Econophysics and Sociophysics: Recent Progress and Future Directions

Frédéric Abergel is a Professor and Director of the Laboratory of Mathematics Applied to Systems, École Centrale Paris, Grande voie des vignes, Châtenay-Malabry, France. His research interests include financial markets, modeling of derivatives, and empirical properties of financial data. He has organized a number of international conferences and is also managing editor of the journal Quantitative Finance. He has published many articles in peer-reviewed journals. Anirban Chakraborti is a Professor at Jawaharlal Nehru University, India. He gained his PhD in Physics in 2003 for a thesis entitled "Application of Statistical Physics to some Econophysics and Optimization Problems" and in 2009 he was awarded an Indian National Science Academy Young Scientist Medal. His current research focuses on statistical physics and its interdisciplinary application to problems in complex systems in economic and social sciences, and combinatorial optimization.

Anindya S.Chakrabarti, Topology of the international trade network: size, asymmetry andvolatility.- Attilio Stella, Optimal growth in the network of global economy.- BikasK. Chakrabarti, Inequality in Societies, Academic Institutions & ScienceJournals: Gini & k-indices.- Damien Challet, Market nanostructure insightinto market stylized facts.- Deepak Dhar, Dynamical networks of agents withdegree preference.- Diego Garlaschelli, Network reconstruction, systemic risk,and early-warning signals.- Dipankar Gupta, Boundaries, Transgressions andDisciplinary Dynamics.- Emanuele Pugliese, New Metrics for Economic Complexity.-Fabrizio Lillo, Complex network methods for systemic risk assessment.- FrédéricAbergel, Imperfections of financial markets: a limit order book perspective.- HarbirLamba, Modelling momentum traders in a financial market usingPrandtl-Ishlinskii operators.- Hideaki Aoyama, Deflation and Money.- IrenaVodenska, Bi-partite network approach to predictabilityof financial marketsand news sentiments.- János Kertész, Kinetics of Social Contagion.- JoshinMurai, A model of order signs under multiple order splitting and publicinformation.- Karmeshu, Stochastic Modelling of High Frequency Intra-day StockReturns: Emergence of Cubic Power-Law.- Kimmo Kaski, Social Physics: Studies ofin vivo / in situ human sociality.- Kousik Guhathakurta, Comparing thecomplexity of emerging and developed stock markets using recurrence networkanalysis.- M.S. Santhanam, Records statistics and financial time series.- MarcoPatriarca, The microscopic origin of the Pareto law and other power-lawdistributions.- Matteo Marsili, Complexity driven collapse of economicequilibria.- Michele Caraglio, Bridging intraday and interday market behaviorthrough scaling.- Parongama Sen, Segregation dynamics with continuously varyingutility factor.- Sandeep Juneja, Nearest neighbor based and other popularmethods for pricing Bermudan options.- Sitabhra Sinha, Loss of structuralbalance in the network of cross-correlations characterizing a financial marketsignals the onset of major economic crisis.- Stanislao Gualdi, A dynamic modelof input-output production networks: general equilibrium stability andemergence of scale-free structures.- Taisei Kaizoji, Why does the power law forshare price hold?.- Takaaki Ohnishi, Real estate valuation using k-nearestneighbor regression.- Takayuki Mizuno, Statistically detecting stock bubblesbefore they burst.- Victor Yakovenko, Economic inequality from statisticalphysics point of view.- Yoshi Fujiwara, Quantifying Financial Distress in aNation-wide Production Network.- Yoshiyuki Arata, Macroeconomic Consequences ofLumpy Investment under Uncertainty.- Youngna Choi, Tracking FinancialInstability Contagion: modeling and data calibration.- Yuichi Ikeda, Communityand Controllability of Global Production Network: Focusing on the EconomicCrisis of 2008.