Econophysics Network

 

 

 

 

 

The Econophysics Network (EN) has been created in September 2016 and it is coordinated by Christophe Schinckus (School of Business of the University of Leicester) and Tiziana Di Matteo (Department of Mathematics, King’s College London). The EN aims at favouring the discussion and exchange of ideas on all themes related to Econophysics by stimulating debates across disciplinary boundaries. In this perspective, the EN invites its members to go beyond the scope of usual disciplines by promoting an interdisciplinary research whose objective is to surpass the usual identities defence embedded in disciplinary constraints.

The EN is facilitating interactions between researchers and stakeholders through a series of activities including organization of conferences, workshops, seminars and networking activities.

UK Members

Leicester node

Professor Marcel Ausloos, School of Business, University of Leicester

Dr Dalia Chakraborti, Department of Mathematics, Loughborough University

Professor Emmanuel Haven, School of Business, University of Leicester

Pamjit Kaur, Department of Economics, De Montfort University

Dr Sudhir Jain, Department of Mathematics, Aston University

Dr Polina Khrennikova, School of Business, University of Leicester

Professor Alexander Kurz, Department of Computer Science, University of Leicester

Dr Christophe Schinckus, School of Business (contact person for the node)

Dr Yukin Shi, School of Business, University of Leicester

Dr Sandro Sozzo, School of Business, University of Leicester

London node

Dr Alessia Annibale, Department of Mathematics, King's College London

Dr Elsa Arcaute, Centre for Advanced Spatial Analysis, University College London

Professor Tomaso Aste, Computer Science, University College London

Dr Julius Bonart, Computer Science, University College London

Dr Marco Bardoscia, Bank of England, London

Dr Paolo Barucca, London Institute for Mathematical Sciences, London

Professor Damiano Brigo, Department of Mathematics, Imperial College London

Dr Fabio Caccioli, Computer Science, University College London

Dr Giuseppe Di Graziano, Deutsche Bank AG London

Professor Tiziana Di Matteo, Department of Mathematics, King’s College London (contact person for the node)

Alexander Denev, IHS Markit, London

Rene Dhulst, GSACapital, London

Dr Daniel Fricke, Computer Science, University College London

Professor Roman Frigg, Department of Philosophy, Logic and Scientific Method, London School of Economics

Dr Guido Germano, Computer Science, University College London

Dr Dheesi Gurjit, School of Business, London South Bank University

Dr Alex Karlis, Institute of Management Studies, Goldsmiths, University of London

Professor Reimer Kuehn, Department of Mathematics, King’s College London

Professor Vito Latora, School of Mathematical Sciences, Queen Mary University of London

Dr Ginestra Bianconi, Department of Mathematical Sciences, Queen Mary, University of London

Dr Giacomo Livan, Computer Science, University College London

Professor Francesca Medda, Quantitative and Applied Spatial Economics Research Laboratory, University College London

Nicolo’ Musmeci, Oakam Ltd, London

Yaacov Mutnikas, IHS Markit, London

Dr Enzo Nicosia - School of Mathematical Sciences - Queen Mary University of London

Professor Athanasios Pantelous, Department of Mathematical Sciences, University of Liverpool

Dr Pietro Panzarasa, School of Business and Management, Queen Mary University of London

Kimmo Soramäki, Financial Network Analytics, London

Dr Pierpaolo Vivo, Department of Mathematics, King's College London

Birmingham Node

Dr Sudhir Jain, Department of Mathematics, Aston University

Sussex node

Professor Xavier Calmet, Department of Physics, School of Mathematical and Physical Sciences, University of Sussex

Dr Bertram Duering, Department of Mathematics, School of Mathematical and Physical Sciences, University of Sussex

Dr Andreas Kaeck, Department of Business and Management, School of Business, Management and Economics

Professor Enrico Scalas, Department of Mathematics, School of Mathematical and Physical Sciences, University of Sussex (contact person for the node)

