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  • PESAN DAN TANGGAPAN :

    Econophysics Conference
    Oleh : Yohanes
    Senin, 10 Juni 2002 (13:48 WIB) dari IP 202.155.39.189

    Teman-teman fisikawan,

    Jika ada yang tertarik untuk ikut econophysics conference di Bali tanggal
    29-31 Agustus 2002
    silahkan lihat situs www.ekonofisika.com
    Semua pembicara adalah mereka yang sangat terkenal dalam bidang ekonofisika.
    Dan juga kami undang pembicara terkenal dalam bidang ekonomi seperti Stephen
    A. Roos dari MIT (menurut para ahli ekonomi, Roos adalah kandidat kuat untuk
    nobel ekonomi ), Xavier Garbaix juga dari MIT, Jose Scheinkman dari
    Princeton, Emanuel Derman dari Goldman Sachs dan lain-lain.
    Juga kami undang J-P Bouchaud (orang yang menjadi kaya karena fisika),
    Takayasu (fisikawan yang menjadi CEO di SONY Jepang), Yi Cheng Zhang
    (fisikawan teori yang dianggap sangat tajam analisis keuangannya) dari
    Swiss, David Sherrington (fisikawan terkenal dari Oxford univ), Eugene
    Stanley (ahli fisika statistik yang sangat terkenal dari Boston University)
    dll.

    Salam
    Yohanes


    RE:Econophysics Conference
    Oleh : Yohanes Surya
    Senin, 12 Agustus 2002 (14:28 WIB) dari IP 202.155.39.180

    Teman teman fisikawan,

    Terlampir adalah daftar pembicara untuk The International Econophysics
    Conference yang akan diadakan di Bali 29 - 31 Agustus 2002.
    Econophysics adalah suatu penerapan fisika dalam bidang ekonomi. Ahli-ahli
    econophysics mengklaim bahwa econophysics dapat disejajarkan dengan
    geophysics, atmosfer physics, biophysics etc dalam mengaplikasikan fisika.
    Dalam ekonomi banyak sekali data tetapi kurang model. Dalam fisika banyak
    model tetapi kurang data. Nah diharapkan econophysics dapat mempertemukan
    kedua ilmu yang dahulu dianggap berlawanan ini.
    Yang ingin tahu lebih jauh ada baiknya ikut konperensi ini.
    Berita selengkapnya tentang konperensi ini bisa dilihat dalam
    www.ekonofisika.com
    Salam
    Yohanes

    ----------------
    KEYNOTE SPEAKERS
    ----------------

    Marcel AUSLOOS -- marcel.ausloos@ulg.ac.be (University of Liege,
    Belgium), "Strategy for investments from Zipf laws."

    Jean-Philippe BOUCHAUD -- bouchau@drecam.saclay.cea.fr (CEN Saclay),
    "Bubbles, crashes and intermittency in agent based market models."

    Morrel H. COHEN -- mhcohen@prodigy.net (Department of Physics and
    Astronomy, Rutgers University, Piscataway, NJ 08854-8019) USA and
    Vincent D. NATOLI-- <vincent.d.natoli@exxonmobil.com> Exxon Mobil
    Strategic Research, Annandale, NJ 08801, USA) " Revisiting Modern
    Portfolio Theory; a Novel Approach to Portfolio Optimization"

    Xavier GABAIX -- xgabaix@mit.edu (Economics Dept, MIT, Cambridge, MA
    USA), "Understanding large movements in stock market activity."

    Janos KERTESZ -- kertesz@planck.phy.bme.hu (Institute of Physics,
    Technical University of Budapest, Hungary), "Consequences of
    absence of detailed balance on the market."

    Thomas LUX -- lux@bwl.uni-kiel.de (University of Kiel, Kiel, Germany),
    "Construction and estimation of causal multi-fractal models for
    asset returns."

    Rosario MANTEGNA -- mantegna@unipa.it (University of Palermo, Palermo,
    Italy). "Hierarchical structure of returns and volatility in
    financial markets."

    Matteo MARSILI -- marsili@sissa.it (Intl Center for Theoretical
    Physics, Trieste, Italy), "Criticality of financial markets: theory
    and empirical data."

    Fabio PAMMOLLI -- pammolli@cln.it (University of Siena, Siena, Italy),
    "Scaling of growth processes: The anatomy of corporate growth"
    (with M. Riccaboni).

    Jose SCHEINKMAN -- joses@princeton.edu (Economics Department,
    Princeton University, Princeton, NJ USA), "Overconfidence and
    speculative bubbles" or "Non-market interactions."

