Tiziana Di Matteo


Lecturer in Financial Mathematics
Department of Mathematics - King's College London,
Strand, London WC2R 2LS, United Kingdom
Room 528, Strand Building
Tel: +44-(0)20-7848 2223 (direct line)
Tel: +44-(0)20-7848 2828 (general office)
Fax: +44-(0)20-7848 2017
E-mail address: tiziana.di_matteo@kcl.ac.uk
Web Page: http://www.mth.kcl.ac.uk/staff/t_di_matteo.html

Visiting Fellow
Applied Mathematics - Research School of Physical Sciences,
Australian National University, Canberra 0200, Australia
Tel: +61 (0) 2 61250166
Fax: +61 (0) 2 61252847
E-mail address: tiziana.dimatteo@anu.edu.au
Web Page: http://www.rsphysse.anu.edu.au/~tdm110/

Subject of research

Relevant education

Research fellowships and contracts

Competitive Research Grants

Scientific Activities

Publications

Talks

tdm


Subject of research:
My present research interest is on Complex systems and Econophysics, the application of methods from statistical physics, the physics of complex systems and science of networks to macro/micro-economic modeling, financial market analysis and social problems.

Other research interest are:

  • Granular materials (from 2001).
  • Numerical simulations of diffusive processes for the analysis of the magnetic properties in new materials (from 1999 to 2003).
  • Magnetic Properties of High-Tc Superconductors, Josephson Junction networks, Superconducting technological devices (from 1996 to 2003).
  • Strongly Correlated Electronic Systems and High-Tc Superconductivity (from 1994 to 1997).

 


ECONOPHYSICS


Relevant education:


Research fellowships, contracts and other appointments

 
Competitive Research Grants:
 

2007
Project: Australian participation in European Cooperation in the Field of Scientific and Technical Research (COST), Proponent: T. Di Matteo. Funding: AU$5000 from Department of Education Science and Training (DEST) and the Australian Academy of Sciences.

2005
Project: International Conferences, “Econophysics Colloquium”. Proponents: T. Di Matteo and T. Aste. Funding: ~ AU$ 100,000 from COSNET, CMBE, NIPS, NIEB, ANU.


ARC Discovery

2003-2007
Project: DP0344004 " The architecture of networks: Characterisation and visualisation of complex systems as fluctuating networks"; S. T. Hyde, T. Aste, Chief Investigators, T. Di Matteo (QEII fellow);  Funding: AU $ 685,000.

2005-2007
Project DP0558183, "Physics of Risk: new tools to survey the Australian market and beyond". Chief Investigator T. Di Matteo; Funding AU $ 687,275

European Projects
2008-2011
Project: COST MP0801; Source of support: European Union; Project title: "Physics of Competition and Conflicts ", Chairman Prof. Peter Richmond.


2003-2007
Project: European Union COST – P10 “Physics of Risk”, Chairman: Peter Richmond.
 

2003-2006
Project: High-frequency dynamics of financial markets.  Fondo Speciale per lo Sviluppo della Ricerca di Interesse Strategico - Italian Ministry  of Education Research and Technology.

1999-2001
Project F.R.A.-INFM (Applied Research Network of the National Institute for the Physics of Matter), "Applications of physical methodology to financial markets"- project  done in collaboration with the Risk Management Team of Banca Intesa S.p.A. Milan, Italy.

Scientific activities:

Journal Referee for Physical Review E, European Physical Journal B, Physica A, Quantitative Finance, Journal of Statistical Mechanics: Theory and Experiment, Physics Letters A, Advances in Complex Systems, Journal of Physics A.

EXPERT EVALUATOR ACTIVITY

OTHERS

Maternity suspension periods:


PUBLICATIONS

Book Chapters

Referred Journal Articles

Referred conference Articles

In press – accepted

Submitted

Other publications Other Talks: