Objective
The primary aim of this school is to provide future econophysicists with a broad perspective in current research and the basic knowledge on the emerging field. Particularly, this school focuses 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.
Date: August 24-27, 2009
Venue: APCTP Headquarter (How to get to APCTP), Pohang, Korea
Speakers
- Didier Sornette (ETH Zurich, Switzerland): Financial Time Series and Critical Phenomena
- Shu-Heng Chen (National Chengchi University, Taiwan): Agent-Based Modeling in Economics and Econometrics
- Hyeng Keun Koo (Ajou University, Korea): Methodology of Mathematical Finance
Lecture Note
Organizing Committee
Hawoong Jeong (Chair, KAIST)
Soon-Hyung Yook (Kyunghee Univ.)
Woo-Sung Jung (POSTECH)
Gabjin Oh (POSTECH)
Scientific Committee
Cheoljun Eom (Pusan National Univ., Korea)
Doyne Farmer (Santa Fe Institute, USA)*
Janusz Holyst (Warsaw Univ. of Technology, Poland)
Taisei Kaizoji (Internatonal Christian Univ., Japan)
Kyungsik Kim (Pukyong National University, Korea)
Seunghwan Kim (APCTP and POSTECH, Korea)
Jeho Lee (KAIST, Korea)
Thomas Lux (Univ. of Kiel, Germany)*
Rosario N. Mantegna (Univ. of Palermo, Italy)
H. Eugene Stanley (Boston Univ., USA)
Hideki Takayasu (Sony Computer Science Laboratories, Japan)
Misako Takayasu (Tokyo Institute of Technology, Japan)
Registration Fee
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