Department of Physics, Tel: +44 (0) 1509 22 8409

2nd International Symposium on Econo-Physics, Neural and Financial Networks, 13-17 June

 



 



The 2nd International Symposium on Neural Networks and Econophysics: from superconducting junctions to financial markets

Department of Physics and Business School, Loughborough University, 13-17 June 2009


This is an annual scientific meeting, which is held in the Physics Department at Loughborough University, United Kingdom under the sponsorship of the European Network AQDJJ and Loughborough University.

The main goal of the meeting is to expose today's economic problems and other quantitative economic sciences into the shape of the modern physics. The main topics of the conference are: models for high frequency data, econophysics and complex adaptive systems in finance, analogy between neural and financial networks. We plan to address financial market analysis and modeling, complexity approach to economic networks, grinding economic paradigms as the rationality of economic agents, the invisible hand of market and capital market efficiency etc. The primary aim of this workshop is to provide future econophysicists with a broad perspective of the basic knowledge on the emerging field and on the application of econophysics theory to the financial market and the interdisciplinary studies in mathematics, economics, financial engineering, and physics as well as other fields.

Topics of interest include, but are not limited to

  • Econophysics

  • Complex adaptive systems in finance

  • Financial networks

  • Bio-inspired Artificial Neural Networks

  • Computational neuroscience

  • Neural hardware implementation

  • Superconducting neural networks

  • Cellular automata

  • Quantum neural networks

  • Self-organizing systems

Venue


The Workshop will take place in Loughborough, a market town with a population of approximately 50,000. Loughborough is the largest town in the county of Leicestershire in the East Midlands. Attractions in the town itself include a beautiful park, a steam railway and the world’s largest bell foundry. It is in the heart of the English countryside with Charnwood Forest on the doorstep and the Peak District, the second most visited National Park in the world, within reach. The thriving Midlands cities of Leicester, Nottingham and Derby are all nearby and they, together with Loughborough, provide a wide variety of cultural and sporting opportunities through their theatres, concert halls, museums and sports facilities.

Registration

Please register on-line before June 7 2009, indicating a proposed topic or title and short abstract.The registration fee is £250 sterling before 15 May 2009 and £300 sterling after. Registration is impossible after 7 June 2009 as number of participants is limited. The fee includes accommodation from 13 to 17June,  meals, attendance at all sessions, refreshments, conference dinner, conference excursion, conference material.

Invited Speakers

Victor Yakovenko (USA)
Anna Carbone (Italy)
Marcel Ausloos (Belgium)
Alain Nogaret (UK)
Ludovic Krundel (UK)
Vassilios Chouliaras (UK)
Alexander Gorban (UK)
Andrei Yevik (UK)
John W Clark (USA)
Natalia Janson (UK)
Andrey Pototsky (UK)
Mikko Saarela (Finland)
Didier Sornette (Switzerland)
Shu-Heng Chen (Taiwan)
Michael Forrester (UK)
Kliment Kugel (Russia)
Michael Portnoi (UK)
Serge Galam (France)
Karl Kuerten (Austria)
Alex Shorokhov (Russia)
Anthony O’Hare (UK)
Oleg Makarovsky(UK)
Amalia Patane (UK)
Alvydas Lisauskas (Germany)
Aimin Song (UK)
Boris Chesca (UK)
Marat Gaifullin (UK)
Sergey Savel'ev (UK)

Program


All talks are in W0.01.

13th June 2009 (Sat)

15:30 Arrival and registration in Physics Department

Alumni Reunion

16:00 Feo Kusmartsev (Head of Physics Department) Welcome

16:05 Sasha Alexandrov (Physics Department)

Opening of the Symposium.

16:30 Ken Parsons (Dean of Science).

Popular lectures on global warming and debates.

16:35: Sergey Savel'ev (UK) “Global warming: the traditional view on the problem.” (ppt-file 1.5 MB)

16:45: Serge Galam (France) “Global warming, the sacrificial temptation.” (followed by debates).

17:45: Free time

19:00 Reception and Dinner.

14th June 2009 (Sun):

Econophysics

9:15: Victor Yakovenko (USA) – “Statistical mechanics of money, income, and wealth”. (pptx-file 1.3 MB)

10:00: Anna Carbone (Italy), "Detrending Moving Average Algorithm (DMA): a tool for quantifying "stylized facts" of financial markets". (pdf-file 7.6 MB)

10:45 Coffee Break.

11:00: Andrey Pototsky (UK), “Synchronization of a large number of continuous one-dimensional stochastic elements with time delayed mean field coupling”. (pdf-file 0.3 MB)

Fun day @ Centenary Open Day

12:00 – 17:00: Loughborough University Centenary Open Day – “100 Years of Education and Innovation”.

15th June 2009 (Mon):

Financial and Social Networks

9:30: Mark Tippett and Ian Davidson (UK), “A Wave Function for Stock Market Returns”.

10:00: Karl Kuerten (Austria), “Dynamical stability of scale-free opinion networks” (pdf-file 1.1 MB).

10:30: Serge Galam (France), “Minority opinion spreading, the example of the french referendum on European constitution”.

11:00 Coffee Break.

Neural Networks and Complex phenomena

11:30: Natalia Janson (UK), "Stochastic neural networks and their control".

