Latest News:
- Università degli Studi di Milano, Dipartimento di Fisica:
Master in metodologie e modelli per la finanza quantitativa
- A new Webjournal: Moneyscience Financial Intelligence Network launched
February 2005 selection from the Econophysics Library:
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T. Di Matteo, T. Aste, M. M. Dacorogna.
Long-term memories of developed and emerging markets: Using the scaling analysis to characterize their stage of development.
Journal of Banking & Finance 29 No. 4, April 2005, pp. 827-851.- H. Luckock.
A steady-state model of the continuous double auction.
Quant Financ 3 No. 5, October 2003, pp. 385-404. - H. Luckock.
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February 2005 selection of events:
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International Conference on Noise and Fluctuations in Econophysics and Finance
Austin, USA. 23 - 26 May 2005.- 10th Annual Workshop on Economics with Heterogeneous Interacting Agents (WEHIA 2005)
Colchester, UK. 13 - 15 June 2005.- 11th International Conference on Computing in Economics and Finance
Washington, D.C., USA. 23 - 25 June 2005.- Econophysics Colloquium
Australian National University, Australia, Canberra. 14 - 18 November 2005. - 10th Annual Workshop on Economics with Heterogeneous Interacting Agents (WEHIA 2005)
Scientific journals:
- Advances in Complex Systems -
World Scientific
- Economics Letters - Elsevier Science
- European Physical Journal B - Springer
- Europhysics Letters - European Physical Society
- Electronic Journal of Evolutionary Modeling and Economic Dynamics - Université Montesquieu Bordeaux IV
- International Journal of Modern Physics C - World Scientific
- International Journal of Theoretical and Applied Finance - World Scientific
- Nature - Nature Publishing Group
- Physica A - Elsevier Science
- Physica D - Elsevier Science
- Physics Reports - Elsevier Science
- Physical Review E - American Physical Society
- Physical Review Letters - American Physical Society
- Quantitative Finance - Institute of Physics
- Economics Letters - Elsevier Science
Links selection:
- CINEF - Center for Interdisciplinary Research on Economics and Financial
Engineering
CINEF stands for Center for Interdisciplinary Research on Economics and Financial Engineering. CINEF is a multi-disciplinary research center founded by academics and associated researchers. The objective of CINEF is to bring engineering, informatics, mathematics and physics to bear on solving problems in economics and finance..- Econophysics Forum
.- finance-and-physics.org
Finance-and-physics.org is a wide database of scientific articles about statistical finance and econophysics.- FRACALMO - Fractional Calculus Modelling
WEB site developed by a research group interested in modelling processes in applied sciences (physics, engineering, finance, biology, ...) via mathematical methods based on fractional calculus..- The Intertek Group
The Intertek Group provides research, consulting and training on IT and Internet technologies and modeling techniques. Based in Paris, it works across Europe for the financial services sector, industry at large and technology vendors..- Moneyscience Financial Intelligence Network
An open-access resource for academics and practitioners working in finance and economics, physics, applied mathematics and computing. MoneyScience aims to provide the web's most comprehensive aggregation in the field of quantitative finance.. - Econophysics Forum