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).
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Further
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Relevant education:
- PhD in Physics, Dipartimento di Fisica - Universita' di Salerno,
10-02-1999. PhD Thesis on: Three-dimensional Josephson junctions
networks.
- Degree in Physics (110/110 Cum Laude) , Dipartimento di Fisica Teorica -
Universita' di Salerno,14-07-1994. Thesis on: Studio del modello
unidimensionale antiferro-magnetico di Heisenberg nell' approssimazione di
campo medio generalizzato.
Research fellowships, contracts
and other appointments
- External Faculty member of the Complexity Science Hub: 15 April 2017 - 14
April 2020, Vienna, AUSTRIA.
- Visiting Professor: September 2016- September 2017 - Systemic Risk
Centre, London School of Economics, London, UNITED KINGDOM.
- Honorary Professor of UCL in the Department of Computer Science: May 2015
- May 2020 - University College London, London, UNITED KINGDOM.
- Reader in Financial Mathematics: September 2010 - August 2014 -
Department of Mathematics, King's College London, London, UNITED
KINGDOM.
- Lecturer in Financial Mathematics: January 2009 - August 2010 -
Department of Mathematics, King's College London, London, UNITED
KINGDOM.
- Visiting Fellow: January 2009 – December 2011 - Applied Mathematics
- Research School of Physical Sciences, Australian National University,
Canberra, AUSTRALIA.
- Associate Professor (Level D): January 2008 - Applied Mathematics -
Research School of Physical Sciences, Australian National University,
Canberra, AUSTRALIA.
- Queen Elizabeth II Fellow: January 2003-December 2008 - Applied
Mathematics - Research School of Physical Sciences, Australian National
University, Canberra, AUSTRALIA.
- Post doctoral Fellow: February 2002-December 2002 - Applied Mathematics
- Research School of Physical Sciences, Australian National University,
Canberra, AUSTRALIA.
- Research contract "Assegno di Ricerca": from the 1st of December 1999 -
Dipartimento di Fisica - Universita' di Salerno, ITALY.
- Post doctoral Fellow: February 1999-December 1999 - Dipartimento di
Fisica - Universita' di Salerno, ITALY.
- Research contract: November 97 – June 98 - Laboratory of
Electricity and Magnetism, Tampere University of Technology, Tampere,
FINLAND.
- PhD in Physics: November 1995-February 1999 - Dipartimento di Fisica -
Universita' di Salerno, ITALY.
- INFM (Istituto Nazionale per la Fisica della Materia) Fellowship: from
1/2/1995 - 30/11/1995 - Dipartimento di Fisica Teorica - Universita' di
Salerno, ITALY.
- CNR (Consiglio Nazionale delle Ricerche) - Fellowship, Bando n.
201.19.1.
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:
- Co-Organizer of the workshop “Statistical Physics for
the Digital Economy” (11-12/07/2017) to the Sigma Phi conference
in Corfu: http://sigmaphisrv.polito.it/.
- Co-Organizer of the conference "Towards a
Sustainable Global Financial System", 27-28/11/2016, King's College
London, London.
- Co-Organizer of a "Financial
Risk & Network Theory conference 2016", 13-14 September 2016,
Cambridge Centre for Risk Studies, Judge Business School, Cambridge
http://www.risk.jbs.cam.ac.uk/news/events/other/2016/160913_financialriskandnetworktheory.html
- Co-Organizer of the "Econophysics
Colloquium 2011" , 14-15 September, 2011, University of Vienna,Court 2,
Alserstraße 4, 1090 Vienna, AUSTRIA.
Co-Organizer of Satellite Meeting of STATPHYS 24 Conference, "The Unwinding
Complexity: statistical physics perspectives on complex systems and complex
materials" (Port Douglas, Australia, 24-26
July 2010).
Co-Director of the 11th course of the International School on
Complexity "Econophysics
Colloquium", 26-31 October, Erice, Italy, 2009.
- Symposium Chair of "SPIE International Symposium on
Microelectronics, MEMS and Nanotechnology", 4-7 December 2007, Australian
National University (ANU) • The Manning Clark Centre • Canberra,
Australia.
- Co-Chair of "BioMEMS and Nanotechnology III (AU02) ", 4-7
December, Canberra, Australia, 2007.
- Co-Chair of "Complex Systems II (AU05)", 4-7 December, Canberra,
Australia, 2007.
- Organizer of the first "Econophysics
Colloquium" - The Research School of Physical Sciences – The
Australian National University, 14/11/05 – 18/11/05, Canberra,
Australia. See Nature (vol. 441, 686-688, 2006, “Econophysics:
Culture Crash” by Philip Ball).
- Organizer of these two public lectures: 1) Econophysics: Can
Physicists Help Understand Economic Fluctuations? by Prof. H. Eugene
Stanley (Boston University, USA) and 2) Lessons learned from studying
high-frequency data in finance by Dr Michel M. Dacorogna (Converium Ltd,
Zürich, Switzerland) - National
Museum of Australia, 16 November 2005, Canberra,
Australia.
- Co-Organizer of The It-Au Science Forum in the ACT "Materials and
Complexity" - The Research School of Physical Sciences and Engineering
– The Australian National University, 16 March 2005, Canberra,
AUSTRALIA.
- Member
of the National Advisory Committee (NAC) of the STATPHYS 24 Conference (Cairns,
Australia on 19-23 July, 2010).
- Member of the Advisory Board for the European
Project: “Forecasting Financial
Crises”, call FP7-ICT-2009-C, Theme (ICT-2007.8.0) FET Open,
2010-2012.
- Member of the Management Committee of the EU collaboration COST TD1210 “Analyzing the dynamics
of information and knowledge landscapes - KNOWeSCAPE”
(2012–2016).
Member of the Management Committee of the EU collaboration COST MP0801
“Physics of Competition and Conflicts”
(2008–2012).
Member of the
Complex Systems Society Council (2008).
- Member
of the International Advisory Committee (IAC) of the STATPHYS 23 Conference (Genova,
Italy, 9-13 July, 2007).
- Member of
the Management Committee of the EU collaboration COST P10 “Physics of
Risk” (2003–2007).
