School and Workshop on Market Microstructure: Design, Efficiency and Statistical Regularities
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1 Activity SMR: 2229 School and Workshop on Market Microstructure: Design, Efficiency and Statistical Regularities 21 March March 2011 Trieste - Total Number of Visitors: 49 Final List of Participants Updated: 5 September 2011
2 DIRECTOR Total number in this function: 3 1. CHAKRABORTI Anirban INDIA DIRECTOR 1. Laboratoire de Mathematiques Appliquees aux Systemes Ecole Centrale Paris Grande Voie des Vignes Chatenay-Malabry achakraborti@yahoo.com 2. LICALZI Marco DIRECTOR 2. Department of Management University of Ca Foscari Venice San Giobbe Cannaregio Venice LICALZI@UNIVE.IT 3. MARSILI Matteo LOCAL ORGANIZER 3. The Abdus Salam International Centre for Theoretical Physics Condensed Matter and Statistical Physics Section Strada Costiera Trieste marsili@ictp.trieste.it Page 2
3 Total number in this function: ABERGEL Frederic 4. Chaire de Finance Quantitative Ecole Centrale Paris Grande Voie des Vignes Chatenay Malabry 5. ALOS-FERRER Carlos SPAIN 5. Department of Economics University of Konstanz Box 150 D Konstanz 6. DIKS Cees NETHERLANDS 6. University of Amsterdam Department of Economics Roetersstraat 11 NL-1018 WB Amsterdam NETHERLANDS Page 3
4 7. FLAM Sjur Didrik NORWAY 7. Department of Economics University of Bergen Fosswinckels Gate Bergen NORWAY 8. HUBER Juergen AUSTRIA 8. Department of Banking and Finance University of Innsbruck Universitaetsstrasse Innsbruck AUSTRIA 9. IORI Giulia 9. City University of London Department of Economics School of Social Science Northampton Square EC1V 0HB London UNITED KINGDOM Page 4
5 10. KERTESZ Janos HUNGARY 10. Budapest University of Technology & Economics Department of Theoretical Physics Institute of Physics Budafoki ut 8 H-1111 Budapest HUNGARY kertesz@phy.bme.hu 11. KIRMAN Alan 11. Group de Recherche En Economie Quantitative GREQAM, EHESS Universite Paul Cezanne Centre de la Vieille-Charite 2. Rue de La Charite' cedex 2 Marseille kirman@univmed.fr 12. KONDOR Imre HUNGARY 12. Eotvos Lorand University ELTE Faculty of Science Institute for Theoretical Physics Pazmany Peter Setany 1/A HU-1117 Budapest HUNGARY kondor.imre@gmail.com Page 5
6 13. LILLO Fabrizio 13. Scuola Normale Superiore di Pisa Piazza dei Cavalieri Pisa lillo@unipa.it 14. PELLIZZARI Paolo 14. Dipartimento di Matematica Applicata Universita' Ca Foscari di Venezia S. Giobbe Cannaregio Venezia paolop@unive.it 15. SCANDOLO Giacomo 15. Dipartimento di Matematica per le Decisioni DiMaD Universita' di Firenze Via Lombroso 6/17 I Firenze giacomo.scandolo@unifi.it Page 6
7 16. TEBALDI Claudio 16. Universita' Commerciale Luigi Bocconi Facolta' di Economia Dipartimento di Finanza Via Roentgen Milano claudio.tebaldi@unibocconi.it 17. TOTH Bence HUNGARY 17. IEXT Capital Fund Management 6 Bld. Haussmann cedex Paris bence.toth@cfm.fr Page 7
