econophysics.html

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

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:

PhD in Physics, Dipartimento di Fisica - Universita' di Salerno, 10-02-1999. PhD Thesis on: Three-dimensional Josephson junctions networks.
Degree in Physics (110/110 Cum Laude) , Dipartimento di Fisica Teorica - Universita' di Salerno,14-07-1994. Thesis on: Studio del modello unidimensionale antiferro-magnetico di Heisenberg nell' approssimazione di campo medio generalizzato.

Research fellowships, contracts and other appointments

Visiting Fellow: January 2009 – December 2011 - Applied Mathematics - Research School of Physical Sciences, Australian National University, Canberra, AUSTRALIA.
Associate Professor (Level D): January 2008 - Applied Mathematics - Research School of Physical Sciences, Australian National University, Canberra, AUSTRALIA.
Queen Elizabeth II Fellow: January 2003-December 2008 - Applied Mathematics - Research School of Physical Sciences, Australian National University, Canberra, AUSTRALIA.
Post doctoral Fellow: February 2002-December 2002 - Applied Mathematics - Research School of Physical Sciences, Australian National University, Canberra, AUSTRALIA.
Research contract "Assegno di Ricerca": from the 1st of December 1999 - Dipartimento di Fisica - Universita' di Salerno, ITALY.
Post doctoral Fellow: February 1999-December 1999 - Dipartimento di Fisica - Universita' di Salerno, ITALY.
Research contract: November 97 – June 98 - Laboratory of Electricity and Magnetism, Tampere University of Technology, Tampere, FINLAND.
PhD in Physics: November 1995-February 1999 - Dipartimento di Fisica - Universita' di Salerno, ITALY.
INFM (Istituto Nazionale per la Fisica della Materia) Fellowship: from 1/2/1995 - 30/11/1995 - Dipartimento di Fisica Teorica - Universita' di Salerno, ITALY.
CNR (Consiglio Nazionale delle Ricerche) - Fellowship, Bando n. 201.19.1.

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:

Co-Organizer of Satellite Meeting of STATPHYS 24 Conference, "The Unwinding Complexity: statistical physics perspectives on complex systems and complex materials" (Port Douglas, Australia, 24-26 July 2010).

Member of the National Advisory Committee (NAC) of the STATPHYS 24 Conference (Cairns, Australia on 19-23 July, 2010).

Co-Director of the 11th course of the International School on Complexity "Econophysics Colloquium", 26-31 October, Erice, Italy, 2009.

Member of the Management Committee of the EU collaboration COST MP0801 “Physics of Competition and Conflicts” (2008–2012).

Member of the Complex Systems Society Council (2008).

Co-Editor for Complex Systems II, Vol. 6802 (SPIE, Bellingham, WA, 2008).

Co-Editor for BioMEMS and Nanotechnology III, Vol. 6799 (SPIE, Bellingham, WA, 2008).

Co-Editor for Lecture Notes in Complex Systems, (World Scientific, Singapore, 2007).

Member of the International Advisory Committee (IAC) of the STATPHYS 23 Conference (Genova, Italy, 9-13 July, 2007).

Guest Editor for the “Topical Issue: Trends in Econophysics” in European Physical Journal B, Vol. 55, No. 2 (January II 2007).

Symposium Chair of "SPIE International Symposium on Microelectronics, MEMS and Nanotechnology", 4-7 December 2007, Australian National University (ANU) • The Manning Clark Centre • Canberra, Australia.

Co-Chair of "BioMEMS and Nanotechnology III (AU02) ", 4-7 December, Canberra, Australia, 2007.

Co-Chair of "Complex Systems II (AU05)", 4-7 December, Canberra, Australia, 2007.

Editor for European Physical Journal B from October 1, 2006.

Guest Editor for the special issue of Physica A vol. 370/1, "Econophysics Colloquium" 2006.

Organizer of the first "Econophysics Colloquium" - The Research School of Physical Sciences – The Australian National University, 14/11/05 – 18/11/05, Canberra, Australia. See Nature (vol. 441, 686-688, 2006, “Econophysics: Culture Crash” by Philip Ball).

