International Conference on Econophysics

June 4-6, 2011

East China University of Science and Technology, Shanghai

Aims

The International Conference on Econophysics (ICE) is planned to be a biyearly event that will be held by East China University of Science and Technology. The main aims of ICE are to forge a solid link between Econophysics and Finance (especially Financial Engineering), to provide a platform for the presentation of interdisciplinary ideas from different communities especially economics and finance, physics, mathematics, econophysics, complexity science, etc., and to foster an open-minded, cross-fertilizing, and regular exchange of ideas among scholars and practitioners of the different fields in a friendly environment.

Topics

The topics of ICE include econophysics and financial engineering.

l         Agent-based models in economics and finance

l         Complex socio-economic networks

l         Computational experimental finance

l         Derivatives pricing and hedging

l         Evolutionary game theory

l         Financial engineering

l         Fractal and multifractal analysis and modeling

l         Market dynamics, macroscopic models and prediction

l         Market microstructure

l         Risk management

l         Statistical and probabilistic methods in economics and finance

l         Stylized facts

Important dates

l         10 March 2011, Deadline for submitting abstracts 

l         10 April 2011, Date for Notification of Acceptance / Rejection

l         15 April 2011, Early bird

l         3 June 2011, Registration

l         4-6 June 2011, Conference