Frédéric Abergel is a Professor and Director of the
Laboratory of Mathematics Applied to Systems, École Centrale Paris, Grande voie
des vignes, Châtenay-Malabry, France. His research interests include financial
markets, modeling of derivatives, and empirical properties of financial data.
He has organized a number of international conferences and is also managing
editor of the journal Quantitative
Finance.
He has published many articles in peer-reviewed journals.

Anirban Chakraborti is a Professor at Jawaharlal Nehru
University, India. He gained his PhD in Physics in 2003 for a thesis entitled
"Application of Statistical Physics to some Econophysics and Optimization
Problems" and in 2009 he was awarded an Indian National Science Academy Young
Scientist Medal. His current research focuses on statistical physics and its
interdisciplinary application to problems in complex systems in economic and
social sciences, and combinatorial optimization.

Hideaki Aoyama is a Professor in the Department of
Physics, Graduate School of Science, Kyoto University, Japan. Prior to taking
up this position in 2003, he was Professor in the Faculty of Integrated Human
Studies and College of Liberal Arts and Sciences. He has published 46 research
papers in physics, 3 in linguistics, and 25 in econophysics. He is a lifetime
member of the American Physical Society and former president of the Kyoto
chapter of the Japanese Physical Society.

Bikas K. Chakrabarti is Senior Professor of Physics at
the Saha Institute of Nuclear Physics, Kolkata, India and Visiting Professor of
Economics at the Indian Statistical Institute, Kolkata. He was elected as a Fellow of the Indian
Academy of Sciences in 1997 and a Fellow of the Indian National Science Academy
in 2003. His interests are condensed matter physics, statistical physics, and computational
physics and he is the author of more than 150 refereed papers.

Nivedita Deo is Associate Professor in the Department
of Physics and Astrophysics, University of Delhi, India. Her research interests
include statistical mechanics of superstrings, quantum chaos, glasses, the spectrum
of instantaneous normal modes in liquids and random matrices, and the mathematical
properties of random matrix models. She is the author of many articles in
peer-reviewed publications.

recent research and reviews contemporary developments in the fields of

econophysics and sociophysics

Includes
comments and debates on the latest issues

Contains
proceedings from a workshop attended by leading scientists from all over the world

Includes supplementary material: [...]

Anindya S.
Chakrabarti, Topology of the international trade network: size, asymmetry and
volatility.- Attilio Stella, Optimal growth in the network of global economy.- Bikas
K. Chakrabarti, Inequality in Societies, Academic Institutions & Science
Journals: Gini & k-indices.- Damien Challet, Market nanostructure insight
into market stylized facts.- Deepak Dhar, Dynamical networks of agents with
degree preference.- Diego Garlaschelli, Network reconstruction, systemic risk,
and early-warning signals.- Dipankar Gupta, Boundaries, Transgressions and
Disciplinary Dynamics.- Emanuele Pugliese, New Metrics for Economic Complexity.-
Fabrizio Lillo, Complex network methods for systemic risk assessment.- Frédéric
Abergel, Imperfections of financial markets: a limit order book perspective.- Harbir
Lamba, Modelling momentum traders in a financial market using
Prandtl-Ishlinskii operators.- Hideaki Aoyama, Deflation and Money.- Irena
Vodenska, Bi-partite network approach to predictabilityof financial markets
and news sentiments.- János Kertész, Kinetics of Social Contagion.- Joshin
Murai, A model of order signs under multiple order splitting and public
information.- Karmeshu, Stochastic Modelling of High Frequency Intra-day Stock
Returns: Emergence of Cubic Power-Law.- Kimmo Kaski, Social Physics: Studies of
in vivo / in situ human sociality.- Kousik Guhathakurta, Comparing the
complexity of emerging and developed stock markets using recurrence network
analysis.- M.S. Santhanam, Records statistics and financial time series.- Marco
Patriarca, The microscopic origin of the Pareto law and other power-law
distributions.- Matteo Marsili, Complexity driven collapse of economic
equilibria.- Michele Caraglio, Bridging intraday and interday market behavior
through scaling.- Parongama Sen, Segregation dynamics with continuously varying
utility factor.- Sandeep Juneja, Nearest neighbor based and other popular
methods for pricing Bermudan options.- Sitabhra Sinha, Loss of structural
balance in the network of cross-correlations characterizing a financial market
signals the onset of major economic crisis.- Stanislao Gualdi, A dynamic model
of input-output production networks: general equilibrium stability and
emergence of scale-free structures.- Taisei Kaizoji, Why does the power law for
share price hold?.- Takaaki Ohnishi, Real estate valuation using k-nearest
neighbor regression.- Takayuki Mizuno, Statistically detecting stock bubbles
before they burst.- Victor Yakovenko, Economic inequality from statistical
physics point of view.- Yoshi Fujiwara, Quantifying Financial Distress in a
Nation-wide Production Network.- Yoshiyuki Arata, Macroeconomic Consequences of
Lumpy Investment under Uncertainty.- Youngna Choi, Tracking Financial
Instability Contagion: modeling and data calibration.- Yuichi Ikeda, Community
and Controllability of Global Production Network: Focusing on the Economic
Crisis of 2008.