Event
Econophysics Colloquium 2024
Organizer(s)
Event
Econophysics Colloquium 2024
About the Econophysics Colloquium
The Econophysics Colloquium is an annual meeting on Econophysics that brings together physicists, economists, and practitioners to discuss statistical methods, quantitative measures, modeling approaches, numerical simulations, and non-conventional data mining methods applied to financial, economic, and social systems.
20 Year Anniversary –
Reassessing Impact and Defining the New Goals
As we gather for the “Econophysics Colloquium: Reflecting on 20 Years – Reassessing Impact and Defining the New Goals,” our objective is to celebrate as well as reflect on the current econophysics work. The use of physics tools like network theories, the acknowledgment of fat-tail distributions in financial markets, and the emphasis on data-driven models, especially evident during the COVID-19 pandemic, highlight the potential value of physics approaches in economic analysis.
However, this colloquium also recognizes the challenges faced by the field. Econophysics often finds itself in a unique position, at times perceived as neither fully physics nor entirely economics. This intersection demands more than a mere transposition of methods from physics to economics; it requires a deep understanding and adaptation to the nuances of social sciences. Interdisciplinary work is not just about borrowing concepts; it’s about creating a synergy that respects and integrates the complexity and unique aspects of each discipline.
During this workshop, we aim to both reflect on the past two decades and engage in forward-looking discussions. This is an opportunity for introspection, reassessment, and envisioning a collaborative and insightful future for econophysics and economics.
Please save the following dates:
- June 2, 2024, 5 pm: (informal) Welcome reception at Café Eiles, Josefstaedter Strasse 2, 1080 Vienna
- June 3-5, 2024: Colloquium at the CSH
NB: the conference fee (EUR 500,-) includes lunches, coffee breaks, Art & Science invitation on June 3, 2024 at the CSH and the conference dinner on June 4, 2024.
Download
Agenda and abstracts of talks & poster presentations
Book of abstracts
Timetable
Hourly Schedule
Monday, June 3, 2024
- 09:00 - 09:20
- Opening
- Tiziana Di Matteo, Stefan Thurner
- 09:20 - 09:40
- Economic Fitness: Concepts, Methods and Applications
- Luciano Pietronero
- 09:40 - 10:00
- Economic complexity algorithms for companies
- Andrea Zaccaria
- 10:00 - 10:20
- Establishment-level production network and simulations
- Hiroyasu Inoue
- 10:20 - 10:40
- Scale-Consistency and Coarse-Graining of Relatedness
- Emanuele Bazzichi
- 10:40 - 11:00
- Mapping and Analyzing Supply Networks: From Firm-Level Dependencies to Global Food Supply Shocks
- Peter Klimek
- 11:00 - 11:30
- Coffee break & Poster presentations
- Atushi Ishikawa, Rintaro Karashima, Andrea Monaco, Irena Vodenska
- 11:30 - 11:50
- The dynamics of diversity on corporate boards
- Matthias Raddant
- 11:50 - 12:10
- Supply chain contagion adjusted financial climate stress testing
- Zlata Tabachova
- 12:10 - 12:30
- A mathematical theory of technology scaling
- James McNerney
- 12:30 - 12:50
- Exploring success in economics, science and sports: the TvL model legacy
- Alessandro Pluchino
- 12:50 - 13:10
- Cluster-Driven Momentum & Reversal
- Joseph Bradley
- 13:10 - 13:30
- Generation of synthetic financial and economic data by Generative AI
- Takayuki Mizuno
- 13:30 - 14:30
- Lunch
- 14:30 - 14:50
- Economics is barking up the wrong tree. And econophysics?
- Mauro Gallegati
- 14:50 - 15:10
- Firm-level systemic risk on reconstructed production networks
- Massimiliano Fessina
- 15:10 - 15:30
- Extraction and clustering of trends in the USD/JPY foreign exchange market using the epsilon-tau procedure
- Arthur Yamashita
- 15:30 - 15:50
- City mobility across the urban hierarchy
- Andrea Musso
- 15:50 - 16:30
- Coffee break & Poster presentations
- Atushi Ishikawa, Rintaro Karashima, Andrea Monaco, Irena Vodenska
- 16:30 - 18:00
- Panel "Glorious Past"
- Janós Kertesz
Tuesday, June 4, 2024
- 09:00 - 09:20
- What can we learn from supply chains at the firm level?
