Research Related Activities
- Research Grants
EPSRC Fast Stream Grant: 'Complexity in Economic Networks, 2001-2003, 65K pounds.
European Central Bank: Lamfalussy Fellowship, 2003, 10K Euro.
British Council: Researcher Exchange Programme Grant, 2008-2009, 3940 pounds.
European Science Foundation: COST Action P10 ``Physics of Risk'' and COST Action MP0801 "Physics of Competition and Conflicts"; I have been and am the UK representative to the management Committee for these actions.
European Commission: FET Open Project
“FOC, Forecasting Crisis" nr. 255987 (300K Euro), 2010-2013.
European Commission: Collaborative Project
“CRISIS, Complexity Research Initiative for Systemic InstabilitieS" nr. 288501 (285K Euro), 2011-2014.
- Membership of Scientific Committees
8th International Conference on Computing in Economics and Finance, Aix- Marselle June 27-29 2002; 11th Annual Symposium of the Society for Non-linear Dynamics and Econometrics, Florence, March 11-13 2003; 2nd conference on Complex Behaviour in Economics: Modeling, Computing, and Mastering Complexity, Aix en Provence, 8-11 May 2003; WEHIA 2005, June 12-15, University of Essex; GRID in Finance, Palermo, February 3-4, 2006; WEHIA 2006, June 15-17 University of Bologna; 12th International Conference on Computation in Economics and Finance, Cyprus, June 22-24, 2006; Noise and Fluctuations in Complex Systems and Finance, Florence, May 20-24, 2007. Econophysics Colloquium, Ancona, 27-29 September, 2007.Workshop on Heterogeneous Agent Systems and Complex Networks, Dresden, 4 October 2007. Wehia/Eshia, Warsaw, June, 2008.
Econophysics Colloquium, Kiel, 28-30 August, 2008.
Econophysics Colloquium, Erice,
September,2009, 2nd International Workshop on Managing Financial Instability in Capitalist Economies (MAFIN 2010) on September 23rd - 25th, 2010.
“International Conference on Econophysics”, Shanghai June 4-6, 2011
- Recent Academic research visits and collaborations:
IMPA, Rio de Janeiro Brasil, March 15-June 11, 2009.
University of Innsbruck, January 21-28, 2009.
European Central Bank, Frankfurt, 27-29 October 2003. University of Technology Sydney, 1-15 August 2003 and 14 November 2000 - 1 January 2001, research collaboration with Professor C. Chiarella. Helsinki University of Technology, 19-22 July 2003, research visit to Professor K. Kaski. University of Siena, 9-10 June 2003 and 20-22 June 2002, research collaboration with Professor G. Gabbi. ICTP, Trieste, 1-12 April 2003, 1-15 April 2002, 12-15 April 2005, research visit to Dr. S. Franz, Dr. A. Vespignani and Dr. M. Marsili. Palermo University, 6-17 January 2003, research visit to Professor R. Mantegna. Santa Fe Institute, New Mexico (2-8 July 2001, 9 August- 3 September 2001), research collaboration with Professor D. Farmer.
- Conference Organization
Local co-organizer of the 13th Annual Symposium of the Society for Non-linear Dynamics and Econometrics, City University, London, March 31-April 1, 2005; Co-organizer of the 3rd Conference on Complex Behaviour in Economics: Modeling, Computing, and Mastering Complexity, Aix en Provence, 17-21 May 2006. Chair of the organizing committe of the 16th Conference in Computational Economics and Finance, London July 2010.
- Editorial Activity
Associate Editor for Journal of Economic Behaviour and Organization (since 2005). Associate Editor for Journal of Economic Dynamics and Control (since 2013). Guest Editor (with Professor C. Deissenberg) for a special issue of Journal of Economic Behaviour and Organization (forthcoming, 2006) and a special issue of Computa- tional Economics (Vol 24, N 4, 2005) devoted to the 2nd Conference on Complex Behaviour in Economics: Modeling, Computing, and Mastering Complexity.
- Referee activity
Referee service for Physical Review Letters, Physical Review E, Physica A, European Physical Journal, Journal of Economic Behaviour and Organization, Computational Economics, Quantitative Finance, International Journal of Theoretical and Applied Finance, Advances in Complex Systems, Studies in Non-linear Dynamics and Econometrics, and Proceedings of the Royal Society. Outstanding referee reward from Journal of Economics Dynamic and Control in 2009.
- Expert evaluator activity
Grant evaluator for the EPSRC,the ESRC, the Leverhulme Trust, the British Council; Expert Evaluator for European Commission (Programmes Marie Curie and NEST, 2004, 2005, 2006).
Member of the Society for Computational Economics Advisory Council (since January 2009). Member of the London Mathematical Society. Member of the Bachelier Finance Society.