New Perspectives and Challenges in Econophysics and Sociophysics

1.- Acep Purqon, Group identification Analysis using Hybrid Method ( (RMT-CN-LPAm+ and RMT-BDM-SA) in Indonesian Stock Market Dynamics 2.- Alejandro R. H. Montoya, A New Method and new variables to assess symmetry of financial returns time series 3.- Ananya Lahiri, Fractional Brownian markets with time-varying volatility and high-frequency data 4.- Andreas Flache, Social integration in a diverse society: social complexity models of the link between segregation and the dynamics of opinion polarization 5.- Anindya S. Chakarabarti, Executive compensation structure: A spectral graph theoretic formulation 6.-Aparna Mehra, Copula Theory in Portfolio Optimization 7.- Aparna Sawhney, Tracking Energy Efficiency of the Indian Iron and Steel Industry 8.- Bikas K. Chakrabarti, Fat tailed distributions for deaths in conflicts and disasters 9.- Bruce M. Boghosian, Criticality and Duality in an Asset-Exchange Model of Inequality 10.- Cheong Siew Ann, From the Knowledge of Physics to the Physics of Knowledge 11.- Damien Challet, Empirical properties of the opening and closing auctions of US equities 11.- Dipyaman Sanyal, Effect of Tobin Tax in an Experimental Minority Game Market 12.- Frédéric Abergel, Optimal placement of limit orders in order-driven markets 13.- Ioane Muni Toke, Estimation of ratios of intensities in a Cox-type model of limit order books 14.- Irena Vodenska, Network-based modeling of systemic risk propagation in global financial systems 15.- Kiran Sharma, Financial Market "States": correlations & complexity 16.- Kousik Guhathakurta, How closely are the Asia Pacific market related to the developed market: a network analysis, 17.- M. S. Santhanam, Extreme events in time series and on networks 18.- Nils Bertschinger, Volatility dynamics: Towards early warning signs of financial

Frédéric Abergel is Director of the Laboratory of Mathematics Applied to Systems, École Centrale Paris, France, where he holds the BNP Paribas Chair of Quantitative Finance. His previous posts include head of the equity, commodity, and hybrid quantitative analytics group at Natixis and head of the Paris quantitative analytics group for Barclays Capital. His research interests are financial markets, modeling of derivatives, and the empirical properties of financial data. He is Managing Editor of the journal Quantitative Finance and is the author of many publications.

Bikas K. Chakrabarti is Professor of Physics at the Saha Institute of Nuclear Physics, Kolkata, India. He is responsible for major achievements in the fields of quantum annealing and analog quantum computation, statistical physics of fracture and breakdown, and statistical physics of social sciences. Professor Chakrabarti is Executive Editor (region: India) for the European Physical Journal B and an editorial board member for various other journals. He has authored or co-authored ten books and more than 180 papers in refereed journals.

Anirban Chakraborti is Professor in the School of Computational and Integrative Sciences at Jawaharlal Nehru University (JNU), New Delhi, India. He is Coordinator of the Mathematical and Computational Empowerment Cell at JNU and a Consultant for TCS Innovation Labs, Delhi. His research interests include econophysics and sociophysics, complex systems, computational finance, statistical physics, and nanosciences. He is an editorial board member for the series Physics of Society: Econophysics and Sociophysics (Cambridge University Press) and the journal Complexity Economics.

Nivedita Deo is Professor in the Department of Physics and Astrophysics at the University of Delhi, India. In addition to the University of Delhi, she has taught at Mount Holyoke College, Tufts University, and Purdue University in the United States. She was also a Visiting