    David SHERRINGTON -- d.sherrington1@physics.oxford.ac.uk (Oxford Univ)
    "Statistical physics of adaptive correlation of agents in a market:
    the minority game."

    John SUTTON -- j.sutton@lse.ac.uk (London School of Economics), "The
    variance of firm growth rates: the scaling puzzle."

    Constantino TSALLIS -- tsallis@cbpf.br (CBPF, Rio de Janeiro, Brazil),
    "Nonextensivity: Something statistical mechanics and economics have
    in common."

    Yi-Cheng ZHANG -- yi-cheng.zhang@unifr.ch (University of Fribourg,
    Fribourg, Switzerland), "Efficient market hyphothesis revisited."

    ----------------
    INVITED SPEAKERS
    ----------------

    Derek ABBOTT -- dabbott@eleceng.adelaide.edu.au (University of
    Adelaide, Australia) "Parrondo|APO|s paradox: combining losing
    strategies to win."

    Yukihiro AIBA -- aiba@phys.aoyama.ac.jp (Aoyama Univ, Tokyo),
    "Triangular arbitrage as an interaction among foreign exchange
    rates."

    Jose ALVAREZ-RAMIREZ -- jjar@xanum.uam.mx (Departamento de Ingenieria
    de Procesos Universidad Autonoma Metropolitana-Iztapalapa Apartado
    Postal 55-534, Mexico D.F. 09340 MEXICO) "Trading strategies: a
    feedback control theory viewpoint."

    Hideki AOYAMA -- aoyama@phys.h.kyoto-u.ac.jp (Kyoto University) Yoshi
    FUJIWARA -- yfujiwar@crl.go.jp (CRL, Kyoto) Wataru SOUMA --
    souma@atr.co.jp (ATR, Kyoto) "Growth and fluctuations of personal
    income and Pareto law."

    Marco AVELLANEDA -- avellane@cims.nyu.edu (Courant Institute, NYU)
    "Cross-sectional correlations in finance: Holy Grail or just an
    impossible goal"

    Belal E. BAAQUIE -- uspbeb@nus.edu.sg (Department of Physics, National
    University of Singapore) "Quantum field theory of forward rates:
    theoretical and empirical results."

    Dmitri B. BERG -- ibi@uvtb.ru -- (International A.Bogdanov Institute
    (Ekaterinburg, Russia) and Urals State Technical University
    (Ekaterinburg, Russia) "Competition life cycle numerical model:
    from physics to economics" (with dr. V.Popkov).

    Jacob BETTANY -- jacob.bettany@iop.org (Institute of Physics, London)
    |APO|On the challenges of producing a journal for the Quantitative Finance
    community"

    Lisa BORLAND -- lisa@sphinx.com (Iris Financial), "Closed-form option
    pricing formulas for a non-Gaussian stock price model."

    Dieter BRAUN -- dieter.braun@rockefeller.edu (Center for Studies in
    Physics and Biology, Rockefeller University, NY, USA) "Bookkeeping
    Mechanics: Dissecting Finance with Feynman-Graphs"

    Damien CHALLET -- challet@atreus.physics.ox.ac.uk (Theoretical
    Physics, Oxford), "Market games and real markets: minority games
    and beyond"

    Kan CHEN -- kan_chen@nus.edu.sg (Department of Computational Science
    National University of Singapore) "Statistical analysis of
    Singapore Strait Times Index and a simple model for price swing."

    Silvano CINCOTTI -- cincotti@dibe.unige.it (DIBE-University of Genova,
    Aspera Terrent. via Opera Pia, 11a Soncino, Italy) "Who
    wins?: study of long-run trader survival in an artificial stock
    market."

    P. CLIPPE -- P.Clippe@ulg.ac.be (U. Liege) and A. PEKALSKI --
    apekal@ift.uni.wroc.pl (U. Wroclaw), "Simple model for the dynamics
    of correlations in the evolution of economic entities under varying
    economic conditions."

    Carmen COSTEA -- cecostea@yahoo.com (Academy of Economic Studies,
    Bucharest, Romania), "What are the prospects and pitfalls for using
    physics to model marketing as consumer-corporate interactions"

    Rene D|APO|HULST -- rene_dhulst@hotmail.com -- (Barra International Ltd.
    75 King William Street London EC4N 7BE - UK) |APO|Applications of
    Physics to Portfolio Management|APO|

    Maria Giovanna DEVETAG -- devetag@cs.unitn.it (Univ of Trento, Dept of
    Management and Computer Science, Trento, Italy) "Information and
    coordination in minority games: experimental evidence".

