Mercoledì 23 Giugno
Rosario Mantegna
Econophysics: Some traits of a hybrid discipline
ore 16:00
Università di Palermo

Abstract

Starting from approximately twenty years ago a group of physics researchers started to investigate economic and financial problems with methods and tools of statistical and theoretical physics. Econophysics is therefore a discipline at the interface between physics, economics and social sciences. In this seminar, after an introduction on the specific characteristics of the econophysics approach, I discuss some results obtained by my research group on (i) the analysis and modeling of the hierarchical organization of financial systems and (ii) the detection of resulting strategies and patterns of co-occurrence in trading decisions of market members and investors acting in a financial market.