Organizer of these two public lectures: 1) Econophysics: Can Physicists Help Understand Economic Fluctuations? by Prof. H. Eugene Stanley (Boston University, USA) and 2) Lessons learned from studying high-frequency data in finance by Dr Michel M. Dacorogna (Converium Ltd, Zürich, Switzerland) - National Museum of Australia, 16 November 2005, Canberra, Australia.

Co-Organizer of The It-Au Science Forum in the ACT "Materials and Complexity" - The Research School of Physical Sciences and Engineering – The Australian National University, 16 March 2005, Canberra, AUSTRALIA.

Member of the Management Committee of the EU collaboration COST P10 “Physics of Risk” (2003–2007).

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

Grant evaluator for the Australian Research Council (Programme: Discovery projects, from 2003).

Expert Evaluator for European Commission (2007) EX2006C087636.

Expert Evaluator for Romanian National University Research Council (NURC) from 2008. PANEL: Humanities (social sciences, economics, archaeology).

OTHERS

Maternity suspension periods:

February 2006 – July 2006
March 2008 – August 2008

PUBLICATIONS

Book Chapters

A.V Anikeenko, N.N. Medvedev, T. Di Matteo, G. Delaney and T. Aste, "Delaunay simplex analysis of the structure of equal sized sphere packings", Chap. 2 in Lecture Notes in Complex Systems, Granular and Complex materials, Edited by T. Aste, T. Di Matteo and A. Tordesillas (World Scientific, Singapore, 2007).
T. Aste and T. Di Matteo, "Nanometric architectures: emergence of efficient non-crystalline atomic organization in nanostructures", Chap. 2 in “Nanostructure control of materials”, Edited by R. H. J. Hannink and A. J. Hill (Woodhead Publishing Limited Cambridge, 2006).
T. Di Matteo, T. Aste and S. T. Hyde, "Exchanges in complex networks: income and wealth distributions", in The Physics of Complex Systems (New advances and Perspectives) edited by F. Mallamace and H. E. Stanley, Proceedings of the International School of Physics "Enrico Fermi", (IOS Press, Amsterdam 2004) p. 435-442.
R. De Luca, J. Paasi, T. Di Matteo, A. Tuohimaa, "Low-field magnetic response of granular superconductors and Josephson junction network models", International Book Series ‘Studies of high Temperature Superconductors (STUDIES)’ Ed. A. V. Narlikar Nova Science Publishers, vol. 39 chapter 3, (New York 2001), (ISBN: 1-59033-130-3).

Referred Journal Articles

Ruipeng Liu, T. Di Matteo, Thomas Lux, "Multifractality and Long-Range Dependence of Asset Returns: The Scaling Behaviour of the Markov-Switching Multifractal model with Lognormal Volatility Components" Advances in Complex Systems 11, No. 5 (2008) 669-684.
T. Aste and T. Di Matteo, "Structural transitions in granular packs: statistical mechanics and statistical geometry investigations", The European Physical Journal B 64 (2008) 511-517.
C. Di Guilmi, F. Clementi, T. Di Matteo, M. Gallegati, "Social networks and labor productivity in Europe: an empirical investigation", Journal of Economic Interaction and Coordination 3 (2008) 43-57.
F. Clementi, T. Di Matteo, M. Gallegati, and G. Kaniadakis, "The k-generalized distribution: A new descriptive model for the size distribution of incomes", Physica A 387 (2008) 3201-3208.
T. Aste and T. Di Matteo, "Emergence of Gamma distributions in granular materials and packing models", Physical Review E 77 (2008) 021309.M.
Bartolozzi, C. Mellen, T. Di Matteo, T. Aste, "Multi-scale correlations in different future markets", European Physical Journal B 58 (2007) 207-220.
T. Aste, T. Di Matteo, M. Saadatfar, T.J. Senden, M. Schroter, Harry L. Swinney, "An invariant distribution in static granular media", cond-mat/0612063, Europhysics Letters 79 No.2 (2007) 24003.
Ruipeng Liu, Thomas Lux, T. Di Matteo, "True and Apparent Scaling: The Proximities of the Markov-Switching Multifractal model to Long-Range Dependence", Physica A 383 (2007) 35-42.
D. Garlaschelli, T. Di Matteo, T. Aste, G. Caldarelli and M. I. Loffredo, "Interplay between topology and dynamics in the World Trade Web", The European Physical Journal B 57 (2007) 159-164.
T. Aste, T. Di Matteo, "Correlations and aggregate statistics in granular packs", European Physical Journal E 22 (2007) 235 - 240.
T. Di Matteo and T. Aste, "”No Worries”: Trends in Econophysics", The European Physical Journal B 55 (2007) 121-122.

