Activity SMR: 2229 School and Workshop on Market Microstructure: Design, Efficiency and Statistical Regularities 21 March 2011-25 March 2011 Trieste - Total Number of Visitors: 49 Final List of Participants Updated: 5 September 2011
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 92290 Chatenay-Malabry achakraborti@yahoo.com 2. LICALZI Marco DIRECTOR 2. Department of Management University of Ca Foscari Venice San Giobbe Cannaregio 873 30121 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 11 34151 Trieste marsili@ictp.trieste.it Page 2
Total number in this function: 14 4. ABERGEL Frederic 4. Chaire de Finance Quantitative Ecole Centrale Paris Grande Voie des Vignes 92290 Chatenay Malabry frederic.abergel@ecp.fr 5. ALOS-FERRER Carlos SPAIN 5. Department of Economics University of Konstanz Box 150 D-78457 Konstanz carlos.alos-ferrer@uni-konstanz.de 6. DIKS Cees NETHERLANDS 6. University of Amsterdam Department of Economics Roetersstraat 11 NL-1018 WB Amsterdam NETHERLANDS c.g.h.diks@uva.nl Page 3
7. FLAM Sjur Didrik NORWAY 7. Department of Economics University of Bergen Fosswinckels Gate 14 5007 Bergen NORWAY sjur.flaam@econ.uib.no 8. HUBER Juergen AUSTRIA 8. Department of Banking and Finance University of Innsbruck Universitaetsstrasse 15 6020 Innsbruck AUSTRIA juergen.huber@uibk.ac.at 9. IORI Giulia 9. City University of London Department of Economics School of Social Science Northampton Square EC1V 0HB London UNITED KINGDOM g.iori@city.ac.uk, giulia.iori@mac.com Page 4
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' 13236 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
13. LILLO Fabrizio 13. Scuola Normale Superiore di Pisa Piazza dei Cavalieri 7 56126 Pisa lillo@unipa.it 14. PELLIZZARI Paolo 14. Dipartimento di Matematica Applicata Universita' Ca Foscari di Venezia S. Giobbe Cannaregio 873 30121 Venezia paolop@unive.it 15. SCANDOLO Giacomo 15. Dipartimento di Matematica per le Decisioni DiMaD Universita' di Firenze Via Lombroso 6/17 I-50123 Firenze giacomo.scandolo@unifi.it Page 6
16. TEBALDI Claudio 16. Universita' Commerciale Luigi Bocconi Facolta' di Economia Dipartimento di Finanza Via Roentgen 1 20136 Milano claudio.tebaldi@unibocconi.it 17. TOTH Bence HUNGARY 17. IEXT Capital Fund Management 6 Bld. Haussmann 75009 cedex Paris bence.toth@cfm.fr Page 7
Total number in this function: 32 18. ABEDIN MOGHANAKI Mohammad Reza INTERNATIONAL RELATION INTEGRATION OF ECONOMIES ISLAMIC REPUBLIC OF IRAN 18. Institute for Trade Studies and Research 1204, Kargar shomali 14178 Tehran ISLAMIC REPUBLIC OF IRAN reza.abedin@gmail.com 19. BARDOSCIA Marco 19. Istituto Nazionale Fisica Nucleare Sezione di Bari Dipartimento di Fisica Via Amendola. 173 70126 Bari marco.bardoscia@ba.infn.it 20. BARTZ Daniel MACHINE LEARNING FINANCIAL APPLICATIONS, HIGH FREQUENCY DATA 20. Technische Universitaet Berlin TU Berlin Computer Science Machine Learning Group Franklinstraße 28-29 10587 Berlin dbartz@cs.tu-berlin.de Page 8
21. CACCIOLI Fabio STATISTICAL MECHANICS STATISTICAL MECHANICS OF SOCIO-ECONOMIC SYSTEMS 21. Santa Fe Institute 1399 Hyde Park road Santa Fe 87501 New Mexico UNITED STATES OF AMERICA caccioli@santafe.edu 22. CAMANA Francesco 22. Istituto Nazionale di Fisica Nucleare Universita' degli Studi di Padova Dipartimento di Fisica Via Marzolo. 8 35131 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 907 13288 cedex 9 Marseille arnab@cpt.univ-mrs.fr Page 9