Dr Qi Tang, Department of Mathematics, School of Mathematical and Physical Sciences, University of Sussex

Warwick node

Dr Federico Botta, Warwick Business School, University of Warwick

Dr Mario Gutierrez-Roig, Warwick Business School, University of Warwick

Dr Suzy Moat, Warwick Business School, University of Warwick

Dr Tobias Preis, Warwick Business School, University of Warwick (contact person for the node)

International node

Dr Concha Artola, Bank of Spain, Spain

Dr Marco Bartolozzi, Senior Portfolio Manager, Vegasoul Capital, Thailand

Dr Jean-Philippe Bouchaud, Capital Fund Management (CFM), France

Professor Lisa Borland, Department of Management, Science and Engineering, Stanford University, USA

Professor Guido Caldarelli, School IMT Alti Studi Lucca, Italy

Dr Rosella Castellano, Department of Economics and Law, University of Macerata, Italy

Dr Roy Cerqueti, Department of Economics and Law, University of Macerata, Italy

Dr Damien Challet, Laboratoire de Mathematiques et Informatique pour la Complexite et les Systemes CentraleSupelec, Universite Paris-Saclay, France

Dr Siew-Ann Cheong, Division of Physics and Applied Physics, School of Physical and Mathematical Sciences, Nanyang Technological University and Complexity Institute, Nanyang Technological University, Singapore

Dr Krzysztof Domino, Institute of Physics, Silesian University of Technology, Poland

Professor Stanislaw Drozdz, Institute of Nuclear Physics, Cracow University, Poland

Dr Diego Garlaschelli, Lorentz Institute for Theoretical Physics, Leiden Institute of Physics, University of Leiden, The Netherlands

Dr Vygintas Gontis, Institute of Theoretical Physics and Astronomy, Vilnius University, Lithuania

Professor Dariusz Grech, Division of Applied Computer Science and Modelling, University of Wroclaw, Poland

Dr Tomasz Gubiec, Centre for Polymer Studies, Boston University, USA

Dr Rosanna Grassi, Scuola di Economia e Statistica, University Bicocca Di Milano, Italy

Dr Claudiu Herteliu, Department of Statistics and Econometrics, Bucharest University of Economic Studies, Romania

Professor Dirk Helbing, Computational Social Science, ETH Zurich

Professor Janusz Holyst, Faculty of Physics, Warsaw University of Technology

Professor Jiping Huang, Department of Physics, Fudan University, China

Professor Stefan Hutzler, School of Physics, Trinity College, Dublin, Ireland

Dr Gholamreza Jafari, Department of Physics, Shahid Beheshti University, Tehran, Iran

Dr Zhi-Qiang Jiang, East China University of Science and Technology, China

Professor Franck Jovanovic, School of Management, Tele-University, Canada

Dr Woo-Sung Jung, Department of Physics, Pohang University of Science and Technology, Republic of Korea

Professor Jan Kisiel, Department of Physics, University of Silesia, Poland

Professor Taisei Kaizoji, Graduate School of Arts and Sciences, International Christian University, Japan

Dr Kostas Karamanos, Department of Physics, University of Athens, Greece

Professor Alan Kirman, CAMS - EHESS, Aix-Marseille University, France

Dr Ladislav Kristoufek, Institute of Information Theory and Automation, Czech Academy of Sciences, Czech Republic

Dr Jiri Kukacka, Institute of Economic Studies, Faculty of Social Sciences, Charles University Prague and Institute of Information Theory and Automation, Czech Academy of Sciences (Czech Republic)

Professor Ryszard Kutner, Faculty of Physics, University of Warsaw, Poland

Professor Jae Woo Lee, Department of Physics, Inha University, South Korea

Professor Sai-Ping Lai, Institute of Physics, Academia Sinica, Taipei, Taiwan

Dr Ruipeng Liu, Faculty of Business and Law, Deakin University, Australia

Professor Brian Lucey, School of Business, Trinity College, Dublin, Ireland

Professor Thomas Lux, Department of Economics, University Kiel, Germany

Professor Rosario Mantegna, Department of Economics and Center of Network Science, University of Palermo, Italy

