| INVITED SPEAKERS | ||
| 1. | ABBOTT Derek, dabbott@eleceng.adelaide.edu.au University of Adelaide, Australia) | "Parrondo's paradox: combining losing strategies to win." |
| 2. | AIBA Yukihiro, aiba@phys.aoyama.ac.jp Aoyama Univ, Tokyo | "Triangular arbitrage as an interaction among foreign exchange rates." |
| 3. | ALVAREZ-RAMIREZ Jose,jjar@xanum.uam.mx Departamento de Ingenieria de Procesos Universidad Autonoma Metropolitana, Mexico | "Trading strategies: a feedback control theory viewpoint." |
| 4. | AOYAMA
Hideki aoyama@phys.h.kyoto-u.ac.jp
(Kyoto University) FUJIWARA Yoshi
yfujiwar@crl.go.jp
(CRL, Kyoto) SOUMA Wataru souma@atr.co.jp (ATR, Kyoto) |
"Growth and fluctuations of personal income and Pareto law." |
| 5. | AVELLANEDA Marco,avellane@cims.nyu.edu Courant Institute, NYU | "Cross-sectional correlations in finance: Holy Grail or just an impossible goal" |
| 6. | BAAQUIE Belal E., uspbeb@nus.edu.sg Department of Physics, National University of Singapore | "Quantum field theory of forward rates: theoretical and empirical results." |
| 7. | BERG Dmitri B., ibi@uvtb.ru International A.Bogdanov Institute (Ekaterinburg, Russia) and Urals State Technical University (Ekaterinburg, Russia) | "Competition life cycle numerical model: from physics to economics"(with dr.V.Popkov) |
| 8. | BETTANY Jacob., jacob.bettany@iop.org Institute of Physics, London | "On the challenges of producing a journal for the Quantitative Finance Community" |
| 9. | BORLAND Lisa, lisa@sphinx.com Iris Financial | "Closed-form option pricing formulas for a non-Gaussian stock price model." |
| 10. | BRAUN Dieter dieter.braun@rockefeller.edu (Center for Studies in Physics and Biology, Rockefeller University, NY, USA | "Bookkeeping Mechanics: Dissecting Finance with Feynman-Graphs" |
| 11. | CHALLET Damien, challet@atreus.physics.ox.ac.uk Theoretical Physics, Oxford | "Particle models of limit order markets." |
| 12. | CHEN Kan, kan_chen@nus.edu.sg Department of Computational Science National University of Singapore | "Statistical analysis of Singapore Strait Times Index and a simple model for price swing." |
| 13. | CINCOTTI Silvano cincotti@dibe.unige.it (DIBE-University of Genova, Italy | "Who wins: study of long run trader survival in an artificial stock market." |
| 14. | CLIPPE P., P.Clippe@ulg.ac.be U. Liege and PEKALSKI A.,apekal@ift.uni.wroc.pl U.Wrocklaw | "Simple model for the dynamics of correlations in the evolution of economic entities under varying economic conditions." |
| 15. | COSTEA Carmen,cecostea@yahoo.com Academy of Economic Studies, Bucharest, Romania | "What are the prospects and pitfalls for using physics to model marketing as consumer-corporate interactions" |
| 16. | D'HULST Rene, rene_dhulst@hotmail.com Barra International Ltd. 75 King William Street London EC4N 7BE - UK | "Applications of Physics to Portfolio Management" |
| 17. | DEVETAG Maria Giovanna devetag@cs.unitn.it Univ of Trento,Dept of Management and Computer Science,Trento, Italy | "Information and coordination in minority games:experimental evidence" |
| 18. | DROZDZ Stanislaw, stanislaw.drozdz@ifj.edu.pl Institute of Nuclear Physics, Krakow and Institute of Physics, University of Rzeszow,Poland | "Critical and supercritical stock market phases: past, present and future." |
| 19. | ELGAZZAR A. S., elgazzar@mans.edu.eg Cairo, Egypt | "Applications of small-world networks to some socio-economic systems." |
| 20. | GALLEGATI Mauro, gallegati@deanovell.unian.it Dept of Economics, Univ of Ancona, Italy | "Duration and magnitude of fluctuations in capitalist economies: does a power law distribution really exist" |
| 21. | HAVEN Emmanuel, ehaven@essex.ac.uk University of Essex, UK | "Friction, Bounded Rationality and Option Pricing: A Discussion" |
| 22. | HOLYST Janusz, jholyst@olimp.if.pw.edu.pl Faculty of Physics, Warsaw University of Technology, Koszykowa 75, PL-00-66 Warsaw, Poland | "The effect of Kapitza pendulum and price equilibrium." |
| 23. | HU Chin-Kun, huck@phys.sinica.edu.tw Academy of Sciences, Taiwan | "Toppling waves of a sandpile model and financial markets" |
| 24. | IORI Giulia, giulia.iori@kcl.ac.uk Math. Dept. King's College, London Strand, London | "Modeling limit order trading." |
| 25. | JOHANSEN Anders, johansen@nbi.dk Niels Bohr Inst, Copenhagen | "Characterization of large price variations in financial markets" |
| 26. | JOHNSON Michael D., mjohnson@ucf.edu University of Central Florida | "Non-extensive statistics and nonlinear Fokker-Planck dynamics in markets." |
| 27. | KASKI Kimmo, kaski@lce.hut.fi Laboratory of Computational Engineering, Helsinki University of Technology | "Financial Market Correlations and Agent-based Investor Model" |