Michele Tumminello, Tomaso Aste, T. Di Matteo, and Rosario N. Mantegna, "Correlation based networks of equity returns sampled at different time horizons", The European Physical Journal B 55 (2007) 209-217, also available at the LANL arXiv (Physics/ 0605251).
T. Di Matteo, "Multi-scaling in Finance", Quantitative Finance , Vol. 7, No. 1 (2007) 21-36.
T. Aste and T. Di Matteo, "Dynamical networks from correlations", Physica A 370 (2006) 156-161.
Anand Banerjee, Victor M. Yakovenko, T. Di Matteo, "A Study of the Personal Income Distribution in Australia", Physica A 370 (2006) 54-59.
F. Clementi, T. Di Matteo, M. Gallegati, "The Power-law Tail Exponent of Income Distributions", Physica A 370 (2006) 49-53.

T. Di Matteo and T. Aste, "Econophysics Colloquium", Physica A 370 , Editorial (2006) xi-xiv.
T. Di Matteo, T. Aste and M. M. Dacorogna, "Long term memories of developed and emerging markets: using the scaling analysis to characterize their stage of development", Journal of Banking & Finance 29/4 (2005) 827-851.
T. Aste, T. Di Matteo, S. T. Hyde, "Complex networks on hyperbolic surfaces", Physica A 346 (2005) 20-26.
T. Di Matteo, T. Aste, S. T. Hyde and S. Ramsden, "Interest rates hierarchical structure", Physica A 355 (2005) 21-33.
T. Di Matteo, T. Aste and M. Gallegati, "Innovation flow through social networks: Productivity distribution in France and Italy", The European Physical Journal B 47 (2005) 459-466.
M. Tumminello, T. Aste, T. Di Matteo, R. N. Mantegna, "A tool for filtering information in complex systems", Proceedings of the National Academy of Sciences of the United States of America (PNAS) Vol. 102, Num. 30 (2005) 10421-10426.
T. Di Matteo, T. Aste and R. N. Mantegna, "An interest rates cluster analysis", Physica A 339 (2004) 181-188.
T. Di Matteo, M. Airoldi and E. Scalas, "On pricing of interest rate derivatives", Physica A 339 (2004) 189-196.
S. T. Hyde, S. Ramsden, T. Di Matteo and J. Longdell, "Ab-initio construction of some crystalline 3D euclidean networks", Solid State Sciences 5 (2003) 35-45.
C. Senatore, M. Polichetti, D. Zola, T. Di Matteo, G. Giunchi, S. Pace, "Vortex dynamic and pinning properties analysis of MgB2 bulk samples by ac susceptibility measurements", Supercond. Sci. Technol. 16 (2003) 183-187.
C. Senatore, M. Polichetti, D. Zola, T. Di Matteo, G. Giunchi, S. Pace, "Harmonic susceptibilities and pinning properties of MgB2 bulk superconductors", Physica C 388-389 (2003) 161-162.
C. Senatore, M. Polichetti, D. Zola, T. Di Matteo, S. Pace, G. Giunchi, S. Ceresara, G. Ripamonti, "Study of the vortex dynamic in MgB2 by harmonic susceptibility measurements", International Journal of Modern Physics B, Vol. 17, Nos. 4-6 (2003) 655-660.
T. Di Matteo, T. Aste and M. M. Dacorogna, "Scaling behaviors in differently developed markets", Physica A 324 (2003) 183-188.
Stephen T. Hyde, Ann-Kristin Larsson, Tiziana Di Matteo, Stuart Ramsden and Vanessa Robins, "Meditation on an Engraving of Fricke and Klein (The Modular Group and Geometrical Chemistry)", Aust. J. Chem. 56 (2003) 981-1000.
A. Tuohimaa, J. Paasi, R. De Luca and T. Di Matteo, "Three-dimensional Josephson junction networks with coupling inhomogeneities in magnetic fields", Physica C 398 (2003) 41-48.
D. Zola, M. Polichetti, C. Senatore, T. Di Matteo and S. Pace, "Histeresis losses in BSCCO (2223)/Ag multifilamentary tapes", Physica C, 372-376 (2002) 1823-1826.