Co-Editor for Complex Systems II, Vol. 6802 (SPIE, Bellingham, WA,
2008).
Co-Editor for BioMEMS and Nanotechnology III, Vol. 6799 (SPIE,
Bellingham, WA, 2008).
Co-Editor for Lecture Notes in Complex Systems, (World Scientific,
Singapore, 2007).
Guest Editor for the “Topical
Issue: Trends in Econophysics” in European Physical Journal B,
Vol. 55, No. 2 (January II 2007).
- Guest Editor for the special issue of Physica
A vol. 370/1, "Econophysics Colloquium" 2006.
- Editor for European Physical Journal B from
October 1, 2006.
- Editor for Quantitative
Finance Letters (2013-2016).
- Member of the Journal of Network Theory in Finance (JNTF) Editorial
Board (July 31-2014-2016).
- Co-Editor-in-Chief for the Journal
of Network Theory in Finance (JNTF) (25/2/2016-).
- Member of UCL Centre for Blockchain Technologies (CBT) (2015-).
- Member of the Advisory Committee of the 2017 edition of the International
Conference on Statistical Physics (SigmaPhi2017), Corfu Holidays Palace,
Corfu-Greece, 10-14 July 2017.
- Permanent Member of the Scientific Committee of the international P2P
Financial Systems Workshop (P2PFISY).
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
- Grant
evaluator for the Australian Research Council (Programme: Discovery
projects, from 2003).
- Expert Evaluator for European Commission (2007)
EX2006C087636.
- Expert Evaluator for Romanian National University Research
Council (NURC) from 2008. PANEL: Humanities (social sciences, economics,
archaeology).
- ERA
Peer Reviewer, 2010 Excellence in Research for Australia (ERA)
evaluations.
- Evaluator for Czech Science Foundation research projects from
2011.
- Member of the EU-FET pool of experts (2012).
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
- Yewno, INC, 2275 E. Bayshore Rd, Palo Alto, CA, 9403, 2 December 2015- 25
April 2016.
- Senior Adviser and Member of Advisory Board of SGDA Ltd, London, UK,
2014-2015.
- Winton Capital Management, London, UK, 2011.
- Financial Service Authority (FSA), London, UK, 2010.
- "Grinham Managed Funds", 12 Holtermann Street, Crows Nest 2065, Sydney,
AUSTRALIA, 2008.
Teaching and other University admin
duties
- Distribution Theory (CMFM05), MSc Course in
Financial Mathematics (Semester I) 2009-2010-2011.
- Portfolio Risk Management (CMFM09), MSc Course in
Financial Mathematics (Semester II) 2009-2010-2011.
- Risk in Finance (CMFM09), MSc Course in Financial
Mathematics (Semester II) 2012-2013-2014-2015-2016.
- Statistics in Finance
(CMFM05), MSc Course in Financial Mathematics (Semester I)
2012-2013-2014-2015.
- Academic coordinator for the MSc Financial Mathematics (FM) projects
(FM50) (2012-2013).
- Admissions Tutor PhD Financial Mathematics
and Programme Director PhD Financial Mathematics, Department of
Mathematics, King's College London (from 2010 to 2014).
- Examination Board Chair MSc Financial Mathematics, Department of
Mathematics, King's College London (2014-30 September 2015).
- FM Coordinator of Bloomberg
Terminals Room, Department of Mathematics, King's College London,
London, UK (2012-2013-2014-2015).
- Mentor for the Athena Mentoring Programme (2014-2015).
- Member of the Department Education Committee (DEC) (Department of
Mathematics, KCL, 2013-2014-2015-2016).
- Member of School Postgraduate Research Student Committee and School
Equality & Diversity Committee - NMS Equality & Diversity Committee
(KCL, 2013-2014-2015).
- External Examiner MSc Financial Mathematics, School of Information
Systems, Computing and Mathematics, Brunel University, Uxbridge UB83PH, UK
(1 October 2013- 31 January 2018).
- External Examiner MSc/Pdip Engineering Finance, University of Kent,
Canterbury, Kent CT2 7NZ, UK (1 January 2012- 31 December 2015).
STUDENTS SUPERVISION
- Anshul Verma PhD (Department of Mathematics - King's College London)
(from 1/09/2015);
- Riccardo Junior Buonocore PhD (Department of Mathematics - King's College
London) (from 23/09/2013);
- Nicolo' Musmeci PhD (Department of Mathematics - King's College London)
(from 3/10/2012-2016);
- Andrey Pogudin PhD (Department of Mathematics - King's College London)
(from 6/6/2011);
- Raffaello Morales PhD (Department of Mathematics - King's College London)
(from 10/1/2011-2014);
- Junhuan Zhang PhD (Department of Mathematics - King's College London)
(from 09/2010-2011);
- Cornelius Trestler PhD (Department of Mathematics - King's College
London) (from 01/10/2009-22/10/2010);
- Ruggero Gramatica PhD (Department of Mathematics - King's College London)
(from 11/01/2010-10/2015);
- Hon Sum Alec Yu undergraduate student in an Econophysics course (Applied
Mathematics - Research School of Physical Sciences - Australian National
University) (02/2008);
- Won-Min Song PhD (Applied Mathematics - Research School of Physical
Sciences - Australian National University) (30/01/2008-02/2012);
- Francesco Pozzi PhD (Applied Mathematics - Research School of Physical
Sciences - Australian National University) (29/01/2008-2013);
- Won-Min Song Honours (Physics Department - Australian National
University) - Thesis Title: Geometrical and topological properties of
correlation-based biological networks (01/2007 - 10/2007);
- Francesco Pozzi PhD (Dipartimento di Matematica per le Decisioni
Economiche, Finanziarie e Quantitative, Faculty of Economics, University
"La Sapienza", Rome, Italy) - Project Title: Network applications to
Economics (1/02/2007 to 31/1/2008).
