- Phone +44-020-7040-4575
- Fax + 44-020-7040-8580
Conferences
- The microstructure of the European interbank market
- Vienna
(Austria)
14-15 September 2011
EC2011
- The Microstructure of the European Interbank Market
- Universita' Politecnica delle Marche, Ancona
(Italy)
22-25 June 2011
ESHIA/WEHIA 2011
- The Microstructure of the European Interbank Market
- Zurich
(Austria)
20-25 June 2011
Workshop on Coping with Crises in
Complex Socio-Economic Systems 2011,
- The microstructure of the European Interbank Market
- Trieste, ICTP
(Italy)
22-25 March 2011
Market microstructure: Design, efficiency and statistical regularities
- Herding effects in limit order markets: The rise and fall of gurus
- Bielefeld
(Germany)
05-07 July 2010
Workshop on Advances in Agent-based Computational Economics (ADACE2010)
- Herding effects in order driven markets: the rise and fall of gurus
- Zurich, ETH
(Switzerland)
27-29 October 2008
The Physics Approach To Risk:
Agent-Based Models and Networks (invited speaker)
- The impact of heterogeneous trading rules on the limit order book and order flows.
- London
(UK)
15-19 July 2008
Bachelier 5th World Congress
- The impact of heterogeneous trading rules on the limit order book and order flows.
- Paris
(France)
26-28 June 2008
CEF
- The impact of heterogeneous trading rules on the limit order book and order flows.
- Warsaw
(Poland)
19-21 June 2008
WEHIA/ESHIA
- Numerical and empirical analysis of interbank lending and sy
stemic risk
- Copenhagen, Niels Bohr Institute
(Denmark)
07-09 May 2008
Econophysics: new trends and challenges (invited speaker)
- Numerical and empirical analysis of interbank lending and
systemic risk
- Warwick
(UK)
04-05 April 2008
EU NEST WORKSHOP on Agent Based Models and Complex Markets (invited speaker)
- Modeling Stock Pinning
- Warwick
(UK)
17-19 March 2008
Royal Economic Society Meeting
- Socioeconomic Networks with Long-Range Interactions
- Citta del Mare (Palermo)
(Italy)
20-23 September 2007
Annual Cost P10 Meeting
- Measuring Volatility and Correlation with High Frequency Data
- Florence
(Italy)
20-24 May 2007
SPIE Fluctuations and Noise, The 4th International Symposium, Villa La Pietra
- The impact of heterogeneous trading rules on the limit order book and order flows.
- Oxford
(UK)
28-29 October 2006
Complex Adaptive Systems and
Interacting Agents, satellite workshop to ECCS'06.
- Network analysis of socio-economic systems
- Erice
(Italy)
17-23 September 2006
Erice International School of Complexity
- The Microstructure of Stock Pinning.
- University of Bologna
(Italy)
14-17 June 2006
WEHIA 2006.
- The Impact of Heterogeneous
Trading Rules on the Limit Order Book and Order Flows.
- Aix an Provence
(France)
17-21 May 2006
3rd conference on Complex Behaviour in Economics: Modeling, Computing, and Mastering Complexity
- Modeling Stock Pinning.
- Vilnius
(Lithuania)
13-16 May 2006
3rd Annual meeting of the COST Action P10 ”Physics of Risk”.
- An analysis of systemic risk in alternative securities settlement architectures.
- Collegium Budapest, Budapest
(Hungary)
30 September-01 October 2005
Workshop on Systemic Risk in the Financial Sector, invited speaker.
- Newton Institute, Cambridge
(UK)
04-08 July 2005
Development in Quantitative Finance Workshop, Invited Participant.
- An analysis of systemic risk in alternative securities settlement architectures.
- City University, CASS Business School
(UK)
16-18 June 2005
Workshop on Clearing and settlement
of financial markets: Europe and beyond.
- The Impact of Heterogeneous Trading Rules on the Limit Order Book and Order Flows
- Essex University
(UK)
13-15 June 2005
10th Workshop on Economics with Hetergeneous Interacting Agents (WEHIA)
- The Microstructure of the Italian Overnight Money Market
- Siena University
(Italy)
08-11 June 2005
2005 European Financial Management Association
- The Microstructure of the Italian
Overnight Money Market.
- Universita delle Marche
(Ancona)
16-21 May 2005
EU-Thematic Institute: Complexity,
Heterogeneity and Interactions in Economics and Finance
- A network analysis of the Italian Overnight Money Market.
- Toledo
(Spain)
23-26 April 2005
COST P10 (Physics of Risk) 2nd Annual Meeting
- Cross-Correlation Measures in the
High-Frequency Domain.
- City University
(London)
31 March-01 April 2005
13th Meeting of Society for Non Linear Dynamics and Econometrics
- A Network Analysis of The Italian Overnight Money Market
- Oxford
(UK)
27-29 September 2004
Sphinx Econophysics Workshop
- Beyond Robinson Crusoe economics: some ideas from statistical mechanics
- Ambleside
(UK)
31 August 2004
EPSRC Condensed Matter Theory Summer School, invited evening seminar.