Professor Matteo Marsili, Abdus Salam ICTP, Trieste, Italy

Professor Joseph L McCauley, Physics Department, University of Houston, Houston, Texas

Dr Janusz Miskiewicz, Institute of Theoretical Physics, University of Wroclaw, Poland

Professor Jean-Pierre Nadal, Centre d'analyse et de mathematiques sociales (CAMS)-Ecole des Hautes Etudes en Sciences Sociales (EHESS), France

Profesor Luciano Pietronero, Dipartimento di Fisica, Universita' di Roma, Sapienza, Italy

Professor Alessandro Pluchino, Dipartimento di Fisica e Astronomia, Università di Catania, Italy

Dr Srinivasan Raghavendran, J.E. Cairnes School of Business and Economics, National University of Ireland, Galway, Republic of Ireland.

Professor Andrea Rapisarda, Dipartimento di Fisica e Astronomia, Università di Catania, Italy

Professor Peter Richmond, School of Physics, Trinity College, Dublin, Ireland

Professor Bertrand Roehner, Laboratoire de Physique Théorique et Hautes Energie, University of Paris 7, France

Professor Giulia Rotundo, Faculty of Economics, Sapienza University of Rome, Rome, Italy

Professor Leonidas Sandoval, Insper, São Paulo, Brazil

Dr Malgorzata Snarska, Department of Economics, University of Krakow, Poland

Professor Sorin Solomon, Racah Institute of Physics, Hebrew University of Jerusalem, Israel

Professor Didier Sornette, Department of Management, Technology and Economics, ETH Zurich, Switzerland

Professor Eugene Stanley, Centre for Polymer Studies, Boston University, USA

Professor Misako Takayasu, Tokyo Institute of Technology, Japan

Professor Hideki Takayasu, Sony Computer Science Laboratories Inc., Japan

Professor Constantino Tsallis, Department of Theoretical Physics, Centro Brasileiro de Pesquisas Fisicas, Brazil and Santa Fe Institute (USA)

Dr Michele Tumminello, Dipartimento di Scienze Economiche, Aziendali e Statistiche, University of Palermo, Italy

Professor Nikolay Vitanov, Bulgaria Academy of Science, Bulgaria

Professor Miloslav Vosvrda, Institute of Information Theory and Automation. Czech Academy of Sciences, Czech Republic

Professor Rafal Weron, Department of Operations Research, Wroclaw University of Science and Technology, Poland

Dr Mateusz Wilinski, Faculty of Physics, University of Warsaw, Poland

Professor Wei Zhang, College of Management and Economics, Tianjin University, China

Professor Wei-Xing Zhou, East China University of Science and Technology, China

Founders of the Econophysics Network

Dr Christophe Schinckus, School of Business, University of Leicester, UK

Professor Tiziana Di Matteo, Department of Mathematics, King’s College, UK

Dr Franck Jovanovic, School of Management, Tele-University, Canada

Links

The annual Econophysics Colloquium

The Econophysics Colloquium - 2017

The Econophysics Forum

Topical Issues on Econophysics

Aulsoos M. (2001), Special issue on Econophysics, European Physical Journal B, vol. 20.

Di Matteo T. and Aste T. (2007), No Worries: Trends in Econophysics, European Physical Journal B, vol. 55.

Kyrtsou C. and Sornette D. (2011), New Facets of Economic Complexity in Modern Financial Markets (2012) Main content New Facets of Economic Complexity in Modern Financial Markets, European Journal of Finance (20110. Editorial introduction

Sai-Ping Li and Shu-Heng Chen (2012), Complexity and Non-Linearities in Financial Markets: Perspectove from Econophysics, International Review of Financial Analysis, Vol. 23.

