Conference on Dynamics and Finance: from KAM Tori to ETFs | (smr 3883)
Starts 9 Oct 2023
Ends 13 Oct 2023
Central European Time
ICTP
Budinich Lecture Hall (LB)
Strada Costiera, 11
I - 34151 Trieste (Italy)
An ICTP meeting in person
Dynamical Systems give a mathematical framework to study and to interpret the temporal and spatial evolution of processes of different nature from physics to finance. To understand the diversity of such processes, dynamical systems theory resorts to all branches of mathematics, from geometry to probability, from number theory to differential equations.
Our conference aims to touch upon several topics in Dynamics, illustrating the connections and presenting new ideas, with special emphasis given to the following subjects:
Small divisors and KAM theory
Hamiltonian dynamics
Probabilistic aspects of dynamical systems
Teichmueller dynamics
Information theory and time series
Applications of dynamical systems to finance
Call for Contributed Abstracts: All applicants are encouraged to submit an abstract for a poster presentation. Abstract templates are available below for download.
Speakers:
M. BENINI, Universita’ di Parma
P. BERGER, CNRS/Sorbonne University
G. BORMETTI, Univesita’ di Bologna
J. CHAIKA, University of Utah
A. CHÉRITAT, University of Toulouse
D. COATES, University of São Paulo
R. DOUADY, CNRS/Sorbonne University
H. ELIASSON, CNRS/Sorbonne University
G. FORNI, University of Maryland
K. FRACZEK, Nicolaus Copernicus University
K. KHANIN, University of Toronto
D. H. KIM, Dongguk University
G. LIVIERI, London School of Economics
C. MATHEUS, CNRS/Ecole Polytechnique
P. MAZZARISI, Universita’ di Siena
F. PENE, University of Brest
A. SKRIPCHENKO, Moscow School Economics
H. TAKAHASI, Keio University
M. TANZI, NYU
G. TIOZZO, University of Toronto
M. YAMPOLSKY, University of Toronto
Grants: A limited number of grants are available to support the attendance of selected participants, with priority given to participants from developing countries. There is no registration fee.
The deadline for applicants requesting financial and/or visa support is 15 July 2023; the deadline for all other applicants is 15 September 2023.
**DEADLINE: 15/09/2023**
Organizers
Jacopo DE SIMOI (University of Toronto, Canada), Fabrizio LILLO (Università di Bologna and SNS, Pisa, Italy), Corinna ULCIGRAI (University of Zurich, Switzerland), Sandro VAIENTI (Centre de Physique Theorique, France), Local Organiser: Stefano Luzzatto (ICTP)