04 Oct

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
Download slides here.

Lecture 2. Heterogeneity and specialization of investors in financial markets
Download slides here.

Lecture 3. Agent based modeling of financial markets
Download slides here.