2011 Taipei Workshop on Nonlinear and Complex Systems-
Econophysics Modeling and Practice of Financial Market
8-11 August 2011
Conference Hall, College of Commerce, National Chengchi University
國立政治大學 301國際會議廳(商學院260104)
報名網址：http://www.phys.nccu.edu.tw/main.php
（提供大台北以外學校20名學生住宿，報名截止日：100/08/03)
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物理學家和經濟學家如何從金融市場數據所呈現的典型，建立基本觀念與計算方法? 以及如何作模型分析以瞭解人類活動的模式對金融、政治及各種社會現象造成的影響? |
| Topics |
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General Introduction to Socio and Econophysics Agent-Based Computational Economics: A Historical and Interdisciplinary Review Evolutionary Game Model Risk Measurement Methods Financial Time Series Analysis |
| Major Speakers |
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Shu-Heng Chen(陳樹衡) Sai-Ping Li(李世炳) Johannes Voit Bing-Hong Wang(汪秉宏) Speakers David B. Saakian Yuo-Hsien Shiau(蕭又新) Ming-Chya Wu(吳明佳) Bo Zheng(鄭波)
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National Chengchi University Academia Sinica German Savings Banks Association, Bonn/Berlin University of Science and Technology of China
Yerevan Physics Institute National Chengchi University National Central University Zhejiang University
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議程表(tentative暫訂)
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8/8 |
8/9 |
8/10 |
8/11 |
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10:00~10:50 , |
Prof. Li, S. P. Introduction to Socio and Econophysics (I) |
Prof. Wang, B. H.
Introduction and Perspectives for Complex Systems and Complex Network
Research |
Prof. Chen, S. H. Agent-Based Computational Economics: A Historical and Interdisciplinary Review-(III)Experimental Economics Tradition |
Prof. Wu, M. C. Financial time series analysis |
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11:10~12:00
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Prof. Li, S. P. Introduction to Socio and Econophysics (II) |
Prof. Wang, B. H. Dynamical Model and Statistical Mechanics of Human Behaviors |
Prof. Chen, S. H. Agent-Based Computational Economics: A Historical and Interdisciplinary Review-(IV)Market Tradition |
Prof. Shiau, Y. S. Extreme events and gold price volatility : A study by means of empirical mode decomposition |
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13:30-14:20
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Prof. J. Voit Why statistical physicists care about financial markets |
Prof. Voit Option pricing |
Prof., Wang, B. H.
Game Theory and Cooperation Evolution |
Prof. Zheng, Bo Dynamic network in financial markets
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14:30-15:20
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Prof. J. Voit The standard model - its achievements and failures |
Prof. Voit Crashes |
Prof. Wang, B. H.
The Universal Role of Migration and Aspiration in Promotion of Social
Cooperation |
Prof.J. Voit Introduction to risk measurement |
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15:40~16:30 |
Prof. Chen, S. H.
Agent-Based Computational Economics: A Historical and
Interdisciplinary Review-(I)Cellular Automata Tradition |
Prof. Li, S. P. Modeling in Socio and Econophysics (I) |
Prof. D. Saakian Exact PDF for multi-fractal random walk models of stocks |
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16:40~17:30 |
Prof. Chen, S. H. Agent-Based Computational Economics: A Historical and Interdisciplinary Review-(II)Game Theory (Economic Tournaments) Tradition |
Prof. Li, S. P. Modeling in Socio and Econophysics (II) |
Prof. Zheng, Bo Comparative study of western and Chinese stock market
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國立政治大學 理學院 應用物理所 主辦
聯絡人：Ms Hsieh, I-Chia (謝宜家)
Email: hic@nccu.edu.twTel: +886-2-29393091 ext. 89601Fax: +886-2-29387769
中央研究院物理研究所/北區理論中心 協辦
