Program

08:30 - 08:40 Welcome & Introduction

08:40 - 09:20 Naoki Masuda — A configuration model for correlation matrices

09:20 - 09:40 Jeremy Turiel — Long memory motifs persistence in market structure dynamics

09:40 - 10:00 Oscar Granados — Temporal networks and FX market dynamics

10:00 - 10:30 Coffee Break

10:30 - 11:10 Hideaki Aoyama — Synchronizing economic networks

11:10 - 11:30 David Dewhurst — Fragmentation and inefficiencies in US equities markets: A network perspective

11:30 - 11:50 Yuichi Ikeda — Interbank network reconstruction based on entropy maximization considering sparse linkage

11:50 - 12:30 Irena Vodenska — Modeling financial time series using deep learning neural networks

12:30 - 13:45 Lunch Break

13:45 - 14:25 Hamid Benbrahim — The shadow human network, the last resort for resilience in the financial system

14:25 - 14:45 Hiromitsu Goto — Study on evolution of the Walnut structure in Japanese production network

14:45 - 15:05 James Mcnerney — How production networks amplify economic growth

15:05 - 15:30 Coffee Break

15:30 - 16:10 Yoshi Fujiwara — Production and financial networks at nationwide scale in Japan: Models, simulations and applications

16:10 - 16:30 Philip Solimine — Strategic formation of cooperative networks: A stochastic model of voluntary information and value sharing

16:30 - 16:50 Kang-Yu Ni — Extract Twitter network features for enhanced market volatility prediction

16:50 - 17:10 Closing Remarks