- Stefan Thurner
- 09:20 - 09:40
- Estimating the loss of economic predictability from aggregating firm-level production networks
- Christian Diem
- 09:40 - 10:00
- Towards a statistical understanding of the evolution of production networks on the firm level
- Tobias Reisch
- 10:00 - 10:20
- An Impact of Greenhouse Gas Aversion on Optimal Portfolios
- Anatholy Schmidt
- 10:20 - 10:40
- Upstreamness and downstreamness in input-output analysis from local and aggregate information
- Fabio Caccioli
- 10:40 - 11:00
- Towards the reconstruction of higher-order cycles in economic and financial networks
- Diego Garlaschelli
- 11:00 - 11:30
- Coffee break & Poster presentations
- Atushi Ishikawa, Rintaro Karashima, Andrea Monaco, Irena Vodenska
- 11:30 - 11:50
- Recurrent patterns in weighted networks: an application to the sectorial integration of energy systems
- Rossana Mastrandrea
- 11:50 - 12:10
- Geographic profiling for socio-economic diffusion phenomena
- Yoshiharo Maeno
- 12:10 - 12:30
- Spatial Analysis of Economic Development
- Isaak Mengesha
- 12:30 - 12:50
- Is the square-root law universal for price impacts?: empirical validation based on microscopic datasets
- Kiyoshi Kanazawa
- 12:50 - 13:10
- Multi-Scale Node Embeddings for Networks
- Riccardo Milocco
- 13:10 - 13:30
- A new Econophysics approach for Bid-Ask Spreads Estimation in the presence of serial dependence
- Xavier Brouty
- 13:30 - 14:30
- Lunch
- 14:30 - 14:50
- Forecasting stock price movements using ESG risk ratings and sentiment analysis
- Irena Vodenska
- 14:50 - 15:10
- Scale-Dependent Inverse Temperature Features Associated with Market Crashes
- Peter Yen
- 15:10 - 15:30
- A novel Sparse Graphical Model for optimizing portfolio assets allocation
- Luigi Riso
- 15:30 - 15:50
- Price modelling under scaled Brownian motion
- Axel Araneda
- 15:50 - 16:30
- Coffee break & Poster presentations
- Atushi Ishikawa, Rintaro Karashima, Andrea Monaco, Irena Vodenska
- 16:30 - 18:00
- Panel “Glorious Future”
- Stefan Thurner
Wednesday, June 5, 2024
- 09:00 - 09:20
- Social Physics: Data-Driven Studies of Human Social Networks
- Kimmo Kaski
- 09:20 - 09:40
- Timing Topological and Geometrical Changes in Stock Market Cross Correlations
- Siew Ann Cheong
- 09:40 - 10:00
- Revisiting Elastic String Models of Forward Interest Rates
- Victor Le Coz
- 10:00 - 10:20
- The causal role of the Reddit collective action on the GameStop short-squeeze
- Giulio Cimini
- 10:20 - 10:40
- Economic shocks in reconstructed firm-to-firm networks from input-output data
- Leonardo Ialongo
- 10:40 - 11:00
- Firms as inverse insurance companies
- Pavel Chvykov
- 11:00 - 11:30
- Coffee break
- 11:30 - 11:50
- Financial risk, fair volatility and Hurst-Hölder regularity
- Sergio Bianchi
- 11:50 - 12:10
- Firm-level supply chains to minimize unemployment and economic losses in rapid decarbonization scenarios
- Johannes Stangl
- 12:10 - 12:30
- Timeliness criticality: A(n endogenous) mechanism for the “excess volatility puzzle”?
- Deb Panja
- 12:30 - 12:50
- Networks of Beliefs: An Integrative Theory of Individual- and Social-Level Belief Dynamics
- Henrik Olsson
- 12:50 - 13:10
- Source of multiscaling in rough volatility models
- Pasquale Casaburi
- 13:10 - 13:30
- Closing
- Tiziana Di Matteo, Stefan Thurner
- 13:30 - 14:30
- Lunch