- Ho Ka Ho Honours (Engineering Department - Australian National
University) - Thesis Title: Science of Risk: The volatility structure of
the Australian stock exchange market (11/2004 - 11/2005);
- Monica Trench Honours (Engineering Department - Australian National
University) - Thesis Title: Science of Risk: Multifractal Structure of
Commodity Prices (11/2004 - 11/2005);
- Michele Tumminello PhD (Dipartimento di Fisica e Tecnologie Relative and
The Observatory of Complex Systems, Universita' di Palermo, Palermo, Italy)
- Project Title: Study of correlation structure in financial markets
(02/2004 to 05/2004);
- Diego Garlaschelli PhD (Dipartimento di Fisica-INFM, Universita' di
Siena, and Center for the Study of Complex Systems, Laboratory of Complex
Socio-Economic Simulations, Siena, Italy) - Project Title: Analytical and
numerical studies on wealth distributions (5/07/2005 to 29/09/2005);
- Fabio Clementi PhD (Department of Public Economics, Faculty of Economics,
University "La Sapienza", Rome, Italy) - Project Title: Income
distributions in Australia (8/08/2005 to 5/12/2005 and 7/11/2006 to
1/03/2007);
- Corrado Di Guilmi PhD (Department of Economics, Universita' Politecnica
delle Marche, Ancona, Italy) - Project Title: Study of firms (7/11/2006 to
30/04/2007).
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:
- February 2006 – July 2006
- March 2008 – August 2008
Sabbatical year (From 1-10-2016 to
1-9-2017)
PUBLICATIONS
Book Chapters
- T. Aste and T. Di Matteo, "Introduction to Complex and Econophysics
Systems: a navigation map", in "COMPLEX PHYSICAL, BIOPHYSICAL AND
ECONOPHYSICAL SYSTEMS" in World Scientific Lecture Notes In Complex Systems
- Vol. 9, edited by Robert L Dewar & Frank Detering (World Scientific,
Singapore 2010). https://worldscibooks.com/physics/7340.html (2010) chapter
1, 1-35.
- A.V Anikeenko, N.N. Medvedev, T. Di Matteo, G.
Delaney and T. Aste, "Delaunay simplex analysis of the structure of equal
sized sphere packings", Chap. 2 in Lecture Notes in Complex Systems,
Granular and Complex materials, Edited by T. Aste, T. Di Matteo and A.
Tordesillas (World Scientific, Singapore, 2007).
- T. Aste and T. Di Matteo, "Nanometric architectures:
emergence of efficient non-crystalline atomic organization in
nanostructures", Chap. 2 in “Nanostructure control of
materials”, Edited by R. H. J. Hannink and A. J. Hill (Woodhead
Publishing Limited Cambridge, 2006).
- T. Di Matteo, T. Aste and S. T. Hyde, "Exchanges in complex
networks: income and wealth distributions", in The Physics of Complex
Systems (New advances and Perspectives) edited by F. Mallamace and H. E.
Stanley, Proceedings of the International School of Physics "Enrico Fermi",
(IOS Press, Amsterdam 2004) p. 435-442.
- R. De Luca, J. Paasi, T. Di Matteo, A. Tuohimaa,
"Low-field magnetic response of granular superconductors and Josephson
junction network models", International Book Series ‘Studies of high
Temperature Superconductors (STUDIES)’ Ed. A. V. Narlikar Nova
Science Publishers, vol. 39 chapter 3, (New York 2001), (ISBN:
1-59033-130-3).
Referred Journal
Articles
- R. J. Buonocore, T. Di Matteo, T. Aste, "Asymptotic scaling properties
and estimation of the Generalized Hurst Exponents in financial data",
Phys.Rev.E 95 (4) (2017) 042311 .
- Guido Previde Massara, T. Di Matteo, Tomaso Aste, "Network Filtering for
Big Data: Triangulated Maximally Filtered Graph", (2016) Journal of Complex
networks, volume 5, number 2, page 161 (accepted 6 April 2015).
- Noemi Nava, T. Di Matteo, Tomaso Aste, "Time-dependent scaling patterns
in high frequency financial data", Eur. Phys. J. Special Topics 225 (10),
1997-2016 (2016).
- R. J. Buonocore, N. Musmeci, T. Aste, T. Di Matteo, "Two different
flavours of complexity in financial data", Eur. Phys. J. Special Topics
225, 310 5-3113 (2016).
- Wolfram Barfuss, Guido Previde Massara, T. Di Matteo, Tomaso Aste,
"Parsimonious Modeling with Information Filtering Networks", Phys. Rev. E
94 (2016) 062306.
- N. Musmeci, T. Aste, T. Di Matteo, "Interplay between past market
correlation structure changes and future volatility outbursts", (2016),
Scientific Reports 6, 36320;doi:1038/srep36320 (2016).
- R. J. Buonocore, T. Aste, T. Di Matteo, "Measuring multiscaling in
financial time-series", Chaos, Solitons and Fractals 88 (2016) 38-47.
arXiv:1509.05471v2 [q-fin.ST].
- Noemi Nava, T. Di Matteo, Tomaso Aste,"Anomalous volatility scaling in
high frequency financial data", Physica A 447 (2016) 434-445.
- N. Musmeci, T. Aste, T. Di Matteo (2015) Relation between Financial
Market Structure and the Real Economy: Comparison between Clustering
Methods. PLoS ONE 10(3): e0116201. doi:10.1371/journal.pone.
011620125786703.
- N. Musmeci, Tomaso Aste, T. Di Matteo, " Risk diversification: a study of
persistence with a filtered correlation-network approach ", (2015) Journal
of Network Theory in Finance 1(1), 1-22-arXiv:1410.5621[q-fin.PM].
- Raffaello Morales, T. Di Matteo, and Tomaso Aste, "Dependency structure
and scaling properties of financial time series are related", Scientific
Reports 4 (2014) 4589. DOI: 10.1038/srep04589.
- Ruggero Gramatica, T. Di Matteo, Stefano Giorgetti, Massimo Barbiani,
Dorian Bevec and Tomaso Aste, " Graph Theory Enables Drug Repurposing - How
a Mathematical Model Can Drive the Discovery of Hidden Mechanisms of Action
", PLoS One (2014) PLoS ONE 9(1): e84912.
doi:10.1371/journal.pone.0084912.
- Raffaello Morales, T. Di Matteo, and Tomaso Aste, "Non-stationary
multifractality in stock returns", Physica A 392 (2013) 6470-6483.
