, Lorentz Institute for Theoretical Physics (Leiden, NL)
Matteo Marsili,
Abdus Salam International Centre for Theoretical Physics (Trieste, IT)
Laura SilvestriBank of England (London, UK)

PROGRAM
(pdf version downloadable at the bottom of the page)

15 July - morning

09.15 - 09.30: Welcome

09.30 - 10.10: Jean-Philippe Bouchaud - Exploration-exploitation tradeoffs, optimal taxes and inequalities

10.10 - 10.30Mario Bertella - Confidence and self-attribution bias in an artificial stock market

10.30 - 10.50: Valerio Volpati - Lost in diversification

10.50 - 11.10Luu Duc Thi - An approach to identify portfolio similarity in financial networks

 

* * * Coffee break * * *

 

11.40 - 12.20Damien Challet - Wisdom and worries in institutional fund ownership data

12.20 - 12.40Fabio Vanni - Endogenous money network model of leveraged institutions

12.40 - 13.00: Marco Bardoscia - Patterns towards instability in financial networks

a

LUNCH

at L'ecritoire (Place de la Sorbonne 3, 75005 Paris)

a

15 July - afternoon

14.20 - 15.00: Tiziana Di Matteo - The multiplex structure of financial markets

15.00 - 15.20: Matthias Raddant - Cascades in real interbank markets

15.20 - 15.40: Paolo Barucca - A unified framework for credit risk valuation in financial networks

15.40 - 16.00: Piero Mazzarisi - When panic makes you blind: a chaotic route to systemic risk

 

* * * Coffee break * * *

 

16.30 - 17.10Laura Silvestri - Applications of network models in policy making

17.10 - 17.30: Sasha Feigel - Volatility smile and crisis probability as the level of social influence between the market players

17.30 - 17.50: Marziyeh Askari - Dynamics of the global financial crisis on the WTN

17.50 - 18.30: Andrea Gabrielli - The scientific competitiveness of nations: a network analysis

a

SOCIAL DINNER

19:30 at Bouillon Racine (rue Racine 3, 75006 Paris)

a

16 July - morning

09.30 - 10.10: Matteo Marsili - Statistical mechanics of economies

10.10 - 10.30Matthieu Cristelli - The development pathways of nations: the heterogeneous dynamics of economic complexity

10.30 - 10.50: Andrea Zaccaria - How the network of products drives the economic development of countries

10.50 - 11.10Laura Hernandez Does trust influence markets structure? An ecological approach to market organization

 

* * * Coffee break * * *

 

11.40 - 12.20Diego Garlaschelli - Maximum entropy for economic networks: reconstruction, systemic risk and early-warning signals

12.20 - 12.40Claudio Tessone - Understanding the evolution of economic networks through temporal fitness

12.40 - 13.00: Aurelien Hazan A constraint satisfaction approach to stock-flow-consistent models

13.00 - 13.20: Andreas Karpf - Price and network dynamics in the ETS

 


 
Ċ
Tiziano Squartini,
Jul 26, 2016, 12:41 AM
ċ
Contributed_Speakers_1.rar
(20144k)
Tiziano Squartini,
Aug 5, 2016, 8:01 AM
ċ
Contributed_Speakers_2.rar
(16962k)
Tiziano Squartini,
Aug 8, 2016, 7:16 AM
ċ
Invited_Speakers.rar
(13674k)
Tiziano Squartini,
Aug 8, 2016, 7:24 AM
Ċ
Tiziano Squartini,
Jul 15, 2016, 5:38 AM