    Stanislaw DROZDZ -- stanislaw.drozdz@ifj.edu.pl (Institute of Nuclear
    Physics, Krakow and Institute of Physics, University of Rzeszow,
    Poland) "Critical and supercritical stock market phases: past,
    present and future."

    A. S. ELGAZZAR -- elgazzar@mans.edu.eg (Cairo, Egypt) "Applications of
    small-world networks to some socio-economic systems."

    Serge GALAM -- galam@ccr.jussieu.fr (LMDH, University of Paris)
    "Minority opinion spreading in random geometries."

    Mauro GALLEGATI -- gallegati@deanovell.unian.it (Dept of Economics,
    Univ of Ancona, Italy) "Duration and
    magnitude of fluctuations in capitalist economies: does a power law
    distribution really exist"

    Emmanuel HAVEN -- ehaven@essex.ac.uk (University of Essex, UK )
    |APO|Friction, Bounded Rationality and Option Pricing: A Discussion|APO|

    Janusz HOLYST -- jholyst@olimp.if.pw.edu.pl (Faculty of Physics,
    Warsaw University of Technology, Koszykowa 75, PL-00-66 Warsaw,
    Poland). "The effect of Kapitza pendulum and price equilibrium."

    Chin-Kun HU -- huck@phys.sinica.edu.tw (Academy of Sciences, Taiwan)
    "Toppling waves of a sandpile model and financial markets"

    Dengshi HUANG -- dhuang@mail.sc.cninfo.net (Professor, School of
    Economics and Management, Southwest Jiaotong University, Chengdu,
    Sichuan, 610031, P. R. China) "Density Cycling in a Nonlinear
    Cournot Duopoly"

    Giulia IORI -- giulia.iori@kcl.ac.uk (Lecturer of Financial
    Mathematics, Department of Mathematics, King|APO|s College, London
    Strand, London WC2R 2LS), "Modeling limit order trading."

    Anders JOHANSEN -- johansen@nbi.dk (Niels Bohr Inst, Copenhagen)
    "Characterization of large price variations in financial markets"

    Michael D. JOHNSON -- mjohnson@ucf.edu (University of Central Florida)
    "Non-extensive statistics and nonlinear Fokker-Planck dynamics in
    markets."

    Kimmo KASKI -- kaski@lce.hut.fi (Laboratory of Computational
    Engineering, Helsinki University of Technology). "Financial Market
    Correlations and Agent-based Investor Model"

    Steve KEEN -- s.keen@uws.edu.au (School of Economics and Finance,
    University Western Sydney, Australia) "Not standing on the
    shoulders of giants: why econophysicists must be careful about the
    economic foundations on which they build."

    Srikant MARAKANI -- srikant@marakani.srikant.org ((Department of
    Physics, National University of Singapore) "Field theory hedging of
    treasury bonds", based on http://xxx.lanl.gov/cond

    Junichi MASKAWA -- maskawa@heisei-u.ac.jp (Professor, Department of
    Management Information, Fukuyama Heisei University). "Markov random
    field modeling for stock markets"


    Jaume MASOLIVER -- jmasoliver@ffn.ub.es (Departament de Fisica
    Fonamental Universitat de Barcelona Diagonal, 647 E-08028-
    Barcelona) "Stochastic volatility and leverage effect."

    Koichiro MATSUNO -- kmatsuno@vos.nagaokaut.ac.jp (Nagaoka University
    of Technology, Nagaoka 940-2188, Japan) "The Internalist Stance on
    Frequent Update of Asset Allocation in Portfolio Management - An
    Empirical Study"

    Guido MONTAGNA -- Guido.Montagna@pv.infn.it (Univ. and INFN Pavia)
    Valuing derivatives by path integral and neural networks"

    Paul ORMEROD -- pormerod@volterra.co.uk "Capitalism and creative
    destruction: An agent-based model of evolving, system-maximising
    firms."

    Joachim PEINKE -- peinke@uni-oldenburg.de (University of Oldenburg,
    Germany) "Stochastic cascade process and n-time correlations for
    financial data."

    Luciano PIETRONERO -- pietronero@roma1.infn.it (Universita|APO| di Roma "La
    Sapienza"), "Complex Correlations and Information in Natural and
    Financial Data"

    Edward W. PIOTROWSKI -- ep@alpha.uwb.edu.pl (Institute of Theoretical
    Physics, University of Bialystok, Bialystok, Poland) "The fixed
    point theorem for the simplest quantum strategy in the market
    game."

    Marc POTTERS -- marc.potters@cfm.fr (CFM Science & Finance, Paris)
    "Statistical study of the order book: empirical results and simple
    models."