- T. Aste, P. Butler and T. Di Matteo, "Self-Referential Order", (2013)
Philosophical Magazine, 93:31-33, 3983-3992, DOI:
10.1080/14786435.2013.835495.
- F. Pozzi, T. Di Matteo and T. Aste, "Spread of risk across financial
markets: better to invest in the peripheries", Scientific Reports 3 (2013)
1665. DOI:10.1038/srep01665.
- T. Aste, Ruggero Gramatica, T. Di Matteo, "Exploring complex networks via
topological embedding on surfaces", Physical Review E 86 (2012) 036109.
- F. Pozzi, T. Di Matteo and T. Aste, "Exponential Smoothing Weighted
Correlations", The European Physical Journal B 85 (2012) 175. [+Erratum
EPJB 85, n.8 (2012) 295]
- Jozef Barunik, Tomaso Aste, T. Di Matteo, Ruipeng Liu, "Understanding the
source of multifractality in financial markets", Physica A 391 (2012)
4234-4251.
- Won-Min Song, T. Di Matteo, T. Aste, "Building complex networks with
Platonic solids", Physical Review E 85, No. 4 (2012) 046115.
- Won-Min Song, T. Di Matteo, T. Aste, "Hierarchical information clustering
by means of topologically embedded graphs", PLoS One 7(3) (2012)
e31929.
- Raffaello Morales, T. Di Matteo, Ruggero Gramatica, Tomaso Aste,
"Dynamical generalized Hurst exponent as a tool to monitor unstable periods
in financial time series ", Physica A 391 (2012) 3180-3189.
- T. Aste, Ruggero Gramatica, T. Di Matteo, "Random and frozen states in
complex triangulations", Philosophical Magazine, Volume 92, Issue 1-3,
(2012) 244-254.
- Won-Min Song, T. Di Matteo, T. Aste, "Nested Hierarchy in planar graphs",
Discrete Applied Mathematics 159 (2011) 2135-2146.
- T. Aste, W. Shaw, T. Di Matteo, "Correlation structure and dynamics in
volatile markets", New J. Phys. 12 (2010) 085009.
- Gary W. Delaney, T. Di Matteo and Tomaso Aste, "Combining tomographic
imaging and DEM simulations to investigate the structure of experimental
sphere packings", Soft Matter, Volume 6, Issue 13 (2010) 2992 - 3006.
- T. Di Matteo, F. Pozzi, T. Aste, "The use of dynamical networks to detect
the hierarchical organization of financial market sectors", The European
Physical Journal B 73 (2010) 3-11.
- F. Pozzi, T. Di Matteo and T. Aste, "Centrality and Peripherality in
Filtered Graphs from Dynamical Financial Correlations", Advances in Complex
Systems 11 (2008) 927-950.
- Ruipeng Liu, T. Di Matteo, Thomas Lux, "Multifractality
and Long-Range Dependence of Asset Returns: The Scaling Behaviour of the
Markov-Switching Multifractal model with Lognormal Volatility
Components" Advances in Complex Systems 11, No. 5 (2008)
669-684.
- T. Aste and T. Di Matteo, "Structural
transitions in granular packs: statistical mechanics and statistical
geometry investigations", The European Physical Journal B 64 (2008)
511-517.
- C. Di Guilmi, F. Clementi, T. Di Matteo, M. Gallegati, "Social
networks and labor productivity in Europe: an empirical investigation",
Journal of Economic Interaction and Coordination 3 (2008) 43-57.
- F. Clementi, T. Di Matteo, M. Gallegati, and G.
Kaniadakis, "The
k-generalized distribution: A new descriptive model for the size
distribution of incomes", Physica A 387 (2008) 3201-3208.
- T. Aste and T. Di Matteo, "Emergence
of Gamma distributions in granular materials and packing models",
Physical Review E 77 (2008) 021309.M.
- Bartolozzi, C. Mellen, T. Di Matteo, T. Aste, "Multi-scale correlations in different
future markets", European Physical Journal B 58 (2007)
207-220.
- T. Aste, T. Di Matteo, M. Saadatfar, T.J. Senden, M.
Schroter, Harry L. Swinney, "An invariant
distribution in static granular media", cond-mat/0612063, Europhysics
Letters 79 No.2 (2007) 24003.
- Ruipeng Liu, Thomas Lux, T. Di Matteo, "True and Apparent Scaling: The
Proximities of the Markov-Switching Multifractal model to Long-Range
Dependence", Physica A 383 (2007) 35-42.
- D. Garlaschelli, T. Di Matteo, T. Aste, G. Caldarelli and
M. I. Loffredo, "Interplay between
topology and dynamics in the World Trade Web", The European Physical
Journal B 57 (2007) 159-164.
- T. Aste, T. Di Matteo, "Correlations
and aggregate statistics in granular packs", European Physical
Journal E 22 (2007) 235 - 240.
- T. Di Matteo and T. Aste, "”No
Worries”: Trends in Econophysics", The European Physical Journal
B 55 (2007) 121-122.
- Michele Tumminello, Tomaso Aste, T. Di Matteo, and Rosario N. Mantegna,
"Correlation
based networks of equity returns sampled at different time horizons",
The European Physical Journal B 55 (2007) 209-217, also available at the
LANL arXiv (Physics/ 0605251).
- T. Di Matteo, "Multi-scaling
in Finance", Quantitative Finance , Vol. 7, No. 1 (2007)
21-36.
- T. Aste and T. Di Matteo, "Dynamical
networks from correlations", Physica A 370 (2006) 156-161.
- Anand Banerjee, Victor M. Yakovenko, T. Di Matteo, "A
Study of the Personal Income Distribution in Australia", Physica A 370
(2006) 54-59.
- F. Clementi, T. Di Matteo, M. Gallegati, "The
Power-law Tail Exponent of Income Distributions", Physica A 370 (2006)
49-53.
- T. Di Matteo and T. Aste, "Econophysics
Colloquium", Physica A 370 , Editorial (2006) xi-xiv.
- T. Di Matteo, T. Aste and M. M. Dacorogna, "Long term memories of developed
and emerging markets: using the scaling analysis to characterize their
stage of development", Journal of Banking & Finance 29/4 (2005)
827-851.
