Scientific Program

TUTORIAL SEMINARS
  • Rosario Mantegna, University of Palermo, Italy
    Challenges in Econophysics Research
  • Alan Kirman, University of Marseille, France
    Problems and progress in Financial Economics: the Efficient Market
    Hypothesis and a new equilibrium concept
  • Matteo Marsili, ICTP, Italy
    Financial systemic stability and Statistical Mechanics
  • Lisa Borland, Evnine & Associates Inc, USA
    Fat-tails in Financial Markets: from option pricing to market panics
  • Constantino Tsallis , CBPF, Brazil
    Entropy, Statistical Mechanics, Finance and all that jazz
  • Sílvio Manuel Duarte Queirós, University of Porto, Portugal
    Traded Volume in Financial Markets - from order book placement
    to intra-day time series: facts and models

ORAL PRESENTATIONS:
  • Giovani Lopes Vasconcelos, UFPE, Brazil
    Turbulence in Financial Markets
  • Jose Roberto Iglesias, UFRGS, Brazil
    Simulation of an Artificial Society with economic crimes and punishments
  • Celia Beatriz Anteneodo, PUC-Rio, Brazil
    Fokker-Planck description of empirical data
  • Daniel Oliveira Cajueiro, UNB, Brazil
    Complexity in Economy and Finance
  • Benjamim Miranda Tabak, UCB, BACEN, Brazil
    Bank System and Econophysics: Recent Developments
  • Alan de Genaro Dario, BM&F BOVESPA, Brazil
    Constructing a volatility index for the Brazil´s FX Rate

ROUND TABLE:
  • Interface Academy-Market
  • Claudio Paiva, Analitix, Brazil
  • Lisa Borland, Evnine & Associates Inc, USA
  • Alan de Genaro Dario, BM&F BOVESPA, Brazil

POSTER SECTION (contribution of the participants)
ECONOFIS´10 - II Encontro de Econofísica
contatos: econofis10@fis.puc-rio.br | econofis10@if.ufrj.br | econofis10@ift.unesp.br