T. Di Matteo and T. Aste, "How does the Eurodollar Interest Rate behave?", International Journal of Theoretical and Applied Finance, vol. 5, No.1 (2002) 107-122.
T. Aste, T. Di Matteo and E. Galleani d’Agliano, "Stress transmission in granular matter", Journal of Physics: Condensed Matter, 14, (2002) 2391-2402.
A. Tuohimaa and J. Paasi, T. Tarhasaari, T. Di Matteo and R. De Luca, "Magnetic flux distribution in three-dimensional inductive arrays of Josephson junctions", Phys. Rev. B, 61 (2000) 9711-9718.
R. De Luca, T. Di Matteo, J. Paasi, A. Tuohimaa, "Current-biased inductive cubic networks of Josephson junctions", Philosophical Magazine B, vol. 80, No. 5 (2000) 897-905.
A. Tuohimaa, J. Paasi, R. De Luca and T. Di Matteo, "Magnetic flux penetration mechanisms in inductive three-dimensional Josephson-junction network", Physica B, 284-288 (2000) 616-617.
A. Tuohimaa, J. Paasi, T. Di Matteo, "Grain boundary magnetic flux pinning in high-Tc superconductors", Applied Superconductivity 1999, vol 1, ed. by X. Obradors, F. Sandiumenge and J. Fontcuberta, Inst. Phys. Conf. Ser. No 167 (2000) 771-774.
M. Polichetti, M. G. Adesso, T. Di Matteo, A. Vecchione and S. Pace, "Detection of the flux creep regime in the AC susceptibility curves by using higher harmonic response", Physica C, 332 (2000) 378-382.
R. De Luca, T. Di Matteo, A. Tuohimaa, and J. Paasi, "Josephson current in a finite-size junction interrupting a superconducting ring", Phys. Rev. B, 59 (1999) 9564-9568.
T. Di Matteo, J. Paasi, A. Tuohimaa and R. De Luca, "Three-dimensional network of inductively coupled Josephson junctions as a vectorial magnetic field sensor", IEEE Transactions on Applied Superconductivity, vol. 9, No. 2 (1999) 3515-3518.
R. De Luca, T. Di Matteo, A. Tuohimaa and J. Paasi, "Three-dimensional Josephson junction arrays: Static magnetic response", Phys. Rev. B 57 (1998) 1173.
R. De Luca, T. Di Matteo, A. Tuohimaa and J. Paasi, "Quantum interference in parallel Josephson junction arrays: A perturbative analysis for finite inductances", Physics Letters A, 245 (1998) 301-306.
T. Di Matteo, A. Tuohimaa, J. Paasi, and R. De Luca, "Characteristic low-field magnetic response of granular superconductors", Physica C, 307 (1998) 318-326.
T. Di Matteo, J. Paasi, A. Tuohimaa and R. De Luca, "Lower threshold field in three-dimensional Josephson-junction arrays", Physics Letters A, 247 (1998) 360-364.
T. Di Matteo, F. Mancini, H. Matsumoto, V. S. Oudovenko, "Singlet pairing in the 2D Hubbard Model", Physica B, 230-232 (1997) 915-917.
R. De Luca, T. Di Matteo, and S. Pace, "Cubic structures of Josephson coupled superconducting spheres: three-dimensional models of granular superconductors", Nuovo Cimento vol.19 D, N.8-9 (1997) 1363-1368.
T. Di Matteo, S. Pace, R. De Luca and M. Polichetti, "Modified Arrhenius formula for the time decay of magnetic states in type II superconductors", Physica C, 282-287 (1997) 2317-2318.
R. De Luca, S. De Martino, S. De Siena, T. Di Matteo, S. Pace, M. Polichetti, "Time decay of the type II superconductors magnetic properties in the presence of large pinning centers", Physics Letters A, 235 (1997) 540-544.
T. Di Matteo, F. Mancini, S. Marra and H. Matsumoto, "Analysis of the two-dimensional negative-U Hubbard Model by Composite Operator Method", International Journal of Modern Physics B, Vol. 10, No. 22 (1996) 2745-2756.
T. Di Matteo, F. Mancini and S. Marra, "Local paring in the attractive Hubbard Model", Condensed Matter Physics, 1996, No. 8, p. 109-117.

