The first SSC 2016 invited speaker is Prof. Doyne Farmer. Doyne is Director of the Complexity Economics program at the Institute for New Economic Thinking at the Oxford Martin School, Professor in the Mathematical Institute at the University of Oxford, and an External Professor at the Santa Fe Institute. His current research is in economics, including agent-based modeling, financial instability and technological progress. He was a founder of Prediction Company, a quantitative automated trading firm that was sold to the United Bank of Switzerland in 2006. His past research includes complex systems, dynamical systems theory, time series analysis and theoretical biology. During the eighties he was an Oppenheimer Fellow and the founder of the Complex Systems Group at Los Alamos National Laboratory. While a graduate student in the 70’s he build the first wearable digital computer, which was successfully used to predict the game of roulette.
The second SSC 2016 invited talk will be on “Modelling resilience of agent-based complex systems” by Prof. Volker Grimm. Biologist and physicist by training, Volker is a world-leading expert in modelling socio-ecological systems. His research is also focused on optimizing model development, communication and validation. He has (co)authored influential books on agent-based modelling and collaborated to the development of the well-known ODD protocol for model documentation.
The third invited speaker is Prof. Frank Schweitzer (ETH Zurich). Frank is Chair of Systems Design at ETH Zurich, where he leads a group that aims to understand the dynamics of organisations and complex socio-economic systems.
The fourth SSC 2016 invited speaker is Prof. Toyotaro Suzumura (IBM T.J. Watson Research Center, New York). He holds his Ph.D. in Computer Science from Tokyo Institute of Technology and is now working on big data processing middlewares, large-scale graph analytics, supercomputing/high performance computing, and microscopic simulation platforms.
The fifth SSC 2016 invited speaker is Prof. Giulia Iori (City University London). Professor Iori obtained a BSc and a PhD in Physics from the University of Rome. She has been a physics research fellow at several international research institutes and Universities. Before joining City University London as a Professor of Economics in 2005, she worked at the University of Essex as a Lecturer of Finance and at Kings College London as a Reader in Financial Mathematics. Her current research interests include: market microstructure, financial stability, agent based modelling, complexity, networks, high-frequency trading, option pricing and hedging. She is the author of several peer-reviewed papers in leading journals in finance and physics, and her work has been funded by the British Academy, the European Commission, the EPSRC plus a number of small grants from national and international awarding bodies. She was awarded the Lamfalussy Fellowship from the European Central Bank in 2003. She is an associate editor of Journal of Economics Dynamics and Control and of Journal of Economic Interaction and Coordination. She regularly serves as expert grant evaluator for the ESRC and the European Commission. She is a member of the London Mathematical Society and a member of the Institute of Physics.