12:00: Mikko Saarela (Finland), "Cluster formation in many body systems.".

13:00 Lunch Break.

Neural Networks in Hardware

14:00: Alain Nogaret (UK), “Noise enhanced signal transmission in multithread semiconductor neurons”.

14:30: Vassilios Chouliaras (UK), “Implementation of FASTSLAM2 algorythm on Embedded Processor“.

15:00: Ludovic Krundel (UK), “Self-Organizing Strategies for the Emergence of Goal-Adaptive Behaviours in Autonomous Communicating Machines”.

15:30 Coffee Break.

Stochastic Dynamics

16:00: Alexander Gorban (UK), “Ensembles of similar systems under loads of environmental factors: dynamics of dimension”.

16:30: Andrei Yevik (UK), “Numerical approximations of stationary solutions of stochastic differential equations”.

17:00: Poster Session

18:30 Dinner.

16th June 2009 (Tue):

Minisymposium: Superlattices and Terahertz Radiation
(semiconductor and superconductor superlattices, generation, amplification and detection of terahertz radiation in nanostructures)

9:30: Michael Forrester (UK), “Ferromagnetic particles and the catastrophic influence of a magnetic field”. (ppt-file 1.5 MB)

10:00: Kliment Kugel (Russia), “Self-organization in the materials with spin-state transitions”. (ppt-file 0.7 MB)

10:30: Victor Yakovenko (USA), “Spontaneous spin accumulation in singlet-triplet Josephson junctions”.

11:00: Coffee Break.

11:30: Boris Chesca (UK), “Josephson effect in d-wave junctions ”

12:00: Marat Gaifullin (UK), “Synchronization of Josephson junction superlattice in the presence of magnetic field”. (ppt-file 4.2 MB)

12:30: Mikhail Portnoi(UK), “Carbon nanotubes as THz emitters and detectors”

13:00: Lunch Break.

14:00: Amalia Patane (UK), “RELIEF-effect in III-N-V alloys”. (pdf-file 3.5 MB)

14:30: Aimin Song (UK), “Novel nanodevices for THz wave detection and emission”

15:00: Alvydas Lisauskas (Germany), “Superlattice in tilted electric and magnetic fields: link to the Fiske effect of Josephson junctions”

15:30 Coffee Break.

15:45: Oleg Makarovsky (UK), “Sensitive detection of photoexcited carriers by resonant tunneling through a single quantum dot”

16:15: Alexey Shorokhov (Russia), “Parametric amplification in semiconductor superlattice”. (ppt-file 0.6 MB)

16:45: Gintaras Valusis (Lithuania)/Alvydas Lisauskas (Germany), “Gigahertz radiation-driven nonlinear transport in n-type doped GaAs/AlGaAs superlattices”

17:15: Alexander Balanov (UK), “Chaotic miniband transport and charge domain dynamics in semiconductor superlattice”.

17:35: Kirill Alekseev (UK), “Semiconductor superlattice meets Josephson junction”.

17:55: Round table on Financial Crisis and Global Warming

Scientific Summary (Laurence Eaves, Feo Kusmartsev, Serge Galam)

18:30 Dinner.

17th June 2009 (Wed):

Social Event – trip to Chatsworth House.

 

Poster Session

will be held in the foyer of the Physics Building. Poster boards will be available since 16:00.

Social Event


Visiting Chatsworth House, the home of the Dukes of Devonshire, one of the true Treasure Houses of Britain, set in extensive parklands beside the River Derwent.

Coach will leave University at 9:30 am, and get back at 5:30 pm.

Organized jointly by Department of Physics and Business School, Loughborough University and ESF network-programme Arrays of Quantum Dots and Josephson Junctions (AQDJJ).


Travel Information to Physics Department

Loughborough is at the heart of England in the northern most part of the county of Leicestershire and being centrally placed it is well served by road, rail and air.

Please, see the travel information on how to get to the Physics Department on

http://www.lboro.ac.uk/departments/ph/about/travel.html.

If you are arriving by car you will need to take junction 23 off the M1 and follow the signs to the university. The postcode for sat nav use is LE11 3TU. At the security gate please inform them you are here to attend the conference. Once through security please follow the yellow signs located along the main university road for Conference Car Parking. These should direct you to car park 5 or car park 5a. If you have any questions regarding any of the above please do not hesitate to contact Victoria Webster v.j.webster@lboro.ac.uk

Organizing Committee

  • Chairman: Feodor V Kusmartsev (F.Kusmartsev@lboro.ac.uk), head of Physics Department, director of the AQDJJ network.

  • Conference co-chairman: Mark Tippett (M.Tippett@lboro.ac.uk)

  • Ian Davidson (I.R.Davidson@lboro.ac.uk)

  • Dmitry Gulevich (D.R.Gulevich@lboro.ac.uk)

  • Kirill Alekseev (K.Alekseev2@lboro.ac.uk)

  • Alexander Balanov (A.Balanov@lboro.ac.uk)

  • Richard Giles (R.T.Giles@lboro.ac.uk), webmaster

  • Secretary: Victoria Webster (V.J.Webster@lboro.ac.uk)

Address

Department of Physics
Loughborough University Loughborough
Leicestershire, LE11 3TU, UK
Telephone: +44 (0) 1509 22 3301
Fax: +44 (0) 1509 22 3986

 

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