Referred conference Articles

F. Pozzi, T. Aste, G. Rotundo and T. Di Matteo, "Dynamical correlations in financial systems", Proc. SPIE Vol. 6802, 68021E (Jan. 5, 2008).

F. Ghoulmie, M. Bartolozzi, C.P. Mellen, T. Di Matteo, "Effects of diversification among assets in an agent-based market model", Proc. SPIE Vol. 6802, 68020D (Jan. 5, 2008).

Won-Min Song, Tomaso Aste and T. Di Matteo, "Correlation-based biological networks", Proc. SPIE Vol. 6802, 680212 (Jan. 5, 2008).

T. Aste, G. Delaney and T. Di Matteo, "Understanding complex matter from simple packing models", Proc. SPIE Vol. 6802, 68020E (Jan. 5, 2008).

Gary W. Delaney, Shio Inagaki, T. Di Matteo and Tomaso Aste, "Virtual Experiments on Complex Materials", Proc. SPIE Vol. 6802, 68020G (Jan. 5, 2008).

M. Bartolozzi, C. Mellen, F. Chan, D. Oliver, T. Di Matteo and T. Aste, "Applications of physical methods in high-frequency futures markets", Proc. SPIE Vol. 6802, 680203 (Jan. 5, 2008).

Ruipeng Liu, Tomaso Aste and T. Di Matteo, "Multi-scaling Modelling in Financial Markets", Proc. SPIE Vol. 6802, 68021A (Jan. 5, 2008).

T. Di Matteo, T. Aste, "Extracting the correlation structure by means of planar embedding", Complex Systems, Edited by Axel Bender, Proc. of SPIE, Vol. 6039 (SPIE, Bellingham, WA, 2006) (Invited Paper), 60390P-1.

T. Aste, T. Di Matteo, "Materials and complexity: emergence of structural complexity in sphere packings", Complex Systems, Edited by Axel Bender, Proc. of SPIE, Vol. 6039 (SPIE, Bellingham, WA, 2006) (Invited Paper), 60390G-1.

T. Aste, T. Di Matteo, M. Tumminello, R. N. Mantegna, "Correlation filtering in financial time series", Noise and Fluctuations in Econophysics and Finance, Edited by D. Abbott, J.-P. Bouchaud, X. Gabaix, J. L. McCauley, Proc. of SPIE, Vol. 5848 (SPIE, Bellingham, WA, 2005) 100-109; (Invited Paper) also available at the LANL arXiv (physics/0508118).

In press – accepted

F. Pozzi, T. Di Matteo and T. Aste, "Centrality and Peripherality in Filtered Graphs from Dynamical Financial Correlations", Advances in complex systems (2008) in press.

Submitted

T. Di Matteo, F. Pozzi, T. Aste, "The use of dynamical networks to detect the hierarchical organization of financial market sectors", EPJB (2008) submitted.

Other publications

T. Aste and T. Di Matteo, “The 13th problem”, The Australian Mathematical Society Gazette 32 (2005) 314-316.
R. De Luca and T. Di Matteo, "Modelli circuitali tridimensionali di giunzioni Josephson per superconduttori granulari", Proceedings of LXXXIII Congresso Nazionale - Societa' Italiana di Fisica (SIF), Como, 27-31 Ottobre 1997, p. 90.
R. De Luca, T. Di Matteo, S. Pace and M. Polichetti, "A modified flux-creep picture", Proceedings of Applied Superconductivity (EUCAS'97), The Netherlands, 30 June - 3 July 1997, p. 1021-1024.
R. De Luca, T. Di Matteo, and S. Pace, "Three-dimensional Josephson-coupled superconducting networks", World Scientific - Proceeding of the workshop "New Perspectives in the Physics of Mesoscopic Systems: Quantum-like Descriptions and Macroscopic Coherence Phenomena", Caserta 18-20 Aprile 1996 p. 70-78.
T. Di Matteo, F. Mancini and S. Marra, "A note on the two-dimensional negative-U Hubbard model", in Atti del congresso nazionale I.N.F.M. (1995).

