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, University of Leicester

Professor Emmanuel Haven, School of Business, University of Leicester

Dr Polina Khrennikova, School of Business, University of Leicester

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

Dr Daniel Ladley, School of Business, 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 Elsa Arcaute, Centre for Advanced Spatial Analysis, University College London

Professor Tomaso Aste, 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

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

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

Professor Vito Latora, School 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

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

Kimmo Soramäki, Financial Network Analytics, 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

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

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

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

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

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

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

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

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

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

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

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

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

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

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.

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.

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

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

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

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.

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

Upcoming Events

The second Workshop on 7 March 2017 organized at the School of Business of the University of Leicester:

7 March 2017: Public lecture given by Prof. Rosario Mantegna:"Econophysics: concepts, results, and perspectives of a hybrid science"

7 March 2017: A launch of a book written by two founding members (Franck Jovanovic and Christophe Schinckus)

Econophysics Colloquium in Warsaw in July 2017

Past Events

The inaugural workshop was organized on October 2016 at the School of Business, University of Leicester

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.