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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