Time:

June 4-6, 2011

Hosts
:

East China University of Science and Technology

Research Center on Fictitious Economics and Data Science

Chairmen:

Prof. Si-Wei Cheng

Prof. Didier Sornette

Prof. H. Eugene Stanley

Sponsors:

ECUST

School of  Business, ECUST

RESSET

TAIJINIU

Contacts:

Prof. Wei-Xing Zhou

Tel: 0086-21-64250053

Email: wxzhou(at)ecust.edu.cn

ice2011.ecust(at)gmail.com

Keynote speakers

Si-Wei Cheng (Chinese Academy of Sciences, China)

Title: TBA

Shlomo Havlin (Bar-Ilan University, Israel)

Robustness of network of networks

Rosario N. Mantegna (Universita' di Palermo, Italy)

New approaches in the investigation of correlations of stock returns and index returns

Didier Sornette (ETH Zurich, Switzerland)

Financial bubbles with finite-singularity models and their calibration

H. Eugene Stanley (Boston University, USA)

Economic fluctuations and statistical physics:

Quantifying extremely rare events with applications to the present worldwide crisis

Wei Zhang (Tianjin University, China)

An agent-based order-driven market model with calibration by scaling analysis

Yi-Cheng Zhang (Fribourg University, Switzerland)

Can financial markets be efficient?

Invited speakers

Xiao-Song Chen (Chinese Academy of Sciences, Beijing)

Principal fluctuation modes of global stock market indexes and their characters

Tiziana Di Matteo (King's College London, London)

The use of dynamical correlated networks to investigate volatile markets

Zeng-Ru Di (Beijing Normal University, Beijing)

Detecting important nodes to community structure in complex networks

Pu Gong (Huazhong University of Science and Technology, Wuhan)

TBD

Serge Galam (Ecole Polytechnique, Paris)

Fair value and common beliefs: An application from sociophysics

Ji-Ping Huang (Fudan University, Shanghai)

Revisiting “the invisible hand” in resource allocation

Fabrizio Lillo (University of Palermo, Palermo)

How efficiency shapes market impact

Rui Menezes (ISCTE Business School, Lisbon)

The impact of financial crises in EU stock markets

Boris Podobnik (University of Rijeka, Rijeka)

Coupled Simon model: Predicting probability of bankruptcy using Zipf scaling

Fabio Pammolli (IMT Institute for Advanced Studies Lucca, Lucca)

Size and growth of business firms

Luciano Pietronero (University of Rome "La Sapienza", Rome)

Agent based models, self-organization and systemic risk

Tobias Preis (Johannes Gutenberg University Mainz, Mainz)

Switching processes in financial markets

Hernan Rozenfeld (APS Editorial Office, New York)

The area and population of cities: New insights from a different perspective on cities

Diego Rybski (Potsdam Institute for Climate Impact Research, Potsdam)

Company networks and their correlations beyond nearest neighbors

Bence Toth (Capital Fund Management, Paris)

Price impact of metaorders: The latent order book

Hideki Takayasu (Sony Computer Science Laboratories Inc., Tokyo)

Electronic composite currency system for aversion of instability of foreign exchange markets

Misako Takayasu (Tokyo Institute of Technology, Tokyo)

Application of PUCK formulation to financial market fluctuations

Bing-Hong Wang (China University of Technology, Hefei)

Study of the evolutionary games on complex networks

You-Gui Wang (Beijing Normal University, Beijing)

Monetary perspective on dynamic structure of macroeconomics

Zhong-Xing Ye (Shanghai Jiaotong University, Shanghai)

Some case studies of financial data mining

Bo Zheng (Zhejiang University, Hangzhou)

Cross-correlation decomposition and its application in financial systems