Non-Stationarity and Ergordicity in Economic and Financial Systems

A Satellite of the, Amsterdam 2016

Financial and economic systems are important in every aspects of our life, but their complexity
makes it difficult to develop reliable theories to understand their dynamics. In fact, standard
approaches in finance and economics rely on concepts and underlying hypothesis (such as the
existence of equilibria, market efficiency, perfect competition, rationality) that are far from

The need to go beyond such simplifying assumptions has been highlighted after the financial
crisis of 2008 by a number of scientists as well as by  policy makers and regulators. To this 
end, a multidisciplinary approach has been advocated by all parties.

In this Satellite we are interested in exploring connections between non-equilibrium statistical physics 
and financial and economic systems.

The Satellite will take place on the 20th of September, in a venue yet to be confirmed.

Our confirmed invited speakers are: Doyne Farmer, Guido Caldarelli and Ole Peters.

The Workshop will be hosted as a Satellite of CCS in Amsterdam this year, between the 19th and 21st of September.

The program, the titles and the abstracts are available at the following link.

Although the program of the workshop is completed, the submission of papers for the Special Issue, to be published free of charge 
in the International Journal of Microsimulation, is still open.

We look forward to seeing you in Amsterdam!!

Francesco Caravelli (LIMS/Invenia Labs)
Fabio Caccioli (UCL)
Marco Bardoscia (LIMS)

CCS 2016

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