Schedule

Thursday 5 August

Friday 6 August

8:45-9:00

Opening: Graciela González Farías

9:00-9:50

M1
Recent econophysics projects at the Observatory of Complex Systems

Rosario Nunzio Mantegna,
University of Palermo

Moderador: Andrés García

M5
When Elon Musk changes his tone, does Bitcoin adjust its tune?

Toan Luu Duc Huynh
School of Banking,
University of Economics Ho Chi Minh City

Moderador: Andrés García

10:00-10:50

M2
Dynamics of market states in the space of correlation matrices

Thomas H. Seligman,
ICF-UNAM

Moderador: Andrés García

M6
Indicators for Monitoring the Fragility in Global Financial Indices

Sunil Kumar
Department of Physics, Ramjas College,
University of Delhi

Moderador: Andrés García

11:00-11:30

Break

Break

11:30-12:20

M3
Complex eigenvectors and asymmetric networks of assets

Leonidas Sandoval Jr.
INSPER

Moderador: Benito Rodríguez

M7
Efficient markets: a view from the econophysic

Juan E. Trinidad
Universidad de Almería

Moderador: Benito Rodríguez

12:30-13:20

M4
Some statistical properties of “price runs” in financial indices and their corresponding multi-scale returns

A. Raúl Hernández Montoya
CIIE-UV

Moderador: Benito Rodríguez

M8
Are High Frequency Markets More Efficient?

Ricardo Lino Mansilla
CEIICH-UNAM

Moderador: Benito Rodríguez

13:30-15:00

Break

Break

15:00-15:25

P1
Search of universal trading strategies by grammar-based genetic programming

Carlos Manuel Rodríguez Martinez
CIIE-UV

Moderador: Ulises Márquez

P5
Estimación oportuna de la actividad económica de México

Francisco Corona
INEGI

Moderador: Benito Chaudary

15:30-15:55

P2
Optimización de portafolios usando procesos difusivos

Julio Cesar
FCFM-UANL

Moderador: Ulises Márquez

M9
Long term portfolio design and the Arrow-Pratt index

Daniel Hernández
CIMAT

Moderador: Benito Chaudary

16:00-16:25

P3
Causal relationships between the size of gaps in an order book and the magnitude of returns

Roberto Mota,
ICF-UNAM

Moderador: Ulises Márquez

16:30-16:55

P4
Análisis de relaciones asimétricas en tablas de Insumo-Producto: El caso de México

José Valentín Solís y Arias,
INEGI

Moderador: Ulises Márquez

Closure
Andrés García Medina