Workshop-Track: Econophysics Colloquium

Abstract

Preceeding the Latsis Symposium, a Workshop on Econophysics will take place on September 11th 2012. As a forum for deeper scientific discussions, the workshop will allow participants to present their research as a contributed talk.

While participation in the symposium is free of charge, the satellite workshop requires a registration fee of CHF 80.


Preliminary Program

9.00 - 10.00, Jean-Phillipe Bouchaud, Ecole Polytechnique Paris, France
Anomalous price impact and the critical fragility of financial markets
10.30 - 11.00,Tiziana Di Matteo, King's College London, UK
Embedding High Dimensional Data on Networks
11.00 - 11.30, Fabrizio Lillo, Scuola Normale Superiore di Pisa, Italy
Market shocks: should High Frequency Traders be blamed?
11.30 - 12.00, Damien Challet, École Centrale Paris, France
Beyond tick-by-tick data: limit order book phenomenology from real trader behaviour
14.00 - 14.30, Victor Yakovenko, University of Maryland, USA
Statistical Mechanics of Money, Income, Debt, and Energy Consumption
14.30 - 15.00, Boris Podobnik, Zagreb School of Economics and Management, Croatia
The competitiveness versus the wealth of a country
15.00 - 15.30, Austin Gerig, University of Oxford, United Kingdom
High-Frequency Trading: What is it Good for?
16.00 - 16.30, Klaus Pawelzik, University of Bremen, Germany
Annihilation of Information Destabilizes Speculative Markets
16.30 - 17.00, Hans Danielmeyer, Institut für Neuro-und Biotechnologie, Germany
The role of spare time and inherited capacities for long term economic growth
17.00 - 17.30, Hayafumi Watanabe, Tokyo institute of technology, Japan
Connection between sales of Japanese firms and the structure of the nation-wide inter-firm trading n
Long program with abstracts >>
Print version (available soon) >>

Chair

Tobias Preis
Univ. Warwick, UK


Keynote Speaker

Jean-Philippe Bouchaud
Ecole Polytechnique, Paris

, Chair of Systems Design of ETH Zurich Contact | Imprint