24. CHATTERJEE Rakesh NON EQUILIBRIUM STATISTICAL MECHANICS &SOFT MATTER PHASE TRANSITION & CRITICAL PHENOMENON INDIA 24. SAHA INSTITUTE OF NUCLEAR PHYSICS 1/AF,BIDHANNAGAR Kolkata 700064 WEST BENGAL INDIA rakeshchat@gmail.com 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 84084 Salerno nicola.devivo1982@gmail.com 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. 614990 Perm RUSSIAN FEDERATION efremova@prognoz.ru Page 10
27. FAERBER Benjamin Yiwen 27. Universitaet zu Koeln Institut fuer Theoretische Physik Zuelpicher Str. 77 Koeln 50937 ben.faerber@googlemail.com 28. FILIMONOV Vladimir A. NONLINEAR ELECTROMAGNETIC WAVES RUSSIAN FEDERATION 28. Eidgenossische Technische Hochschule (Swiss Federal Institute of Technology) 8093 Zurich SWITZERLAND vfilimonov@ethz.ch 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
30. GHOSH Asim INDIA STATISTICAL PHYSICS ECONOPHYSICS 30. Saha Institute of Nuclear Physics Theoretical Condensed Matter Physics Division Sector-1, Block-AF, Bidhannagar Kolkata 700064 INDIA asim.ghosh@saha.ac.in 31. GRECO Angelo APPLIED MATHEMATICS MAXIMUM ENTROPY METHOD 31. Dipartimento di Matematica e Informatica Universita degli Studi di Catania Viale Andrea Doria, 6 Catania 95125 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 56127 giuseppejacopo@darwiniano.eu Page 12
33. HARRAS Georges LUXEMBOURG 33. ETH Zurich Entrepreneurial Risks DMTEC Kreuzplatz 5 8032 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 1 10178 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 730000 Lanzhou Gansu PEOPLE'S REPUBLIC OF CHINA huangzg@lzu.edu.cn Page 13
36. IVLIEV Sergey RUSSIAN FEDERATION FINANCIAL RISK MANAGEMENT FINANCIAL MARKETS MODELING 36. Perm State University Physical Faculty Theoretical Physics Department 15 Bukirev Perm 614990 RUSSIAN FEDERATION ivliev@prognoz.ru 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 92290 Chatenay Malabry aymen.jedidi@ecp.fr 38. KATZSCHNER Thomas FINANCIAL ECONOMETRICS MARKET MICROSTRUCTURE 38. Graduate Programme Global Financial Markets University of Jena Bachstr. 18k 07743 Jena thomas.katzschner@uni-jena.de Page 14
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 400065 Maharastra INDIA pankaj@igidr.ac.in 40. MILICIC Sinisa NONLINEAR DYNAMICAL SYSTEMS CROATIA... 40. University of Zagreb Fac.of Electrical Engineering & Computing Dept. of Applied Mathematics Unska 3 10000 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 30100 VE v.mojtahed@unive.it Page 15
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. 614990 Perm RUSSIAN FEDERATION nikulin@prognoz.ru 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. 34342 Istanbul TURKEY bardalp@gmail.com 44. PAULSEN Michael MATHEMATICS STOCHASTIC PROCESSES IN MARKET MICROSTRUCTURE 44. QP Laboratory HU Berlin Alexanderstrasse 5 10178 Berlin paulsen@math.hu-berlin.de Page 16
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 92290 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
48. ZAMPARO Marco 48. Universita' degli Studi di Padova Department of Physics Via Marzolo, 8 35131 Padova 35131 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 100 15, rue Georges Clemenceau 91405 Orsay Cedex 05 elia.zarinelli@gmail.com Page 18