| 28. | KEEN Steve, s.keen@uws.edu.au School of Economics and Finance, University Western Sydney, Australia | "Not standing on the shoulders of giants: why econophysicists must be careful about the economic foundations on which they build." |
| 29. | MARAKANI Srikant srikant@marakani.srikant.org Department of Physics, National University of Singapore | "Field theory hedging of treasury bonds", based on http://xxx.lanl.gov/cond |
| 30. | MASKAWA Jun-ichi, maskawa@heisei-u.ac.jp Professor, Department of Management Information Fukuyama Heisei University | "Markov random field modeling for stock markets" |
| 31. | MASOLIVER Jaume, jmasoliver@ffn.ub.es Department de Fisica Fonamental Universitat de Barcelona Diagonal, 647 E-08028- Barcelona | "Stochastic volatility and leverage effect." |
| 32. | MATSUNO Koichiro kmatsuno@vos.nagaokaut.ac.jp Nagaoka University of Technology, Nagaoka, Japan | "The Internalist Stance on Frequent Update of Asset Allocation in Portfolio Management - An Empirical Study" |
| 33. | MONTAGNA Guido Guido.Montagna@pv.infn.it (Univ. and INFN Pavia ) | "Valuing derivatives by path integral and neural networks" |
| 34. | ORMEROD Paul, ormerod@volterra.co.uk | "Capitalism and creative destruction: An agent-based model of evolving, system-maximising firms." |
| 35. | PIETRONERO Luciano, pietronero@roma1.infn.it Universita di Roma "La Sapienza" | "Complex Correlations and Information in Natural and Financial Data" |
| 36. | PIOTROWSKI Edward W. ep@alpha.uwb.edu.pl Institute of Theoretical Physics, University of Bialystok, Bialystok, Poland | "The fixed point theorem for the simplest quantum strategy in the market game." |
| 37. | POTTERS Marc, marc.potters@cfm.fr CFM Science & Finance, Paris | "Statistical study of the order book: empirical results and simple models." |
| 38. | ROSENOW Bernd, rosenow@thp.uni-koeln.de University of Koeln, Germany | "Dynamics of correlated modes in the stock market." |
| 39. | SCALAS Enrico, scalas@cicladi.unipmn.it Department of Advanced Sciences and Technology, East Piedmont University, 15100 Alessandria, Italy | "The diffusive limit of continuos-time random walks: taxonomy and applications to finance" |
| 40. | SERVA Maurizio, maurizio.serva@roma1.infn.it Dipartimento di Matematica and I.N.F.M.,Universita` dell'Aquila, I-67100, L'Aquila, Italia | "Time series: facts and models." |
| 41. | SECCI Angelo secchi@sssup.it S.Anna School of Advanced Studies Pisa, Italy | "An Empirically Based Model of Business Firm Growth" |
| 42. | SIMONSEN Ingve, ingves@phys.ntnu.no Niels Bohr Inst, Copenhagen | "Inverse statistics in economics" |
| 43. | SLADKOWSKI Jan, sladk@us.edu.pl Institute of Physics University of Silesia Katowice Poland | "Giffen paradoxes in quantum games." |
| 44. | SOUMA Wataru, souma@atr.co.jp ATR Human Information Science Laboratories, 2-2-2 Hikaridai, Seika-cho, Soraku-gun, Kyoto 619-0288 Japan | "Complex networks and economics." |
| 45. | STINCHCOMBE Robin, r.stinchcombe1@physics.ox.ac.uk Oxford University | "Modelling limit order markets." |
| 46. | STRUZIK Zbigniew, zbigniew.struzik@cwi.nl CWI Amsterdam | "Is the economy constantly in labour - a far-reaching comparison between financial time series and fetal heart rhythm during labour." |
| 47. | SYSKA Jacek, jacek@jas.us.edu.pl Department of Field Theory and Particle Physics, University of Silesia, Katowice, Poland | "A proposal for the quantum mechanical dynamical equation of demand and supply". |
| 48. | TANG Lei Han lhtang@hkbu.edu.hk Department of Physics, Hong Kong Baptist University, Kowloon, Hong Kong | "Empirical analysis and modelling of high frequency Hang Seng Index data |
| 49. | TARTAGLIA Piero pt@phys.uniroma1.it (University of Rome La Sapienza, Italy | "Statistical methods for system slowly approaching equilibrium: physical aging" |
| 50. | TING Julian, jlting@gate.sinica.edu.tw Academica Sinica, Institute of Information Technology and Management, Taichung Healthcare and Management University, WuFung, Taichung, 413 Taiwan, ROC | "Causality in dual time financial markets." |
| 51. | WAN ABDULLAH Wan Ahmad Tajuddin wat@umcsd.um.edu.my Dept of Physics, Universiti Malaya, Kuala Lumpur, Malaysia | "Emergence of heterogeneity in an agent based model" |
| 52. | YAKOVENKO Victor, yakovenk@physics.umd.edu Univ Maryland | "Probability distribution of returns for a model with stochastic volatility" (cond-mat/0203046). |
| 53. | ZUMBACH Gilles, gilles.zumbach@bluewin.ch Olsen Associates, Zurich | "Heterogeneous volatility cascade in financial markets" |
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