    Bernd ROSENOW -- rosenow@thp.uni-koeln.de (University of Koeln,
    Germany) "Dynamics of correlated modes in the stock market."

    Enrico SCALAS -- scalas@cicladi.unipmn.it (Department of Advanced
    Sciences and Technology, East Piedmont University, 15100
    Alessandria, Italy) "The diffusive limit of continuos-time random
    walks: taxonomy and applications to finance"

    Maurizio SERVA -- maurizio.serva@roma1.infn.it (Dipartimento di
    Matematica and I.N.F.M., Universita` dell|APO|Aquila, I-67100,
    L|APO|Aquila, Italia) "Time series: facts and models."

    Angelo SECCHI -- secchi@sssup.it (S.Anna School of Advanced Studies
    Pisa, Italy) An Empirically Based Model of Business Firm Growth"

    Ingve SIMONSEN -- ingves@phys.ntnu.no (Niels Bohr Inst, Copenhagen)
    "Inverse statistics in economics"

    Jan SLADKOWSKI -- sladk@us.edu.pl (Institute of Physics University of
    Silesia Katowice Poland) "Giffen paradoxes in quantum games."

    Wataru SOUMA -- souma@atr.co.jp (ATR Human Information Science
    Laboratories, 2-2-2 Hikaridai, Seika-cho, Soraku-gun, Kyoto
    619-0288 Japan) "Complex networks and economics."

    Robin STINCHCOMBE -- r.stinchcombe1@physics.ox.ac.uk (Oxford
    University) "Modelling limit order markets."

    Zbigniew STRUZIK -- zbigniew.struzik@cwi.nl (CWI Amsterdam) "Is the
    economy constantly in labour - a far-reaching comparison between
    financial time series and fetal heart rhythm during labour."

    Jacek SYSKA -- jacek@jas.us.edu.pl (Department of Field Theory and
    Particle Physics, University of Silesia, Katowice, Poland) "A
    proposal for the quantum mechanical dynamical equation of demand
    and supply".

    Lei-Han TANG --lhtang@hkbu.edu.hk Department of Physics, Hong Kong
    Baptist University, Kowloon Tong, Kowloon, Hong Kong "Empirical
    analysis and modelling of high-frequency Hang-Seng Index data"

    Piero TARTAGLIA -- pt@phys.uniroma1.it (University of Rome La
    Sapienza, Italy "Statistical methods for systems slowly approaching
    equilibrium: physical aging"

    Julian TING -- jlting@gate.sinica.edu.tw (Academica Sinica, Institute
    of Information Technology and Management, Taichung Healthcare and
    Management University, WuFung, Taichung, 413 Taiwan, ROC,
    "Causality in dual time financial markets."

    Wan Ahmad Tajuddin WAN ABDULLAH -- wat@umcsd.um.edu.my (Dept. of
    Physics, Universiti Malaya, Kuala Lumpur, Malaysia) "Emergence of
    heterogeneity in an agent-based model"

    Victor YAKOVENKO -- yakovenk@physics.umd.edu (University of Maryland).
    "Probability distribution of returns for a model with stochastic
    volatility" (cond-mat/0203046).

    Gilles ZUMBACH -- gilles.zumbach@bluewin.ch (Olsen Associates, Zurich)
    "Heterogeneous volatility cascade in financial markets|APO|

    -----------------
    CONTRIBUTED TALKS
    -----------------

    Gianni DE FABRITIIS -- defabritiis@atalab.com (ATA - Advanced Technology
    Assessment Via Stradivari 19, Firenze 50127, Italia Tel: |PLS|39 055 430 922
    Fax: |PLS|39 055 4473 428)

    Fernando DE PASQUALE and M.S.GIAMPAOLO --
    ferdinando.depasquale@roma1.infn.it (Phys Dept Un. ROme "La Sapienza"
    INFM and CMS) "The volatility as a stochastic process"

    Takahiro MIZUNO -- mizuno@phys.chuo-u.ac.jp (Chuo University, Japan)
    "Analysis of high-resolution foreign exchange data of USD-JPY for
    13 years"

    Naoya SAZUKA -- n-sazuka@csl.sony.co.jp -- Tokyo Institute of
    Technology, Japan and Toru OHIRA, Sony Corporation) " A
    Probability Structure of Currency Exchange: Can We Take Advantage?"

    Kazuko YAMASAKI -- gauss@ma.rosenet.ne.jp -- Environmental Information,
    Faculty of Informatics. Tokyo University of Information Sciences.
    Yatou town 1200-2, Wakaba Ward. Chiba city, Chiba, Japan 265-8501)
    "Burst Model for Market and Origin of Long Memory"


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