Other

T. Di Matteo, T. Aste and M. Gallegati, "Productivity Firms' Size Distribution and Technology Networks", Working paper ANU-UPM (2004).

Talks:

23/03/2009 – 25/03/2009: 10th International Conference on MATHEMATICS & COMPUTERS IN BUSINESS &ECONOMICS (MCBE '09) - Prague, Czech Republic. (Oral invited presentation).
8/12/2008 – 19/12/2008: The Canberra International Physics Summer Schools on "Complex Physical, Biophysical and Econophysical Systems" - The Research School of Physical Sciences – The Australian National University, Canberra, AUSTRALIA. (Oral invited presentation).
28/08/08 – 30/08/08: International conference "Econophysics Colloquium 2008", Kiel, GERMANY. (Oral plenary presentation).
08/5/08 – 09/5/08: International workshop "Econophysics: Trends and Challenges", Niels Bohr Institute, University of Copenhagen, DENMARK. (Oral invited presentation).
04/10/07 – 05/10/07: International conference "Global versus local dynamics on networks" (GLODYN), Dresden, GERMANY. (Oral invited presentation- VIDEO LECTURE).
1/9/07 – 9/9/07: International "Summer School on “Econophysics and complexity", Sibiu ROMANIA. (Oral invited lecture).
13/09/07: Colloquium Talk "An overview of Econophysics: new insights and perspectives", Physics Department, University of Groningen, Groningen, THE NETHERLANDS. (Oral invited presentation).
18/05/07: Invited Talk at the "Grinham Managed Funds", 12 Holtermann Street, Crows Nest 2065, Sydney, AUSTRALIA.
20/02/07: "Computational Finance day" in "Second Workshop on High-dimensional Approximation", 19-22 February 2007, The Australian National University, Canberra, AUSTRALIA. (Oral invited presentation).
4/12/06 – 8/12/06: International "Summer School and Workshop on Granular Materials", 4-8 December 2006, The Research School of Physical Sciences, The Australian National University, Canberra, AUSTRALIA. (Oral invited presentation).
29/06/06 – 1/07/06: The 5th International Conference ‘Applications of Physics in Financial Analysis’, Torino, ITALY (Oral invited presentation).
11/12/05 – 14/12/05: International conference "Complex Systems", part of the SPIE International Symposium on Microelectronics, MEMS, and Nanotechnology, Queensland University of Technology, Brisbane, AUSTRALIA. (Oral invited presentation).
14/11/05 – 18/11/05: International conference "Econophysics Colloquium" - The Research School of Physical Sciences – The Australian National University, Canberra, AUSTRALIA. (Oral invited presentation).
23/05/05 - 26/05/05: International conference "Noise and Fluctuations in Econophysics and Finance", part of the Third SPIE International Symposium on Fluctuations and Noise, 23-26 May 2005, Austin, Texas, USA (Oral invited presentation).

16/03/05: The It-Au Science Forum in the ACT "Materials and Complexity" - The Research School of Physical Sciences and Engineering – The Australian National University, Canberra, AUSTRALIA (Oral presentation).

30/01/05 - 04/02/05: 16th Biennial Australian Institute of Physics (AIP) Congress - The Australian National University (ANU), Canberra, AUSTRALIA (Keynote presentation).

10/12/2005: School of Chemistry, Physics and Earth Sciences, Flinders University, Adelaide, AUSTRALIA (Invited talk).

18/10/04 - 29/10/04: International workshop "Volatility of financial markets: theoretical models, forecasting and trading" - Lorentz Center, Leiden, THE NETHERLANDS (Oral invited presentation).

16/09/04 - 18/09/04: International conference ‘New Economic Windows 2004: Complexity Hints for Economic’ - Salerno, ITALY (Oral presentation).

9/09/04 - 10/09/04: International conference "First Bonzenfreies Colloquium on Market Dynamics and Quantitative Economics" - Alessandria, ITALY (Oral invited presentation).

4/07/04 - 9/07/04: International conference on Statistical Physics (STATPHYS 22) - Bangalore, INDIA (Oral presentation).

17/04/04 - 20/04/04: COST P10 "Physics of Risk" meeting - Nyborg, DENMARK (Oral presentation).

03/11/03 - 07/11/03: International conference "New Materials and Complexity" - Kioloa, Canberra, AUSTRALIA (Oral invited presentation).