Research at OCS
The research activity of
the Observatory of Complex Systems is mainly focused on empirical,
numerical and theoretical studies of physical processes, which are
deterministically unpredictable, whether they are stochastic or
chaotic. The investigated systems are biological, social and economic complex
systems such as (i) the price of stocks or indices in some major stock
exchanges, (ii) DNA sequences or genes overexpressed in microarray experiments
and (iii) surveys submitted to a certain category of subjects.
- Statistically Validated Networks
- Stochastic Processes in Classical and Quantum Systems
- Noise Induced Phenomena
- Ongoing Research Projects
- CRISIS project: Complexity Research Initiative for Systemic InstabilitieS
The recent world wide economic crisis put forward the need for new tools able to help policy makers in understanding the dynamics of modern economies. This project proposes to address this need by creating an integrated set of complex systems-based ICT tools for modeling the economy that will be of practical use to policymakers in developing policy, testing policy scenarios, and assessing likely policy impacts and efficacy. Specifically, the aim of the project is to develop two empirically grounded agent based model, one describing the European financial system and the other describing the European macro-economy. These models will be the basis for the setting up of a scenario management interface and visualization interface to support analysis for policymakers. This is an FP7 ICT STREP project.
The project involves eleven research units: Potsdam Institut Fuer Klimafolgenforschung, Universiteit Van Amsterdam, Centre de Recerca en Economia Internacional - Barcelona, Medizinische Universitaet - Wien, The City University - London, London School of Economics and Political Science, Aita International Informatikai - Budapest, Universitè† degli Studi di Palermo, Commissariat a l'Energie Atomique et aux Energies Alternatives - Paris, Universitè† Politecnica delle Marche - Ancona, Scuola Normale Superiore - Pisa and Universitè† Cattolica del Sacro Cuore, Milan (which is the project leader unit).
The main tasks of the Palermo unit composed by Rosario Nunzio Mantegna (principal investigator) and Salvatore Miccichè are:
All these activities will be conducted in collaboration with the other units involved in our Workpackage.
- INET project: New tools in the credit network modeling with agents' heterogeneity
The aim of the project is to investigate systemic risk issues by combining information about the level of fragility of individual firms and the network structure of the exposures amongst firms and amongst firms and banks.
The project involves four research units: University of Palermo, Palermo, Italy, which is the project leader unit. The other three units are: Scuola Normale Superiore, Pisa, Italy, Universit√† Politecnica delle Marche, Ancona, Italy and Banca d'Italia, Rome, Italy. The project is funded by the Institute for New Economic Thinking (INET), a private foundation sponsored by George Soros.
The main tasks of the Palermo research unit composed by Rosario Nunzio Mantegna (principal investigator), Salvatore Micciché and Michele Tumminello are:
All activities will be conducted in collaboration with the research units of Universit√† Politecnica delle Marche, Banca d'Italia and Scuola Normale Superiore.
The official call for this position is available here (italian) and here (italian). For those foreigners who are interested in applying for this position, please send enquiries to Rosario Mantegna. Please note that the deadline for submitting the formal application is: 17 /11/2011.
- ELSA project: Empirically grounded agent based models for the future Air Traffic Management scenario
The aim of the project is to develop an empirically grounded agent based model for the simulation of the future European air traffic scenarios currently investigated under the European Single European Sky ATM Research (SESAR) initiative.
The project involves three research units: Deep Blue, Rome, Italy (a consultancy private company) is the project leader unit. The other two units are University of Palermo, Palermo, Italy and Scuola Normale Superiore, Pisa, Italy. The project is funded by the SESAR WPE initiative through EUROCONTROL (ECTL), The European Organization for the Safety of Air Navigation.
The main tasks of the Palermo unit composed by Rosario Nunzio Mantegna and Salvatore Micciché (principal investigator) are:
All these research activities will be conducted in collaboration with Deep Blue and the Scuola Normale Superiore research unit.
The official call for these positions is available here (italian) and here (italian). For those foreigners who are interested in applying for these positions, please send enquiries to Salvatore Miccichè. Please note that the deadline for submitting the formal application is: 17 /11/2011.
- COMPLEX-WORLD project: Complex World: Mastering Complex Systems Safely
ComplexWorld is the Netwwork that will organize the research on the applicability of state-of-the-art Complex Systems Science methodologies with the main general objective of advancing in the understanding of the behaviour of the Air Traffic Management (ATM) system, as a necessary step prior to improving its overall performance. The project is funded by Eurocontrol through SESAR JU.
The Network involves 6 Members and 43 Participants from all over Europe. We are one of the Network Members. The project is coordianted by Innaxis (Madrid).
- Progetto PRIN "Indagine di fatti stilizzati e delle strategie risultanti di agenti ed istituzioni
osservate in mercati finanziari reali ed artificiali" - prot. n. 2007TKLTSR_003
- Progetto Strep (UE - NEST/Pathfinder initiative of FP6): DYSONET
- Progetto GIACS - Coordination Action "General Integration of the Applications of Complexity in Science"
dal titolo "Dinamica
di altissima frequenza nei mercati
finanziari" approvato dal MIUR all'interno del Fondo speciale per
sviluppo della ricerca di interesse strategico (FIST anno 2000) nel
settore ``Dinamiche dei sistemi complessi''.
INFM di Palermo del progetto FIRB su "Reti
tipo cellulare e dinamiche non lineari caotiche per la modellizzazione
ed il controllo di sistemi complessi". Il progetto e' coordinato
nazionalmente dal Prof. Luigi Fortuna.
- Marie Curie Development Host
fellowship num MCFH-2001-00454 sul tema Statistical physics study on
non-coding DNA regions of complete genomes approvata dalla Unione
Europea in data 9-2001.
- Noise in Classical and
Quantum Systems (funded by INFM
and Palermo University)
- Unita' INFM di Palermo del
progetto FISR 2001 gestito da INFM dal titolo "Un nuovo approccio al
``drug design". Dalla meccanica statistica allo screening di farmaci
antivirali". Il progetto è coordinato nazionalmente dal Prof.
- Statistical Modeling of
non-coding DNA (PA-Project funded by INFM)
- Volatility in Financial
Markets (project funded by INFM through a F.R.A. research project)
- Software Development for
Liquidity Indicators in Financial Markets (project funded by FSE-INFM)
- Modeling of Price Dynamics in
Financial Markets with Advanced Methods of Statistical Mechanics
(project funded by FSE-INFM)
- Noise Analysis and Modeling
of Phase Noise in Microwave Oscillators and Filters Based on Magnetic
Films (Project 98.00639.CT11 funded by CNR)
- Phase Noise Modeling and
Measurements in Microwave Oscillators and Filters Based on Magnetic
Films (Project ARS98-83 funded by Agenzia Spaziale Italiana ASI)