Dec 2 2013 - 00:00
Dec 6 2013 - 23:59

Centro di Ricerca Matematica Ennio De Giorgi, Palazzo Puteano, Piazza dei Cavalieri 3, PISA, Italy

Short description of the event: 

The modeling of economic and financial systems is a complex and challenging task, and, as the current crisis has shown, new ideas and approaches are needed to understand interlinkages and tackle instabilities. The aim of this workshop is to bring together scholars from different disciplines interested in the mathematical modeling of economic and financial systems. Contributions from dynamical systems theory, stochastic processes, statistical physics, and computational economics or finance are presented and discussed. The workshop aims also to bring together ideas and models based on deterministic dynamics as well as stochastic dynamics with a special emphasis on the interaction between these two aspects both in the analysis and in the modelization of financial and economics time series.

Deadline for registration: 24th November 2013

Organizing Committee:

    Cars Hommes (CeNDEF, University of Amsterdam)
    Fabrizio Lillo (Scuola Normale Superiore, Pisa)
    Stefano Marmi (Scuola Normale Superiore, Pisa)

Invited speakers include:

    Giulio Bottazzi (Scuola Superiore Sant'Anna)
    Roberto Dieci (Università di Bologna)
    Raphael Douady (Risk Data and Université Paris 1)
    Thorsten Hens (Universität Zürich)
    Cars Hommes (CeNDEF, University of Amsterdam)
    Stefano Marmi (Scuola Normale Superiore, Pisa)
    Matteo Marsili (ICTP, Trieste)
    Diogo Pinheiro (to be confirmed) (Universidade Técnica de Lisboa)
    Klaus Reiner Schenk-Hoppé (University of Leeds)
    Frank H. Westerhoff (University of Bamberg)