The meeting
This informal meeting is devoted to the
application
of probability theory and statistics to the analysis of complex systems,
including granular systems, the atmosphere, biology, social and economic
systems. Statistical-mechanical methods introduced by Boltzmann still are
useful and provide a unifying methodology for different research fields.
The number of participants is limited to
30. There are only invited talks.
There is no participation fee.
Please notify your intention to participate by June 30, 2007. Just
write a message to enrico.scalas@mfn.unipmn.it.
Deadline
Enrico Scalas
Tomaso Aste (Australian National
University, Canberra, Australia)
Silvano Cincotti (Genoa University,
Genoa, Italy)
Ubaldo Garibaldi (CNR,
Genoa, Italy)
Jun-ichi Inoue (Hokkaido University,
Sapporo, Japan)
Taisei Kaizoji (International Christian
University, Tokyo, Japan)
Gyu-chang Lim (KAIST,
Daejeon, Korea)
Marco Raberto (Genoa University,
Genoa, Italy)
Naoya Sazuka (Sony,
Tokyo, Japan)
Sorin Solomon (The Hebrew University of Jerusalem,
Israel and ISI, Turin, Italy)
Local Speakers
Pamela Minicozzi (East Piedmont
University, Alessandria, Italy)
Fabio Rapallo (East Piedmont
University, Alessandria, Italy)
Luca Mortarini (East Piedmont
University, Alessandria, Italy)
Enrico Ferrero (East Piedmont
University, Alessandria, Italy)
Talk titles
Tomaso Aste: Is classical statistical mechanics the 'new' theory of
complex systems?
09:30 - 10:00 Registration
Silvano Cincotti: Complex system approaches to economics: from market
modeling to policy design
Taisei Kaizoji:
Market micro-structure of the commodity future markets
Jun-ichi Inoue:
Statistics of first passage times for mixtures of continuous-time random
walks
Gyu-chang Lim:
Two-phase phenomena and the clustering volatility in financial markets
Luca Mortarini and Enrico Ferrero:
The meaning of statistics in atmospheric physics
Pamela Minicozzi and Fabio Rapallo: Statistical robustness of
clustering methods
Naoya Sazuka: Analysis of time duration based on the Gini index and
residual lifetime in financial data
Sorin Solomon: Microscopic Study Reveals the Singular Origins of
Growth.
10:00 - 11:30 Session I: Aste, Cincotti
11:30 - 12:00 Coffee Break
12:00 - 13:30 Session II: Inoue, Sazuka, Lim
13:30 - 14:00 Lunch Break
14:00 - 15:00 Session III: Mortarini/Ferrero, Minicozzi/Rapallo
15:00 - 15:30 Break
15:30 - 17:00 Session IV: Solomon, Kaizoji
17:00 - 17:30 Final discussion
How to reach us
Science building: via Bellini 25 g, 15100 Alessandria, Italy