Bubblemania: To Burst or not to Burst
This is an interdisciplinary workshop on catastrophic dynamics on financial markets, including national and international experts.
Keynote Speakers: Didier Sornette (ETH Zurich), Vikas Agarwal (Georgia State University), and Robert Pullen (Optiver)
The Institute for Data Science, the Department of Economics and Finance and the Department of Physics at Durham University invite the submission of papers for presentation at an interdisciplinary conference on catastrophic dynamics in financial markets. The conference is designed to bring together established and early-career researchers across finance, economics, physics, computer science, psychology and other social and behavioural disciplines in a stimulating research environment. Both theoretical and empirical papers are welcome. Potential topics include but are not limited to the following: machine learning with applications to complex economics and finance networks, systemic risk measurement using novel complex models, econometrics of complex networks, financial econometrics, evolutionary game theory in finance, and agent-based modelling. The program includes keynote speeches, individual presentations with discussants, and a poster session.
Please submit full paper or extended abstracts to email@example.com
For more details on Registration and Paper Submission click here