Tiziana Di Matteo


Professor of Econophysics
Department of Mathematics - King's College London,
Strand, London WC2R 2LS, United Kingdom
Room 524, Strand Building
Tel: +44-(0)20-7848 2223 (direct line)
Tel: +44-(0)20-7848 2828 (general office)
Fax: +44-(0)20-7848 2017
E-mail address: tiziana.di_matteo@kcl.ac.uk
http://www.kcl.ac.uk/nms/depts/mathematics/people/atoz/dimatteot.aspx

Subject of research

Relevant education

Research fellowships and contracts

Competitive Research Grants

Scientific Activities

Publications

Talks

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Subject of research:
My present research interest is on Complex systems and Econophysics, the application of methods from statistical physics, the physics of complex systems and science of networks to macro/micro-economic modeling, financial market analysis and social problems.

Other research interest are:

  • Granular materials (from 2001).
  • Numerical simulations of diffusive processes for the analysis of the magnetic properties in new materials (from 1999 to 2003).
  • Magnetic Properties of High-Tc Superconductors, Josephson Junction networks, Superconducting technological devices (from 1996 to 2003).
  • Strongly Correlated Electronic Systems and High-Tc Superconductivity (from 1994 to 1997).

BLOOMBERG

      Further information


Relevant education:


Research fellowships, contracts and other appointments

 
Competitive Research Grants:
 

2017

EPSRC Standard proposal within the call Applications of Distributed Ledger Technologies Full- Title "Blockchain technology for Algorithmic Regulation And Compliance (BARAC)" April 2017 (2 years). Co-Investigator. Funding: £ 609382.41

2017

ESRC Network Plus research “Understanding Macroeconomics- Title "Rethinking Macroeconomics" April 2017 (4 years) Co-Investigator.

2007
Project: Australian participation in European Cooperation in the Field of Scientific and Technical Research (COST), Proponent: T. Di Matteo. Funding: AU$5000 from Department of Education Science and Training (DEST) and the Australian Academy of Sciences.

2005
Project: International Conferences, “Econophysics Colloquium”. Proponents: T. Di Matteo and T. Aste. Funding: ~ AU$ 100,000 from COSNET, CMBE, NIPS, NIEB, ANU.


ARC Discovery

2003-2007
Project: DP0344004 "The architecture of networks: Characterisation and visualisation of complex systems as fluctuating networks"; S. T. Hyde, T. Aste, Chief Investigators, T. Di Matteo (QEII fellow);  Funding: AU $ 685,000.

2005-2007
Project DP0558183, "Physics of Risk: new tools to survey the Australian market and beyond". Chief Investigator T. Di Matteo; Funding AU $ 687,275

European Projects

2012-2016
Project: COST TD1210; Source of support: European Union; Project title: "Analyzing the dynamics of information and knowledge landscapes - KNOWeSCAPE", Chairman Dr. Andrea Scharnhorst.

2008-2011
Project: COST MP0801; Source of support: European Union; Project title: "Physics of Competition and Conflicts ", Chairman Prof. Peter Richmond.


2003-2007
Project: European Union COST – P10 “Physics of Risk”, Chairman: Peter Richmond.
 

2003-2006
Project: High-frequency dynamics of financial markets.  Fondo Speciale per lo Sviluppo della Ricerca di Interesse Strategico - Italian Ministry  of Education Research and Technology.

1999-2001
Project F.R.A.-INFM (Applied Research Network of the National Institute for the Physics of Matter), "Applications of physical methodology to financial markets"- project  done in collaboration with the Risk Management Team of Banca Intesa S.p.A. Milan, Italy.

Scientific activities:

Journal Referee for PNAS, PlosOne, Physical Review E, European Physical Journal B, New Journal of Physics, Europhysics Letters, Physica A, Quantitative Finance, Journal of Statistical Mechanics: Theory and Experiment, Physics Letters A, Advances in Complex Systems, Journal of Physics A.

EXPERT EVALUATOR ACTIVITY

MAIN ACADEMIC AWARDS AND DISTINCTIONS

- July 2010: Elsevier's Economics & Finance Journals Most Cited Articles 2005-2009 awarded to Di Matteo T., Aste T., Dacorogna M. M. for the paper entitled: Long-term memories of developed and emerging markets: Using the scaling analysis to characterize their stage of development, paper published in Journal of Banking and Finance, vol 29, Issue 4, (2005) pages 827-851.

- August 2007: Australian Academy of Science - International Exchange Program -Europe COST Program 2007/2008.

- January 2003 - QEII Fellow.

- February 1995 - November 1995: INFM (Istituto Nazionale per la Fisica della Materia) Fellowship, Dipartimento di Fisica Teorica, Universita' di Salerno, ITALY.

- 1994: CNR (Consiglio Nazionale delle Ricerche) - Fellowship, Bando n. 201.19.1.

- January 1992 - June 1992: Fellowship for Erasmus program, Queen Mary and Westfield College, London, UK.

RESEARCH CONSULTANT

Teaching and other University admin duties

STUDENTS SUPERVISION

Supervisor for the Summer Projects of the students of the MSc Course in Financial Mathematics (King's College London) (2009-2010-2011-2012-2013-2014-2015).

OTHERS

Maternity suspension periods:

Sabbatical year (From 1-10-2016 to 1-9-2017)


PUBLICATIONS

Book Chapters

Referred Journal Articles

Referred conference Articles

In press – accepted

Tomaso Aste, Paolo Tasca and T. Di Matteo, " Future impact of Blockchain technologies on services, businesses and regulation " (COMSI-2017-02-0035), Computer.

Submitted

N. Musmeci, V. Nicosia, T. Aste, T. Di Matteo, V. Latora, "The multiplex dependency structure of financial markets", (2016), arXiv:1606.04872, submitted.

Tomaso Aste and T. Di Matteo, "Causality network retrieval from short time", (2017), submitted.

Giuseppe Pappalardo, T. Di Matteo, Guido Caldarelli and Tomaso Aste, "Blockchain Inefficiency in the Bitcoin Peers Network", arXiv:submit/1854609 [cs.CY] (2017), submitted.

Other publications

Other Selected Talks: