Rosario Nunzio Mantegna, “Econophysics Investigation of Financial Markets: Correlation, Heterogeneity and Agent Based Models”

Tuesday October 4 2011  15.00 – 17.00 Aula Bianchi
Wednesday October 5 2011 11.00 – 13.00 Aula Bianchi
Thursday October 6 2011 11.00 – 13.00 Aula Mancini
Scuola Normale Superiore

Rosario Nunzio Mantegna
Università di Palermo

Lecture 1. Correlation, hierarchical clustering and correlation based networks in financial markets
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Lecture 2. Heterogeneity and specialization of investors in financial markets
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Lecture 3. Agent based modeling of financial markets
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