- T. Aste, T. Di Matteo, S. T. Hyde, "Complex
networks on hyperbolic surfaces", Physica A 346 (2005)
20-26.
- T. Di Matteo, T. Aste, S. T. Hyde and S. Ramsden, "Interest
rates hierarchical structure", Physica A 355 (2005) 21-33.
- T. Di Matteo, T. Aste and M. Gallegati, "Innovation flow through
social networks: Productivity distribution in France and Italy", The
European Physical Journal B 47 (2005) 459-466.
- M. Tumminello, T. Aste, T. Di Matteo, R. N. Mantegna, "A tool for
filtering information in complex systems", Proceedings of the National
Academy of Sciences of the United States of America (PNAS) Vol. 102, Num.
30 (2005) 10421-10426.
- T. Di Matteo, T. Aste and R. N. Mantegna, "An interest rates cluster
analysis", Physica A 339 (2004) 181-188.
- T. Di Matteo, M. Airoldi and E. Scalas, "On pricing of
interest rate derivatives", Physica A 339 (2004) 189-196.
- S. T. Hyde, S. Ramsden, T. Di Matteo and J. Longdell, "Ab-initio
construction of some crystalline 3D euclidean networks", Solid State
Sciences 5 (2003) 35-45.
- C. Senatore, M. Polichetti, D. Zola, T. Di Matteo, G.
Giunchi, S. Pace, "Vortex
dynamic and pinning properties analysis of MgB2 bulk samples by ac
susceptibility measurements", Supercond. Sci. Technol. 16 (2003)
183-187.
- C. Senatore, M. Polichetti, D. Zola, T. Di Matteo, G.
Giunchi, S. Pace, "Harmonic
susceptibilities and pinning properties of MgB2 bulk superconductors",
Physica C 388-389 (2003) 161-162.
- C. Senatore, M. Polichetti, D. Zola, T. Di Matteo, S.
Pace, G. Giunchi, S. Ceresara, G. Ripamonti, "Study of the
vortex dynamic in MgB2 by harmonic susceptibility measurements",
International Journal of Modern Physics B, Vol. 17, Nos. 4-6 (2003)
655-660.
- T. Di Matteo, T. Aste and M. M. Dacorogna, "Scaling
behaviors in differently developed markets", Physica A 324 (2003)
183-188.
- Stephen T. Hyde, Ann-Kristin Larsson, Tiziana Di Matteo,
Stuart Ramsden and Vanessa Robins, "Meditation on
an Engraving of Fricke and Klein (The Modular Group and Geometrical
Chemistry)", Aust. J. Chem. 56 (2003) 981-1000.
- A. Tuohimaa, J. Paasi, R. De Luca and T. Di Matteo, "Three-dimensional
Josephson junction networks with coupling inhomogeneities in magnetic
fields", Physica C 398 (2003) 41-48.
- D. Zola, M. Polichetti, C. Senatore, T. Di Matteo and S.
Pace, "Histeresis losses
in BSCCO (2223)/Ag multifilamentary tapes", Physica C, 372-376 (2002)
1823-1826.
- T. Di Matteo and T. Aste, "How does the Eurodollar
Interest Rate behave?", International Journal of Theoretical and Applied
Finance, vol. 5, No.1 (2002) 107-122.
- T. Aste, T. Di Matteo and E. Galleani d’Agliano, "Stress
transmission in granular matter", Journal of Physics: Condensed Matter,
14, (2002) 2391-2402.
- A. Tuohimaa and J. Paasi, T. Tarhasaari, T. Di Matteo and
R. De Luca, "Magnetic flux
distribution in three-dimensional inductive arrays of Josephson
junctions", Phys. Rev. B, 61 (2000) 9711-9718.
- R. De Luca, T. Di Matteo, J. Paasi, A. Tuohimaa, "Current-biased
inductive cubic networks of Josephson junctions", Philosophical
Magazine B, vol. 80, No. 5 (2000) 897-905.
- A. Tuohimaa, J. Paasi, R. De Luca and T. Di Matteo, "Magnetic flux
penetration mechanisms in inductive three-dimensional Josephson-junction
network", Physica B, 284-288 (2000) 616-617.
- A. Tuohimaa, J. Paasi, T. Di Matteo, "Grain boundary
magnetic flux pinning in high-Tc superconductors", Applied
Superconductivity 1999, vol 1, ed. by X. Obradors, F. Sandiumenge and J.
Fontcuberta, Inst. Phys. Conf. Ser. No 167 (2000) 771-774.
- M. Polichetti, M. G. Adesso, T. Di Matteo, A. Vecchione
and S. Pace, "Detection of the
flux creep regime in the AC susceptibility curves by using higher harmonic
response", Physica C, 332 (2000) 378-382.
- R. De Luca, T. Di Matteo, A. Tuohimaa, and J. Paasi, "Josephson
current in a finite-size junction interrupting a superconducting ring",
Phys. Rev. B, 59 (1999) 9564-9568.
- T. Di Matteo, J. Paasi, A. Tuohimaa and R. De Luca, "Three-dimensional
network of inductively coupled Josephson junctions as a vectorial magnetic
field sensor", IEEE Transactions on Applied Superconductivity, vol. 9,
No. 2 (1999) 3515-3518.
- R. De Luca, T. Di Matteo, A. Tuohimaa and J. Paasi, "Three-dimensional
Josephson junction arrays: Static magnetic response", Phys. Rev. B 57
(1998) 1173.
- R. De Luca, T. Di Matteo, A. Tuohimaa and J. Paasi, "Quantum
interference in parallel Josephson junction arrays: A perturbative analysis
for finite inductances", Physics Letters A, 245 (1998)
301-306.
- T. Di Matteo, A. Tuohimaa, J. Paasi, and R. De Luca, "Characteristic
low-field magnetic response of granular superconductors", Physica C,
307 (1998) 318-326.
- T. Di Matteo, J. Paasi, A. Tuohimaa and R. De Luca, "Lower
threshold field in three-dimensional Josephson-junction arrays",
Physics Letters A, 247 (1998) 360-364.
