Schedule for ECONOPHYS-2017 & APEC-2017


Day 1 - JNU

Nov. 15

(Wednesday)

Day 2 - JNU

Nov. 16

(Thursday)

Day 3 - DU

Nov. 17

(Friday)

Day 4 - DU

Nov. 18

(Saturday)

09:30-10:00

Registration and Inauguration

Welcome Address

 

10:00-10:50

Damien Challet

Bruce M. Boghosian

Andreas Flache

Frederic Abergel

10:50-11:20

Tea Break

11:20-12:10

Ajay Shah

Aparna Sawhney

Kousik Guhathakurta

Alejandro R. H. Montoya

12:10-13:00

Irena Vodenska

Acep Purqon

Cheong Siew Ann

Aparna Mehra

13:00-14:30

Lunch

14:30-15:20

Rituparna Sen

M. S. Santhanam

Anindya S. Chakarabarti

Nils Bertschinger

15:20-16:10

Sujoy Chakravarty

Taisei Kaizoji

Ioane Muni Toke

Soumya Datta

16:10-16:40

Kiran Sharma

Dipyaman Sanyal

Sunil Kumar

B.K. Chakrabarti

16:40-17:10

                            Tea Break

Closing Ceremony

And

Tea

17:10-18:00

Poster Session

Ananya Lahiri

Pradeep Bhadola

19:00

Dinner

 

 

Invited Speakers

Talk Title

Acep Purqon

Group identification Analysis using Hybrid Method (RMT-CN-LPAm+ and RMT-BDM-SA) in Indonesian Stock Market Dynamics

Ajay Shah

Improving the Efficiency of Event Studies

Alejandro R. H. Montoya

A New Method and new variables to assess symmetry of financial returns time series

Ananya Lahiri

Fractional Brownian markets with time-varying volatility and high-frequency data

Andreas Flache

Social integration in a diverse society: social complexity models of the link between segregation and the dynamics of opinion polarization

Anindya S. Chakarabarti

Executive compensation structure: A spectral graph theoretic formulation

Aparna Mehra

Copula Theory in Portfolio Optimization

Aparna Sawhney

Tracking Energy Efficiency of the Indian Iron and Steel Industry

Bikas K. Chakrabarti

Fat tailed distributions for deaths in conflicts and disasters

Bruce M. Boghosian

Criticality and Duality in an Asset-Exchange Model of Inequality

Cheong Siew Ann

From the Knowledge of Physics to the Physics of Knowledge

Damien Challet

Empirical properties of the opening and closing auctions of US equities

Dipyaman Sanyal

Effect of Tobin Tax in an Experimental Minority Game Market

Frédéric Abergel

Optimal placement of limit orders in order-driven markets

Ioane Muni Toke

Estimation of ratios of intensities in a Cox-type model of limit order books

Irena Vodenska

Network-based modeling of systemic risk propagation in global financial systems

Kiran Sharma

Financial Market “States”: correlations & complexity

Kousik Guhathakurta

How closely are the Asia Pacific market related to the developed market: a network analysis

M. S. Santhanam

Extreme events in time series and on networks

Nils Bertschinger

Volatility dynamics: Towards early warning signs of financial turmoil?

Pradeep Bhadola

Spectral and Network analysis of financial systems

Rituparna Sen

High Dimensionality Effects on the Efficient Frontier

Soumya Datta

Exchange rate dynamics under limited arbitrage and heterogeneous expectations

Sujoy Chakravarty

Experimantal analysis of The Kolkata Paise Restaurant Problem

Sunil Kumar

Effect of Crisis on the structure and Dynamics of the Indian Financial Network

Taisei Kaizoji

Efficiency of Bitcoin Market and Prediction of Bitcoin Price Movements