Faculty of Physics University of Warsaw > Events > Seminars > Leopold Infeld Colloquium (till 2017/18)

Leopold Infeld Colloquium

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Sali Duża Doświadczalna, Hoża 69 at 16:30

prof. Rosario N. Mantegna (Department of Physics, Palermo University, Italy)

The contribution ofeconophysics to the modeling of financial markets

Since more than 20 years, physicists have been investigating economic and financial systems with tools and concepts from statistical and condensed matter physics [1]. Many of these studies have been devoted to studies focusing on financial markets. In this talk I will first briefly discuss some stylized facts discovered or investigated in details by econophysicists and then I will present an overview of some results obtained by my research group. Specifically, I will discuss some approaches used to describe the hierarchical multivariate nature of the dynamics of stock returns of a portfolio traded in a financial market [2]. Furthermore, I will discuss the clusters of individual investors detected by analyzing their empirical records of trading activity in a financial market [3].

[1] Rosario N Mantegna and János Kertész, Focus on Statistical Physics Modeling in Economics and Finance, New J. Phys. 13, 025011 (2011)

[2] Michele Tumminello, Fabrizio Lillo, Rosario N. Mantegna, Correlation, hierarchies, and networks in financial markets, Journal of Economic Behavior & Organization, 75, 40-58 (2010)

[3] Michele Tumminello, Fabrizio Lillo, Jyrki Piilo and Rosario N Mantegna, Identification of clusters of investors from their real trading activity in a financial market, New J. Phys. 14, 013041 (2012)

Nowa A(425), Hoża 69 at 15:30

Prof. Krzysztof Byczuk (IFT)

Correlated electron systems: total correlations and their manifestations

A mini review on correlated electron systems and the dynamical mean-field theory is presented. We show how to quantify correlations in many-body quantum systems. Examples of correlation effects in pure and disordered systems is discussed.

K. Byczuk, J. Kuneš, W. Hofstetter, and D. Vollhardt, Phys. Rev. Lett. 108, 087004 (2012)
K. Byczuk, W. Hofstetter, and D. Vollhardt, Phys. Rev. Lett. 102, 146403 (2009)
K. Byczuk, M. Kollar, K. Held, Y.-F. Yang, I. A. Nekrasov, Th. Pruschke, D. Vollhardt, Nature Phys. 3, 168 (2007)

Nowa A(425), Hoża 69 at 15:30

prof. dr hab. Zygmunt Lalak (IFT UW)

New scales in fundamental physics: supersymmetry and flavour

There are hints pointing towards new scales of fundamental physics: a bighierarchy scale near 1 TeV and a flavour hierarchy scale higher than 1TeV. The hierarchy scale can be understood via supersymmetry while theflavour scale can be understood in terms of family symmetries. Familysymmetry models need a flavour messenger sector which is intertwinedwith the supersymmetry breaking sector. A place where both scales can betested are rare flavour changing processes. Analysis of direct andindirect limits shows that experiments are entering the energy region of afew TeV where both scales can indeed be probed.This way we can gain an insight into the structure of the nearest levelBeyond the Standard Model theory.

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