Conferences
NOISE AND STOCHASTICS IN COMPLEX SYSTEMS AND FINANCE
20-24 May 2007
La Pietra Conference Center
Florence, Italy
http://spie.org/Conferences/Calls/07/fn/conferences/index.cfm?fuseaction=fn102
Conference Chair: János Kértesz, Budapest Univ. of Technology and Economics
(Hungary)
Cochairs: Stefan Bornholdt, Univ. Bremen (Germany); Rosario N. Mantegna,
Univ. di Palermo (Italy)
Program Committee: Albert-Laszlo Barabasi, Univ. of Notre Dame;
Jean-Philippe Bouchaud, Capital Fund Management (France); Zdzislaw Burda,
Jagiellonian Univ. (Poland); J. Doyne Farmer, Santa Fe Institute; Giampiero
M. Gallo, Univ. degli Studi di Firenze (Italy); Giulia Iori, City Univ.
London (United Kingdom); Neil F. Johnson, Univ. of Oxford (United Kingdom);
Kimmo Kaski, Helsinki Univ. of Technology (Finland); Thomas Lux,
Christian-Albrechts-Univ. zu Kiel (Germany); Matteo Marsili, Abdus Salam
International Ctr. for Theoretical Physics (Italy); Sergei Maslov,
Brookhaven National Lab.; Kim Sneppen, Niels Bohr Institute (Denmark);
Didier Sornette, ETH Zurich (Switzerland); Dietrich Stauffer, Univ. zu Köln
(Germany); Alessandro Vespignani, Indiana Univ.; Tamás Vicsek, Eötvös Loránd
Univ. (Hungary)
This conference will deal with the dynamics of complex systems, in
particular it will focus on noise and fluctuations in complex networks and
in finance. The multidisciplinary approach in these fields is inevitable and
we encourage scientists with different backgrounds to present their results
at this meeting. Accepted papers will be published in the Proceedings of SPIE.
Presentations are solicited on the following and related areas.
* fluctuations and correlations in financial time series
* risk measures and management
* structure and dynamics of the order book
* agent-based modeling of financial markets
* denoising historical data
* exogeneous and endogeneous origin of price changes
* self-organization in socio-economic systems
* analysis and modeling of company growth
* networks in markets and trade
* structure and functionality of complex networks
* weighted networks
* communities in networks
* agent-based modeling on networks
* social, biological and IT-related networks
* dynamic processes on networks
* failure and breakdown in complex systems
* hierarchical organization of networks
* fluctuation scaling.
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