Università degli Studi di Palermo (UNIPA) - Italy
The University of Palermo (UNIPA), established in 1806, is a consolidated institution of higher education and research. UNIPA attracts about 12,600 first year students for a total number of about 65,000 students. The Observatory of Complex Systems (OCS) is a research group of the Department of Physics of UNIPA and it is specialized in the analysis and modeling of complex systems of economic, physical, and biological origin.
Main tasks in the project: UNIPA will be involved in the construction of the dataset containing standard economic indicators as well as fine grained economic data. More specifically, UNIPA will give the WP leader the data assets in its possession according to the limitations of the signed licence agreements and help to create a database architecture based on the needs assessment and sourcing strategy. UNIPA will also be involved in the testing of the whole database consistency and functionality. UNIPA also plays a significant role in the development of the agent base model of the financial system.
Key UNIPA personnel working on this project
Rosario MANTEGNA, Full Professor of Applied Physics
Rosario Mantegna is, today, recognized as one of the leading pioneers in the field of econophysics. He started working in the field of the analysis and modeling of social and economic systems with tools and concepts of statistical physics in the early 90s'. He published the first econophysics paper in a physics journal in 1991. He also co-authored the first econophysics paper in Nature, in 1995. In 1999 he published the first book on econophysics. Just after Mantegna earned his tenured position in 1999, he founded the Observatory of Complex Systems (http://ocs.unipa.it ), a research group of the Physics Department of Palermo University. Mantegna has participated in several international research projects contributing to the management and coordination of them (examples are the COST P10 action "Physics of Risk" and the GIACS (General Integration of the Applications of Complexity in Science) coordination action of the European Union).
Salvatore MICCICHE', Assistant Professor of Applied Physics
He is a member of the Observatory of Complex Systems (OCS). Previously, he held the position of I.N.F.M. researcher. Research interests: Stochastic Processes, volatility, financial Markets.