Rosario Nunzio Mantegna: Difference between revisions

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In September 1998, Rosario Mantegna was the organizer and the Chairman of one of the first meetings on Econophysics. This was the “International Workshop on Econophysics and Statistical Finance” held at University of Palermo, Italy. This Workshop is the first Workshop on Econophysics that has published proceedings<ref>[https://www.sciencedirect.com/journal/physica-a-statistical-mechanics-and-its-applications/vol/269/issue/1 Physica A: Statistical Mechanics and its Applications]. ''ScienceDirect''. Volume 269, Issue 1 Pages 1-188 (1 July 1999)</ref>.
In September 1998, Rosario Mantegna was the organizer and the Chairman of one of the first meetings on Econophysics. This was the “International Workshop on Econophysics and Statistical Finance” held at University of Palermo, Italy. This Workshop is the first Workshop on Econophysics that has published proceedings<ref>[https://www.sciencedirect.com/journal/physica-a-statistical-mechanics-and-its-applications/vol/269/issue/1 Physica A: Statistical Mechanics and its Applications]. ''ScienceDirect''. Volume 269, Issue 1 Pages 1-188 (1 July 1999)</ref>.
=== Lévy random variables algorithm ===
In 1994 Mantegna wrote an algorithm for the generation of random values of symmetric a-stable Lévy random variables<ref>Rosario Nunzio Mantegna. [https://doi.org/10.1103/PhysRevE.49.4677 Fast, accurate algorithm for numerical simulation of Lévy stable stochastic processes]. ''Physical Review E''. P49, 4677 – Published 1 May 1994</ref>. His algorithm is one the of the fastest and more accurate algorithms generating symmetric a-stable Lévy variables in the interval a=(0.75,2) of the scaling parameter<ref>E Pantaleo, P Facchi, and S Pascazio, [https://iopscience.iop.org/article/10.1088/0031-8949/2009/T135/014036/meta Simulations of Lévy flights]. ''Physica Scripta'', Volume 2009, Number T135 Published 31 July 2009. The Royal Swedish Academy of Sciences.</ref>.


== References ==
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Revision as of 16:51, 17 January 2023

Rosario N. Mantegna is Applied Physics professor[1] at Palermo University, Palermo, Italy, and member of the External Faculty of the Complexity Science Hub Vienna[2].

Rosario Nunzio Mantegna
Born
August 23th, 1960, Palermo, Italy
Nationality
Italian
Education
Master’s degree in physics at Palermo University obtained on June 29th 1984. Thesis: “Effetto della diffusione spettrale sulla cinetica di saturazione delle risonanze magnetiche (in Italian)”.
PhD in physics. Palermo University March 1990. Thesis: Processi stocastici e fenomeni caotici in sistemi non lineari a frequenza di microonde (in Italian)”.
Fields
Statistical Physics; Econophysics; Financial Markets; Complex systems; Complex networks.
Institutions
Full professor of Applied Physics at the Dipartimento di Fisica e Chimica - Emilio Segrè, Palermo University. Italy. Since 30/12/2004
Member of the External Faculty of the Complexity Science Hub Vienna, Wien, Austria. Since 4/2017.
Notes
Top Italian Scientist in Physics [3]

He graduated in Physics at Palermo University in 1984 and did his PhD in Physics at the same University defending his thesis on “Stochastic process at microwave frequency” in 1990. He was postdoc at the Max-Planck Institute for Quantum Optics in Munich where he did experiments on quantum chaos and at Boston University where he worked on complex systems under the mentorship of Gene Stanley. During 2012-2016 he was also professor at the “Center for Network Science” and “Department of Economics” of Central European University, Budapest, Hungary[4]. During 2016-2021 he was honorary professor at University College London, UK. He is an associate of the UCL Centre for Blockchain Technologies[5].

He has been principal investigator or member of several international and national research projects funded by the European Union, the National Science Foundation of USA, The Italian Ministry of Education, The Italian Institute for the Physics of Matter, and by the Institute for New Economic Thinking[6].

Education and career

Education

  • 1984: Master’s degree in physics at Palermo University obtained on June 29th 1984. Thesis: “Effetto della diffusione spettrale sulla cinetica di saturazione delle risonanze magnetiche (in Italian)”.
  • 1990: PhD in physics. Palermo University March 1990. Thesis: Processi stocastici e fenomeni caotici in sistemi non lineari a frequenza di microonde (in Italian)”.