- T. Di Matteo, F. Mancini, H. Matsumoto, V. S. Oudovenko,
"Singlet
pairing in the 2D Hubbard Model", Physica B, 230-232 (1997)
915-917.
- R. De Luca, T. Di Matteo, and S. Pace, "Cubic
structures of Josephson coupled superconducting spheres: three-dimensional
models of granular superconductors", Nuovo Cimento vol.19 D, N.8-9
(1997) 1363-1368.
- T. Di Matteo, S. Pace, R. De Luca and M. Polichetti, "Modified
Arrhenius formula for the time decay of magnetic states in type II
superconductors", Physica C, 282-287 (1997) 2317-2318.
- R. De Luca, S. De Martino, S. De Siena, T. Di Matteo, S.
Pace, M. Polichetti, "Time
decay of the type II superconductors magnetic properties in the presence of
large pinning centers", Physics Letters A, 235 (1997)
540-544.
- T. Di Matteo, F. Mancini, S. Marra and H. Matsumoto,
"Analysis of the two-dimensional negative-U Hubbard Model by Composite
Operator Method", International Journal of Modern Physics B, Vol. 10, No.
22 (1996) 2745-2756.
- T. Di Matteo, F. Mancini and S. Marra, "Local paring in
the attractive Hubbard Model", Condensed Matter Physics, 1996, No. 8, p.
109-117.
Referred conference Articles
- T. Aste, G. W. Delaney, T. Di Matteo, "kGamma distributions in granular
packs", in AIP Conference Proceedings Volume 1227, IUTAM-ISIMM SYMPOSIUM
ON MATHEMATICAL MODELING AND PHYSICAL INSTANCES OF GRANULAR FLOWS, Reggio
Calabria (Italy), 14-18 September 2009 ISBN: 978-0-7354-0772-5,
Editor(s): Joe Goddard, University of California, Pasquale Giovine,
Universitá Mediterranea di Reggio Calabria, James T. Jenkins, Cornell
University, 2010, 157-166.
- T. Aste, T. Di Matteo, G. W. Delaney, "The pursuit of loosest packing",
in AIP conference proceedings, Powders and Grains 2009, 6th International
conference on Micromechanics of Granular Media, pp. 203-206, 2009.
- F. Pozzi, T. Aste, W. Shaw and T. Di Matteo, "The use of topological
quantities to detect hierarchical properties in financial markets: the
Financial sector in NYSE", in Proceedings of the 10th WSEAS Int.
Conference on MATHEMATICS and COMPUTERS in BUSINESS and ECONOMICS (2009)
ISSN: 1790-5109, ISBN: 978-960-474-063-5, pp. 301-304.
- F. Pozzi, T. Aste, G. Rotundo and T. Di Matteo, "Dynamical
correlations in financial systems", Proc. SPIE Vol. 6802, 68021E
(Jan. 5, 2008).
- F. Ghoulmie, M. Bartolozzi, C.P. Mellen, T. Di
Matteo, "Effects of
diversification among assets in an agent-based market model", Proc.
SPIE Vol. 6802, 68020D (Jan. 5, 2008).
- Won-Min Song, Tomaso Aste and T. Di Matteo, "Correlation-based
biological networks", Proc. SPIE Vol. 6802, 680212 (Jan. 5, 2008).
- T. Aste, G. Delaney and T. Di Matteo, "Understanding
complex matter from simple packing models", Proc. SPIE Vol. 6802,
68020E (Jan. 5, 2008).
- Gary W. Delaney, Shio Inagaki, T. Di Matteo and
Tomaso Aste, "Virtual
Experiments on Complex Materials", Proc. SPIE Vol. 6802, 68020G (Jan.
5, 2008).
- M. Bartolozzi, C. Mellen, F. Chan, D. Oliver, T. Di
Matteo and T. Aste, "Applications of
physical methods in high-frequency futures markets", Proc. SPIE Vol.
6802, 680203 (Jan. 5, 2008).
- Ruipeng Liu, Tomaso Aste and T. Di Matteo, "Multi-scaling
Modelling in Financial Markets", Proc. SPIE Vol. 6802, 68021A (Jan.
5, 2008).
- T. Di Matteo, T. Aste, "Extracting the
correlation structure by means of planar embedding", Complex Systems,
Edited by Axel Bender, Proc. of SPIE, Vol. 6039 (SPIE, Bellingham, WA,
2006) (Invited Paper), 60390P-1.
- T. Aste, T. Di Matteo, "Materials
and complexity: emergence of structural complexity in sphere
packings", Complex Systems, Edited by Axel Bender, Proc. of SPIE,
Vol. 6039 (SPIE, Bellingham, WA, 2006) (Invited Paper),
60390G-1.
- T. Aste, T. Di Matteo, M. Tumminello, R. N.
Mantegna, "Correlation filtering
in financial time series", Noise and Fluctuations in Econophysics and
Finance, Edited by D. Abbott, J.-P. Bouchaud, X. Gabaix, J. L. McCauley,
Proc. of SPIE, Vol. 5848 (SPIE, Bellingham, WA, 2005) 100-109; (Invited
Paper) also available at the LANL arXiv
(physics/0508118).
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
- T. Aste and T. Di Matteo, “The 13th problem”,
The Australian Mathematical Society Gazette 32 (2005) 314-316.
- R. De Luca and T. Di Matteo, "Modelli circuitali
tridimensionali di giunzioni Josephson per superconduttori granulari",
Proceedings of LXXXIII Congresso Nazionale - Societa' Italiana di Fisica
(SIF), Como, 27-31 Ottobre 1997, p. 90.
- R. De Luca, T. Di Matteo, S. Pace and M. Polichetti, "A
modified flux-creep picture", Proceedings of Applied Superconductivity
(EUCAS'97), The Netherlands, 30 June - 3 July 1997, p.
1021-1024.
- R. De Luca, T. Di Matteo, and S. Pace, "Three-dimensional
Josephson-coupled superconducting networks", World Scientific - Proceeding
of the workshop "New Perspectives in the Physics of Mesoscopic Systems:
Quantum-like Descriptions and Macroscopic Coherence Phenomena", Caserta
18-20 Aprile 1996 p. 70-78.