- Modelling the microstructure of dealer and auction markets
- London
(UK)
25 June 2004
Royal Bank of Scotland Quantitative Trading Symposium, guest speaker.
- High-Frequency Cross-Correlation Dynamics in US Equity Markets,
- Melbourne
(Australia)
09 June 2004
Workshop on Returns and Volatility in Markets for Financial Instruments, keynote speaker.
- The Microstructure of Double Auction
Markets: Further Simulation Analysis
- Kyoto
(Japan)
27-29 May 2004
WHEIA 2004
- Symposium of the ECB-CFS Research Network on Capital Markets and Financial Integration in Europe
- Frankfurth
(Germany)
10-11 May 2004
Systemic Risk in alternative clearing
and settlement architectures, invited speaker
- Systemic Risk in Payment, clearing and settlement architectures
- Nyborg
(Denmark)
17-20 April 2004
COST P10 Kick Off Workshop Physics of Risk, invited speaker.
- Athens
(Greece)
20-21 November 2003
Third ECB-CFS Workshop hosted by the Bank of Greece, invited participant.
- Modelling Limit Order Trading
- Istanbul
(Turkey)
06-10 July 2003
EURO/INFORMS Joint International Meeting on New Opportunities for Operations Research.
- Payment Systems, Inter Bank Lending and
Systemic Risk
- Aix en Provence
(France)
08-11 May 2003
2nd Conference on Complex Behaviour in Economics: Modeling, Computing, and Mastering Complexity, invited speaker and session organizer.
- Systemic Risk in Economic Networks
- Florence
(Italy)
13-15 March 2003
Eleventh Symposium of the Society for Nonlinear Dynamics and Econometrics, invited speaker and session organizer.
- Modeling Limit Order Trading
- Bali
(Indonesia)
29-31 August 2002
International Conference on Economics and Physics, invited speaker.
- Optimal Limit Order Strategies
- London
(UK)
29-31 May 2002
Conference on Forecasting Financial Markets.
- Modeling trading on double auction markets
- London
(UK)
05-07 December 2001
Conference on Applications of Physics in Financial Analysis 3, keynote speaker.
- Neither a lender or a borrower be: systemic risk in the banking system
- Salerno University
(Italy)
12-15 September 2001
Conference on NEW Economics Windows, invited speaker.
- Inter Bank Lending, Reserve Requirements
and Systemic Risk
- Yale University, New Haven
(USA)
28-29 June 2001
7th International Conference of the Society of Computational Economics.
- Scaling and Multiscaling in Financial Markets
- London
(UK)
30 May-01 June 2001
Conference on Forecasting Financial Markets.
- Criticality in a model of banking crisis
- Prague
(Czech Republic)
08-10 February 2001
NATO Conference on Application of Physics in Economics Modelling 4.
- Inter Bank Lending, Reserve Requirements and Systemic Risk
- Sydney
(Australia)
04-09 December 2000
Quantitative Methods in Finance & Bernoulli Society 2000 Conference.
- Scaling and Multiscaling in Financial Markets
- King’s College, London
(UK)
10-14 July 2000
Conference on Disordered and Complex Systems, Satellite meeting of the International Congress of Mathematical Physics.
- Patterns of Consumption in a discrete choice model with asymmetric interactions
- Universitat Pompeo Fabra, Barcelona
(Spain)
06-08 July 2000
Conference on Computation in
Economics and Finance (CEF 2000)
- Avalanche dynamics in a threshold model for trading
- London
(UK)
31 May-02 June 2000
Conference on Forcasting Financial Markets/Computational Finance (CF/FFM)
- Patterns of Consumption in Socio-Economic
Models with Heterogeneous Interacting Agents
- Aix an Provence
(France)
04-06 May 2000
1st conference on Complex Behaviour in
Economics: Modeling, Computing, and Mastering Complexity
- A threshold model for stock return volatility and trading volume
- Trinity College Dublin
(Ireland)
15-17 July 1999
Conference on Applications of Physics in Financial Analysis 1
- Avalanche Dynamics and Trading Friction Effects on Stock Market Returns
- Universita di Genova
(Italy)
04-05 June 1999
Workshop on Economics with Heterogeneous Interacting Agents.
- A microsimulation of traders activity in the stock market: the role of heterogeneity, agent's interactions and trade frictions
- New York University
(USA)
18-19 March 1999
Seventh Annual Symposium of the Society for Nonlinear Dynamics and Econometrics.
Seminars
- Herding effects in order driven markets: the rise and fall of gurus
- University of Leicester
(UK)
03 June-25 October 2010
- Numerical and empirical analysis of interbank lending and systemic risks
- Brasilian Central Bank, Brasilia
(Brasil)
23 April 2009
- Modeling Stock Pinning
- IMPA, Rio de Janeiro
(Brasil)
02 April 2009
- Numerical and empirical analysis of interbank lending and systemic risks
- Metropolitan University London
(UK)
26 February 2009
- Herding effects in order driven markets
- University of Innsbruck
(Austria)
22 January 2009
- Modeling Stock Pinning
- Keele University
(UK)
10 December 2008
- Numerical and empirical analysis of interbank lending and
systemic risk
- Kiel
(Germany)
13 May 2008