欧洲风险物理研究[专门支持交叉物理]
周涛  |  2008-10-14  |  科学网  |  344次阅读

欧洲对交叉学科的支持远远大于美国,这或者是因为美国大的项目都是秉承基金委的指南,而这个指南都是传统科学家定制的。例如在欧洲,每年有多项百万欧元以上量级的多校多学科交叉合作项目,属于欧盟的科技战略项目(我们今年拿了一项,是计算机科学+统计物理学+社会学),并不需要承诺具体的科研成果,这一点在美国是很难想象的。

相比欧盟的战略项目,风险物理(Physics of Risk)项目资金较小,但是非常灵活(可以专门用来邀请短期访问的学者,我想中科大就至少有5、6个老师和学生享受了这个项目),最好玩的是,你只要说服管钱的人,就可以分饼,并不需要有一个严格规范的申请书和结题报告。每年大约可以拿到30-60万人民币,所有要做的事情就是总结的时候讲一个30分钟的报告。因为我们项目几乎所有的钱都用来请中国的老师和同学了,我都怀疑这个项目是专门为中国学生去欧洲玩玩量身订做的。

晒晒今年的总结会(有些是邀请过来见面闲扯的,但是大部分是项目受益人):

International Workshop

The Physics Approach To Risk:
Agent-Based Models and Networks

October 27-29, 2008, ETH Zurich, Switzerland

Program

Monday, 27 October 2008: Financial risk

8:30 - 9:00 Registration
9:00 - 9:05 Frank Schweitzer (Zurich)
Opening
9:05 - 9:50 Peter Richmond (Dublin)
COST actions- and some efforts to try and avoid costs aka the application of statistical mechanics to financial data
9:50 - 10:20 Giulia Iori (London)
Herding effects in order driven markets: the rise and fall of gurus
10:20 - 10:45 Coffee break
10:45 - 11:15 Damien Challet (Torino)
Fat tails and long memory in programmer and trader behaviour
11:15 - 11:45 Vyacheslav Yukalov (Zurich)
Physics of risk and uncertainty in quantum decision theory
11:45 - 12:00 Short break
12:00 - 12:30 Georges Harras (Zurich)
Endogenous versus exogenous origins of financial rallies and crashes in an agent-based model with Bayesian learning and imitation
12:30 - 13:00 T.B.A. Nowak
13:00 - 14:30 Lunch
14:30 - 15:00 Stefano Battiston (Zurich)
Can risk diversification be bad for systemic crises?
15:00 - 15:30 Jan Lorenz (Zurich)
Growth in coupled multiplicative stochastic processes
15:30 - 16:00 Coffee break
16:00 - 16:30 Wolfgang Breymann (Winterthur)
Quantifying financial return risk from short time series
16:30 - 17:00 Bence Toth (Torino)
Limit order book dynamics around large events
17:00 - 18:00 Discussion

Tuesday, 28 October 2008: Agent-based models

9:00 - 9:45 Christophe Deissenberg (Aix-Marseille)
Learning benevolent leadership in a heterogenous agents economy
9:45 - 10:15 Matteo Marsili (Trieste)
Proliferation of financial instruments and systemic instability
10:15 - 10:45 Coffee break
10:45 - 11:15 Matus Medo (Fribourg)
Diversification and limited information in the Kelly game
11:15 - 11:45 Bosiljka Tadic (Ljubljana)
Why network's mesoscopic inhomogeneity matters?
11:45 - 12:00 Short break
12:00 - 12:30 Tao Zhou (Fribourg)
Extracting hidden information via heat conduction and mass diffusion
12:30 - 13:00 Michel Droz (Geneve)
Motion of influential players can support cooperation in Prisoner's Dilemma
13:00 - 14:30 Lunch
14:30 - 15:00 Anxo Sanchez (Madrid)
Promotion of cooperation on networks? The best response case
15:00 - 15:30 Dirk Helbing (Zurich)
Spontaneous outbreak and breakdown of cooperation
15:30 - 16:00 Coffee break
16:00 - 16:30 Sorin Solomon (Jerusalem)
In very risky environments, altruists are favored by natural selection
16:30 - 17:00 Rosario Nunzio Mantegna (Palermo)
Specialization, strategic and herding behavior of market members in a financial market
17:00 - 17:30 Discussion
17:44 - Departure for the Social Event (Tram No. 10 from stop ETH/Universitätspital)
18:06 - 18:26 Social Event: Train course from Zürich HB to Uetliberg (from Track No. 2)
19:00 - 22:00 Social Dinner

Wednesday, 29 October 2008: Networks

9:00 - 9:45 Kimmo Kaski (Espoo)
Complex social networks: analysis and modeling
9:45 - 10:15 Albert Diaz-Guilera (Barcelona)
Synchronization in complex networks
10:15 - 10:45 Coffee break
10:45 - 11:15 Claudio Castellano (Roma)
Contact process dynamics on annealed scale-free networks
11:15 - 11:45 Claudio J. Tessone (Zurich)
Agents competing for high centrality in a volatile environment
11:45 - 12:00 Short break
12:00 - 12:30 T.B.A. Herrmann
12:30 - 13:00 Marco Laumanns (Zurich)
Computational complexity of impact size estimation for spreading processes on networks
13:00 - 14:00 Lunch
  Departure




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