- T. Di Matteo, F. Mancini and S. Marra, "A note on the
two-dimensional negative-U Hubbard model", in Atti del congresso nazionale
I.N.F.M. (1995).
Other
- T. Di Matteo, T. Aste and M. Gallegati, "Productivity
Firms' Size Distribution and Technology Networks", Working paper ANU-UPM
(2004).
Selected Talks:
- 28/09/2017 - 30/09/2017: "3rd International Conference on EconoPhysics"
(ICE 2017), Volos, Greece. (Keynote presentation).
- 10/07/2017 - 14/07/2017: International Conference on Statistical Physics
SigmaPhi2017, Corfu, Greece. (Keynote presentation).
- 05/07/2017 - 07/07/2017: 13TH Econophysics Colloquium & 9TH Polish
Symposium on Physics in Economy and social sciences, Warsaw, Poland. (Oral
invited presentation).
- 21/06/2017 - 23/06/2017: Summer Solstice Conference 2017 (SS2017) on
discrete complex systems, Catania, Italy.
- 19/06/2017: 2nd Workshop on "Statistical Physics for Financial and
Economic Networks", JW Marriott Indianapolis, USA. Satellite meetings of
the NetSci 2017 conference, organized by the Indiana University Network
Science Institute (21-23 June 2017, Indianapolis, Indiana, USA). (Oral
invited presentation)
- 27/05/2017 - 29/05/2017: "International Conference on Econophysics" (ICE
2017), Shanghai, CHINA. (Oral invited presentation).
- 18/05/2017: Invited Talk at EPSRC & ESRC Centre for Doctoral Training
in Risk & Uncertainty - University of Liverpool.
- 28/10/2016: Invited Lecture at the Scuola IMT Alti Studi Lucca, Lucca,
Italy.
- 10/10/2016: Econophysics
Network -Inaugural workshop, School of Business, University of
Leicester, UK.
- 8/09/2016 - 9/09/2016: 2nd International Workshop P2P FINANCIAL SYSTEMS
2016, London, UK .
- 29/08/2016 - 4/09/2016: International workshop: "Complex networks: from
socio-economic systems to biology and brain", Lipari, Italy. (Oral invited
presentation).
- 27/07/2016 - 29/07/2016: International conference: "Econophysics
Colloquium 2016", Institute for Theoretical Physics, Sao Paulo, Brazil.
(Oral invited presentation).
- 15/07/2016 - 16/07/2016: International conference: "Statistical Physics
of Financial and Economic Networks", Paris, France. Satellite Meeting to
StatPhys26 (18-22 July 2016, Lyon, France). (Oral invited
presentation).
- 23/05/2016 Invited vision talk at opening conference of Complexity
Science hub in Vienna, "Visions for Complexity", Vienna, Austria.
- 14/03/2016 - 16/03/2016: COST Meeting (COST ACTION TD1210) International
workshop “Money, Uncertainty and the Macroeconomy, University of
Galway, Galway, Ireland. (Oral invited presentation).
- 04/02/2016 - 05/02/2016: London Stringology Days/London Algorithmic
Workshop 2016 (LSD & LAW 2016), King's College London ,UK. (Oral
contributed presentation).
- 12/12/2015 - 14/12/2015: 9th International Conference on Computational
and Financial Econometrics (CFE 2015), Senate House, University of London,
UK. (Oral invited presentation).
- 4/11/2015 - 06/11/2015: Eigth Polish Symposium of Econo- and
Sociophysics, Faculty of Mathematics and Natural Sciences, University of
Rzeszów, Rzeszów, Poland. (Oral invited presentation).
- 14/09/2015 - 16/09/2015: International conference: "Econophysics
Colloquium 2015", Institute of Economic Studies, Charles University in
Prague, Prague, Czech Republic. (Oral invited presentation).
- 22/04/2015: Invited Seminar “London Institute for Mathematical
Sciences (LIMS) Monthly seminars”, London Institute, 35a South
Street, Mayfair, London, UK.
- 23/03/2015 - 27/03/2015: International workshop: "Socio-Economic
Complexity", Lorentz Center, Leiden, the Netherlands. (Oral invited
presentation).
- 17/02/2015: Invited Seminar on Finance and Stochastic within the MASS
(Maths and Applications Sussex Seminar) seminar series, University of
Sussex, Brighton, UK.
- 25/11/2014: Invited Seminar at Thalesians, Ginger Room, Marriott Hotel,
Canary Wharf, London, UK.
- 11/11/2014: Invited Seminar at Center for Complexity Science Seminars
Autumn Term 2014, Imperial College London, London, UK.
- 04/11/2014 - 06/11/2014: "Joint International Conference on Social
Modeling and Simulations + Econophysics Colloquium 2014", Nichii Gakkan,
Kobe, Japan. (Oral invited presentation).
- 23/04/2014: Invited Lecture at the Istituto di Studi Superiori (ISSUGE),
Genova (http://www.studenti.unige.it/issuge/) Indirizzo IAS (Ingegneria ed
Architettura della Sostenibilità) Module on “Sviluppo economico
sostenibile”, Title: Risk: tools to explore tail, multiscaling and
correlations in financial markets.
- 06/12/2013: Invited talk at TEDxFulhamWomen conference, High Road House,
162 Chiswick High Road, London
(https://www.facebook.com/TEDxFulhamWomen).
- 02/10/2013: Invited Seminar at Thalesians, Dockmaster's House in Canary
Wharf, London (http://www.thalesians.com/finance/index.php/,Main_Page).
- 9/09/2013 - 13/09/2013: Workshop "Models from Statistical Mechanics in
Applied Sciences", Mathematics Institute of Warwick University, Coventry,
United Kingdom. (Oral invited presentation).
- 11/09/2013 - 14/09/2013: International workshop "Statistical modeling,
financial data analysis and applications", Istituto Veneto di Scienze
Lettere ed Arti (IVSLA), Palazzo Franchetti, Venice, Italy.
- 29/07/2013 - 31/07/2013: International conference: "Econophysics
Colloquium 2013" and the "2013 Asia Pacific Econophysics Conference",
POSTECH, Pohang, Korea. (Oral invited presentation).
- 27/05/2013 - 31/05/2013: International conference: "Econophysics and
Networks across scales", Lorentz Center, Leiden, the Netherlands.