McCauley J., Roehner B., Stanley E. and Schinckus C. (2016), The 20th anniversary of Econophysics, International Review of Financial Analysis, Vol. 47.

Sinha S., Chakraborti A. and Mitra M. (2016), Discussion & Debate: Can Economics be a Physical Science?, European Physical Journal Special Topics, Vol. 225, forthcoming.

Jakimowicz A. (2016) 'Econophysics as a New School of Economic Thought: Twenty Years of Research' published by my colleague in Acta Physica Polonica 129(5), 897-907 (2016).

Regular contributions are appearing in different journals including:

Physica A

International Review of Financial Analysis

Quantitative Finance

The European Journal of Physics B

Journal of Network Theory in Finance

Books

Mantegna, R., and Stanley E. (2000), An introduction to econophysics: correlations and complexity in finance. Cambridge: Cambridge University Press

Roehner, B. (2002) Patterns of speculation: a study in observational econophysics Cambridge: Cambridge University Press

Sornette D. (2003), Why Stock Markets Crash? Critical Events in Complex Financial Systems; New York: Springer.

Bouchaud, J-P and Potters M. (2003), Theory of Financial Risk and Derivate Pricing. Cambridge: Cambridge University Press

McCauley, J. (2004), Dynamics of Markets: Econophysics and Finance. Cambrigde: Cambrigde University Press

Malevergne Y. and Sornette D. (2006) Extreme Financial Risks From Dependence to Risk Management, Heidelberg: Springer.

Saichev, Alexander, Malevergne, Yannick, Sornette, Didier (2010), Theory of Zipf's Law and Beyond Series: Lecture Notes in Economics and Mathematical Systems, Vol.632, XII, 171 p.44 illus., Softcover - ISBN: 978-3-642-02945-5

Garibaldi U. and Scalas E. (2010), Finitary Probabilistic Methods in Econophysics, Cambridge: Cambridge University Press

Aoyama H., Fujiwara Y., Ikeda Y, Iyetomi H. and Souma W. (2011), Econophysics and Companies, Cambridge University Press

C. Kyrtsou and D. Sornette (2012) (eds), New Facets of Economic Complexity in Modern Financial Markets, European Journal of Finance.

This present volume is motivated by the disruptions introduced by the financial crisis and the many attempts that have followed to propose new ideas and remedies, as briefly summarised above. The volume assembled contributions by authors, from a variety of backgrounds, illustrating the potentials resulting from the marriage of financial economics, complexity theory and an out-of-equilibrium view of the economic world.

Chakrabarti B., Chakrabarti A., Chakravarty S. and Chatterjee A. (2013), Econophysics and Wealth Distributions, Cambridge University Press

Richmond, P., Mimkes J., and Hutzler S. (2013), Econophysics and Physical Economics. Oxford: Oxford University Press.

Huang J.P. (2015), Experimental Econophysics: Properties and Mechanisms of Laboratory Markets. Heidelberg: Springer

Jovanovic F. and Schinckus C. (2017), Econophysics and Financial Economics: An Emerging Dialogue, Oxford University Press.

Upcoming Events

2nd call for the Summer Solstice Conference 2017 (SS2017) on discrete complex systems which will be held on Catania, Italy, in the period June 21-23 2017. The link to the official is here

Econophysics Colloquium in Warsaw in July 2017

Past Events

The inaugural workshop was organised on 10 October 2016 at the School of Business, University of Leicester.

The second workshop was organised on 7 March 2017 at the School of Business, University of Leicester.

A public lecture was given by Professor Rosario Mantegna, Department of Economics and Center of Network Science, University of Palermo, Italy): "Econophysics concepts, results, and perspectives of a hybrid science"

News

The Econophysics Network congratulates Jean-Philippe Bouchaud for having been awarded the quant of the year!

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Contact

Dr Christophe Schinckus
School of Business
University of Leicester

cs354@le.ac.uk

Research Degrees

Find out about the School of Business' Research Degrees.