8 Total number in this function: ABEDIN MOGHANAKI Mohammad Reza INTERNATIONAL RELATION INTEGRATION OF ECONOMIES ISLAMIC REPUBLIC OF IRAN 18. Institute for Trade Studies and Research 1204, Kargar shomali Tehran ISLAMIC REPUBLIC OF IRAN 19. BARDOSCIA Marco 19. Istituto Nazionale Fisica Nucleare Sezione di Bari Dipartimento di Fisica Via Amendola Bari 20. BARTZ Daniel MACHINE LEARNING FINANCIAL APPLICATIONS, HIGH FREQUENCY DATA 20. Technische Universitaet Berlin TU Berlin Computer Science Machine Learning Group Franklinstraße Berlin Page 8
9 21. CACCIOLI Fabio STATISTICAL MECHANICS STATISTICAL MECHANICS OF SOCIO-ECONOMIC SYSTEMS 21. Santa Fe Institute 1399 Hyde Park road Santa Fe New Mexico UNITED STATES OF AMERICA 22. CAMANA Francesco 22. Istituto Nazionale di Fisica Nucleare Universita' degli Studi di Padova Dipartimento di Fisica Via Marzolo Padova 23. CHATTERJEE Arnab STATISTICAL PHYSICS, COMPLEX SYSTEMS ECONOPHYSICS, COMPLEX NETWORKS, SOCIAL SYSTEMS INDIA 23. Centre de Physique Theorique Universite de la Mediterranee Aix Marseille II Campus de Luminy Case cedex 9 Marseille arnab@cpt.univ-mrs.fr Page 9
10 24. CHATTERJEE Rakesh NON EQUILIBRIUM STATISTICAL MECHANICS &SOFT MATTER PHASE TRANSITION & CRITICAL PHENOMENON INDIA 24. SAHA INSTITUTE OF NUCLEAR PHYSICS 1/AF,BIDHANNAGAR Kolkata WEST BENGAL INDIA 25. DE VIVO Nicola CONDENSED MATTER PHYSICS S/F JUNCTIONS 25. University of Salerno Faculty of Mathematical, Physical and Natural Sciences Department of Physics E.R. Caianiello Via Ponte don Melillo Fisciano Salerno 26. EFREMOVA tatyana MARKET MICROSTRUCTURE ANALYSIS MARKET RISK MANAGEMENT RUSSIAN FEDERATION 26. Department of Information Systems & Mathematical Methods in Economics Perm State University 15 Bukireva str Perm RUSSIAN FEDERATION Page 10
11 27. FAERBER Benjamin Yiwen 27. Universitaet zu Koeln Institut fuer Theoretische Physik Zuelpicher Str. 77 Koeln FILIMONOV Vladimir A. NONLINEAR ELECTROMAGNETIC WAVES RUSSIAN FEDERATION 28. Eidgenossische Technische Hochschule (Swiss Federal Institute of Technology) 8093 Zurich SWITZERLAND 29. FODYA Charles MALAWI OPTIMIZATION FINANCE, FLUID DYNAMICS, NUCLEAR PHYSICS, COV 29. School of Computational and Applied Mathematics University of the Witwatersrand Private Bag 3 Wits 2050 Johannesburg SOUTH AFRICA cfodya@gmail.com Page 11
12 30. GHOSH Asim INDIA STATISTICAL PHYSICS ECONOPHYSICS 30. Saha Institute of Nuclear Physics Theoretical Condensed Matter Physics Division Sector-1, Block-AF, Bidhannagar Kolkata INDIA 31. GRECO Angelo APPLIED MATHEMATICS MAXIMUM ENTROPY METHOD 31. Dipartimento di Matematica e Informatica Universita degli Studi di Catania Viale Andrea Doria, 6 Catania greco@dmi.unict.it 32. GUIDI Giuseppe Jacopo GENERAL RELATIVITY HIGHER DIMENSIONAL GR AND BLACK HOLES 32. Dipartimento di Fisica Enrico Fermi Largo Bruno Pontecorvo 3 Pisa giuseppejacopo@darwiniano.eu Page 12
13 33. HARRAS Georges LUXEMBOURG 33. ETH Zurich Entrepreneurial Risks DMTEC Kreuzplatz Zurich SWITZERLAND gharras@ethz.ch 34. HUANG Ruihong FIANCIAL ECONOMETRICS PEOPLE'S REPUBLIC OF CHINA ECONOMETRIC MODELLING FOR LIMIT ORDER BOOK 34. Quantitative Products Laboratory Chair of Econometrics Humboldt Universitaet zu Berlin Spandauer Strasse Berlin ruihong.huang@wiwi.hu-berlin.de 35. HUANG Zi-Gang COMPLEX NETWORK THEORY MULTI-AGENT SYSTEMS PEOPLE'S REPUBLIC OF CHINA 35. School of Physical Science and Technology Lanzhou Unversity 222 South Tianshui Road Lanzhou Gansu PEOPLE'S REPUBLIC OF CHINA huangzg@lzu.edu.cn Page 13
