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Academic research visits and collaborations:
European Central Bank, Frankfurt, 27-29 October 2003. University of Technology Sydney, 1-15 August 2003 and 14 November 2000 - 1 January 2001, research collaboration with Professor C. Chiarella. Helsinki University of Technology, 19-22 July 2003, research visit to Professor K. Kaski. University of Siena, 9-10 June 2003 and 20-22 June 2002, research collaboration with Professor G. Gabbi. ICTP, Trieste, 1-12 April 2003, 1-15 April 2002, 12-15 April 2005, research visit to Dr. S. Franz, Dr. A. Vespignani and Dr. M. Marsili. Palermo University, 6-17 January 2003, research visit to Professor R. Mantegna. Santa Fe Institute, New Mexico (2-8 July 2001, 9 August- 3 September 2001), research collaboration with Professor D. Farmer. Otto-von-Guericke University, Magdeburg, February 1998 - March 1998, research collaboration with Professor I. Rehberg.
Membership of Scientific Committees
8th International Conference on Computing in Economics and Finance, Aix- Marselle June 27-29 2002; 11th Annual Symposium of the Society for Non-linear Dynamics and Econometrics, Florence, March 11-13 2003; 2nd conference on Complex Behaviour in Economics: Modeling, Computing, and Mastering Complexity, Aix en Provence, 8-11 May 2003; WEHIA 2005, June 12-15, University of Essex; GRID in Finance, Palermo, February 3-4, 2006; WEHIA 2006, June 15-17 University of Bologna; 12th International Conference on Computation in Economics and Finance, Cyprus, June 22-24, 2006; Noise and Fluctuations in Complex Systems and Finance, Florence, May 20-24, 2007. Econophysics Colloquium, Ancona, 27-29 September, 2007.
Conference Organization
Local co-organizer of the 13th Annual Symposium of the Society for Non-linear Dynamics and Econometrics, City University, London, March 31-April 1, 2005; Co-organizer of the 3rd Conference on Complex Behaviour in Economics: Modeling, Computing, and Mastering Complexity, Aix en Provence, 17-21 May 2006.
Editorial Activity
Associate Editor for Journal of Economic Behaviour and Organization (since 2005). Guest Editor (with Professor C. Deissenberg) for a special issue of Journal of Economic Behaviour and Organization (forthcoming, 2006) and a special issue of Computa- tional Economics (Vol 24, N 4, 2005) devoted to the 2nd Conference on Complex Behaviour in Economics: Modeling, Computing, and Mastering Complexity.
Referee activity
Referee service for Physical Review Letters, Physical Review E, Physica A, European Physical Journal, Journal of Economic Behaviour and Organization, Computa- tional Economics, Quantitative Finance, International Journal of Theoretical and Applied Finance, Advances in Complex Systems, Studies in Non-linear Dynamics and Econometrics, and Proceedings of the Royal Society.
Expert evaluator activity
Grant evaluator for the EPSRC, the British Council; Expert Evaluator for European Commission (Programmes Marie Curie and NEST, 2004, 2005, 2006).
Memberships
Member of the Institute of Physics. Member of Physics in Finance group at the Institute of Physics. Member of the London Mathematical Society. Member of the Bachelier Finance Society.
Co-founder of the Finance-and-Physics mailing list
(www.jiscmail.ac.uk/lists/finance-and- physics.html), aimed to help and promote discussions between different professional profiles involved in the study of financial markets.