Important dates:
Deadline for extended abstracts/completed manuscripts July 31, 2016
Notification of acceptance August 14, 2016
Deadline for registration November 18, 2016
Workshop December 2-4, 2016

Aims and Scope

In the Big Data age, the Internet-based media, such as instant messaging, social networks, search engines, give rise to the “complex information environments”, with the tremendous interaction in the complex networks of market participants, who are fed with overwhelming and diversified information sources and contents. The information processing, and, therefore, the investing behaviors of the market players are profoundly changed, resulting in new dynamics of the markets. This inaugural Workshop on the Complex Information and Financial Market Dynamics aims to deepen the scientific understandings of the individual behaviors and their linkage with the emerging market dynamics, and to provide theoretical guidance and concrete measures for financial regulators.

This workshop is based on the joint research project “On the Dynamics of the securities markets under Complex Information Environments: from Micro to Marco”, which is funded by the National Natural Science Foundation of China (No. 71320107003). Three research teams from China Center for Social Computing & Analytics (CCSCA, Tianjin University), Quantitative Finance Research Centre (QFRC, University of Technology Sydney), and AI-ECON Research Center (AI-ECON, National Chengchi University) involve in this research project. As a part of the joint research project, the workshop will present and discuss the latest development of three research teams and other participants whose research are closely related to the research project, and develop further research collaborations.



The workshop covers topics in both the theoretical and empirical aspects of the ontology and epidemiology of complex information and the resultant social interactions and behaviors of heterogeneous individuals in the financial market. Topics comprise, but are not limited to:

  • Agent-based Financial Market Modeling, Calibration and Validation
  • Big Data in Finance
  • Econophysics
  • Experimental Economics
  • Interbank Markets and Systemic risk
  • Asset Pricing
  • Socio-economic and Financial Networks
  • DSGE Models with Heterogeneous Agents
  • Bounded Rationality
  • Learning and Interacting in Economics
  • Collective Decision and Social Intelligence
  • Policy Design with Agent-based Models
  • Evolutionary Game Theory
  • Market Structure and its Emergence
  • High Frequency Data in Financial Market

Contacts Us

Please feel free to contact us via email to fengxu@tju.edu.cn
Don't forget to visit the workshop website for the latest information.

Add: No.92, Weijin Road, Nankai District Tianjin, 300072, P.R.China
Tel: +86-022-27891308