14 36. IVLIEV Sergey RUSSIAN FEDERATION FINANCIAL RISK MANAGEMENT FINANCIAL MARKETS MODELING 36. Perm State University Physical Faculty Theoretical Physics Department 15 Bukirev Perm RUSSIAN FEDERATION 37. JEDIDI Aymen TUNISIA APPLIED MATHEMATICS / ECONOPHYSICS MARKET MICROSTRUCTURE 37. Chair of Quantitative Finance Laboratory of Applied Mathematics and Systems Ecole Centrale Paris Grande Voie des Vignes Chatenay Malabry aymen.jedidi@ecp.fr 38. KATZSCHNER Thomas FINANCIAL ECONOMETRICS MARKET MICROSTRUCTURE 38. Graduate Programme Global Financial Markets University of Jena Bachstr. 18k Jena thomas.katzschner@uni-jena.de Page 14
15 39. KUMAR Pankaj EMPERICAL MARKET MICROSTRUCTURE, HIGH FREQUENCY HIGH FREQUENCY TRADING, EQUITY MARKET MICROSTUCTUR INDIA 39. Indira Gandhi Institute of Development Research Santosh Nagar, Goregaon (East) Mumbai Maharastra INDIA 40. MILICIC Sinisa NONLINEAR DYNAMICAL SYSTEMS CROATIA University of Zagreb Fac.of Electrical Engineering & Computing Dept. of Applied Mathematics Unska Zagreb CROATIA sinisa.milicic@fer.hr 41. MOJTAHED Vahid ECONOMICS COMPUTATIONAL ECONOMICS ISLAMIC REPUBLIC OF IRAN 41. Ca Foscari University Department of Economics San Giobbe Venezia VE v.mojtahed@unive.it Page 15
16 42. NIKULIN Mikhail MARKET MICROSTRUCTURE ANALYSIS AND SIMULATION MAREKT RISK MANAGEMENT RUSSIAN FEDERATION 42. Department of Information Systems & Mathematical Methods in Economics Perm State University 15 Bukireva str Perm RUSSIAN FEDERATION 43. OZDEMIR Alperen Yasar GAME THEORY GAME THEORY ON SOCIAL NETWORKS TURKEY 43. Bogazici University The Institute of Sciences and Engineering Mathematics Department Nispetiye Cad Istanbul TURKEY 44. PAULSEN Michael MATHEMATICS STOCHASTIC PROCESSES IN MARKET MICROSTRUCTURE 44. QP Laboratory HU Berlin Alexanderstrasse Berlin paulsen@math.hu-berlin.de Page 16
17 45. RIBEIRO COELHO FOUTO POLVORA Pedro PARTICLE PHYSICS LATTICE QCD PORTUGAL 45. Instituto Superior Tecnico Av. Rovisco Pais 1 Lisbon PORTUGAL pedro.polvora@gmail.com 46. TORNE Olaf QUANTITATIVE FINANCE PRICE FORECASTING 46. Ecole Centrale Paris MAS Laboratory Grande Voie des Vignes Chatenay Malabry olaf.torne@ecp.fr 47. VAN GYSEGEM Frederick FINANCE MARKET MICROSTRUCTURE BELGIUM 47. Ghent University Faculty of Economics and Business Administration Department of Financial Economics W. Wilsonplein 5D 9000 Ghent Oost-Vlaanderen BELGIUM Frederick.VanGysegem@UGent.be Page 17
18 48. ZAMPARO Marco 48. Universita' degli Studi di Padova Department of Physics Via Marzolo, Padova marco.zamparo@pd.infn.it 49. ZARINELLI Elia STATISTICAL MECHANICS OF DISORDERED SYSTEMS ECONOPHYSICS AND FINANCE 49. Universite XI Paris Sud LPTMS Laboratoire de Physique Theorique et Modeles Statistiques Batiment , rue Georges Clemenceau Orsay Cedex 05 elia.zarinelli@gmail.com Page 18
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