- 1/12/2012 - 3/12/2012: 6th CSDA International conference on Computational
and Financial Econometrics (CFE 2012), Conference Centre, Oviedo,
Spain.(Oral presentation).
- 11/09/2012: International conference: "Econophysics Colloquium 2012",
Satellite Workshop of the Latsis Symposium 2012: Economics on the Move:
Trends and Challenges from the Natural Sciences, ETH Zurich, SWITZERLAND.
(Oral presentation).
- 11/07/2012 - 13/07/2012: COST MP0801: Physics of Competition and conflict
annual meeting 2012, NUI Galway, IRELAND. (Oral invited presentation).
- 25/03/2012 - 30/03/2012: "Physics of Socio-Economic Systems division -
DPG Spring Meeting - Focus section: Big Data", Berlin, GERMANY. (Oral
invited presentation).
- 4/06/2011 - 6/06/2011: "International Conference on Econophysics" (ICE
2011), Shanghai, CHINA. (Oral invited presentation).
- 4/11/2010 - 6/11/2010: International conference "Econophysics
Colloquium", the Institute of Physics, Academia Sinica and the Department
of Economics, National Chengchi University, Taipei, TAIWAN. (Oral Keynote
presentation).
- 23/06/2010 - 25/06/2010: International conference "WEHIA/ESHIA 2010",
Alessandria, ITALY. (Oral Plenary lecturer).
- 10/03/2010 - 12/03/2010: International conference "Processes on Networks:
hunting for universality in social, economical and biological networks",
Medical University of Vienna, AUSTRIA. (Oral invited presentation).
- 27/05/2009 - 30/05/2009: COST MP0801 meeting- Roma University “La
Sapienza”, Rome, ITALY. (Oral invited presentation).
- 23/03/2009 – 25/03/2009: 10th International
Conference on MATHEMATICS & COMPUTERS IN BUSINESS &ECONOMICS (MCBE
'09) - Prague, Czech Republic. (Oral invited presentation).
- 8/12/2008 – 19/12/2008: The Canberra International
Physics Summer Schools on "Complex Physical, Biophysical and Econophysical
Systems" - The Research School of Physical Sciences – The Australian
National University, Canberra, AUSTRALIA. (Oral invited
presentation).
- 28/08/08 – 30/08/08: International conference
"Econophysics Colloquium 2008", Kiel, GERMANY. (Oral plenary
presentation).
- 08/5/08 – 09/5/08: International workshop
"Econophysics: Trends and Challenges", Niels Bohr Institute, University of
Copenhagen, DENMARK. (Oral invited presentation).
- 04/10/07 – 05/10/07: International conference
"Global versus local dynamics on networks" (GLODYN), Dresden, GERMANY.
(Oral invited presentation-VIDEO
LECTURE).
- 1/9/07 – 9/9/07: International "Summer School on
“Econophysics and complexity", Sibiu ROMANIA. (Oral invited lecture).
- 13/09/07: Colloquium Talk "An overview of Econophysics:
new insights and perspectives", Physics Department, University of
Groningen, Groningen, THE NETHERLANDS. (Oral
invited presentation).
- 18/05/07: Invited Talk at the "Grinham Managed Funds", 12
Holtermann Street, Crows Nest 2065, Sydney, AUSTRALIA.
- 20/02/07: "Computational Finance day" in "Second Workshop
on High-dimensional Approximation", 19-22 February 2007, The Australian
National University, Canberra, AUSTRALIA. (Oral invited
presentation).
- 4/12/06 – 8/12/06: International "Summer School and
Workshop on Granular Materials", 4-8 December 2006, The Research School of
Physical Sciences, The Australian National University, Canberra, AUSTRALIA.
(Oral invited presentation).
- 29/06/06 – 1/07/06: The 5th International Conference
‘Applications of Physics in Financial Analysis’, Torino, ITALY
(Oral invited presentation).
- 11/12/05 – 14/12/05: International conference
"Complex Systems", part of the SPIE International Symposium on
Microelectronics, MEMS, and Nanotechnology, Queensland University of
Technology, Brisbane, AUSTRALIA. (Oral invited presentation).
- 14/11/05 – 18/11/05: International conference
"Econophysics Colloquium" - The Research School of Physical Sciences
– The Australian National University, Canberra, AUSTRALIA. (Oral
invited presentation).
- 23/05/05 - 26/05/05: International conference "Noise and
Fluctuations in Econophysics and Finance", part of the Third SPIE
International Symposium on Fluctuations and Noise, 23-26 May 2005, Austin,
Texas, USA (Oral invited presentation).
- 16/03/05: The It-Au Science Forum in the ACT "Materials and Complexity" -
The Research School of Physical Sciences and Engineering – The
Australian National University, Canberra, AUSTRALIA (Oral
presentation).
- 30/01/05 - 04/02/05: 16th Biennial Australian Institute of Physics (AIP)
Congress - The Australian National University (ANU), Canberra, AUSTRALIA
(Keynote presentation).
- 10/12/2005: School of Chemistry, Physics and Earth Sciences, Flinders
University, Adelaide, AUSTRALIA (Invited talk).
- 18/10/04 - 29/10/04: International workshop "Volatility of financial
markets: theoretical models, forecasting and trading" - Lorentz Center,
Leiden, THE NETHERLANDS (Oral invited presentation).
- 16/09/04 - 18/09/04: International conference ‘New Economic Windows
2004: Complexity Hints for Economic’ - Salerno, ITALY (Oral
presentation).
- 9/09/04 - 10/09/04: International conference "First Bonzenfreies
Colloquium on Market Dynamics and Quantitative Economics" - Alessandria,
ITALY (Oral invited presentation).
- 4/07/04 - 9/07/04: International conference on Statistical Physics
(STATPHYS 22) - Bangalore, INDIA (Oral presentation).
- 17/04/04 - 20/04/04: COST P10 "Physics of Risk" meeting - Nyborg, DENMARK
(Oral presentation).
- 03/11/03 - 07/11/03: International conference "New Materials and
Complexity" - Kioloa, Canberra, AUSTRALIA (Oral invited presentation).