Current positions

  • 30/12/2004 - today: Full professor of Applied Physics at the Dipartimento di Fisica e Chimica - Emilio Segrè, Palermo University. Italy.
  • 4/2017 - today: Member of the External Faculty of the Complexity Science Hub Vienna, Wien, Austria.

Previous positions

  • 1/10/1989 - 31/1/1990: with a CNR fellowship at “Istituto per le Applicazioni Interdisciplinari della Fisica” of Consiglio Nazionale delle Ricerche, Palermo.
  • 1/2/1990 - 31/1/1991: Post-Doc at the “Max-Planck Institut für Quantenoptik”, Munich (Germany) with an Advanced Fellowship NATO-CNR.
  • 14/10/1993 - 13/10/1994: Post-Doc at the “Center for Polymer Studies and Department of Physics of Boston University”, Boston MA, USA.
  • 17/10/1994 - 31/10/1999: Assistant professor of Physics at the “Dipartimento di Energetica ed Applicazioni di Fisica” of Palermo University, Palermo, Italy.
  • 1/11/1999 - 29/12/2004: Associate professor of Applied Physics at the “Dipartimento di Energetica ed Applicazioni di Fisica” and then at “Dipartimento di Fisica e Tecnologie Relative” of Palermo University, Palermo, Italy.
  • 1/9/2012 - 31/8/2016: Professor at the “Center for Network Science” and “Department of Economics”, Central European University, Budapest, Hungary.
  • 1/3/2016 - 28/2/2021: Honorary professor at the “Department of Computer Science” of University College London, London, UK.

Research

Early days of econophysics

His research concerns interdisciplinary applications of statistical physics. He contributed to the analysis and modeling of social and economic systems with tools and concepts of statistical physics as early as 1990 by writing what is considered the first paper of econophysics[7]. In 1995 he published the first Nature paper on econophysics together with Gene Stanley[8] and in 1999 he co-authored the first book on Econophysics[9].

In September 1998, Rosario Mantegna was the organizer and the Chairman of one of the first meetings on Econophysics. This was the “International Workshop on Econophysics and Statistical Finance” held at University of Palermo, Italy. This Workshop is the first Workshop on Econophysics that has published proceedings[10].

Lévy random variables algorithm

In 1994 Mantegna wrote an algorithm for the generation of random values of symmetric a-stable Lévy random variables[11]. His algorithm is one the of the fastest and more accurate algorithms generating symmetric a-stable Lévy variables in the interval a=(0.75,2) of the scaling parameter[12].

References

  1. ↑ Rosario Nunzio Mantegna - Università degli Studi di Palermo
  2. ↑ Rosario Mantegna - Palermo University & CSH External Faculty
  3. ↑ Rosario Nunzio Mantegna - Top Italian Scientist in Physics
  4. ↑ Exploring Criminal Patterns - Central European University
  5. ↑ Rosario Mantegna - UCL Blockchain
  6. ↑ Rosario Nunzio Mantegna - Institute for New Economic Thinking
  7. ↑ Rosario Nunzio Mantegna. Lévy walks and enhanced diffusion in Milan stock exchange. Physica A: Statistical Mechanics and its Applications. Volume 179, Issue 2, 1 December 1991, Pages 232-242.
  8. ↑ Rosario N. Mantegna & H. Eugene Stanley. Scaling behaviour in the dynamics of an economic index. Nature. 376, pages46–49 (1995).
  9. ↑ Mantegna, R., & Stanley, H. (1999). Introduction to Econophysics: Correlations and Complexity in Finance. Cambridge: Cambridge University Press. The book has been translated in Japanese (EconomistSha, Inc.), in Polish (Polish Scientific Publishers PWN), in Indonesian (Pearson Education Asia), in Chinese (Lianjing Publishing House) and in Russian (Editorial URSS).
  10. ↑ Physica A: Statistical Mechanics and its Applications. ScienceDirect. Volume 269, Issue 1 Pages 1-188 (1 July 1999)
  11. ↑ Rosario Nunzio Mantegna. Fast, accurate algorithm for numerical simulation of Lévy stable stochastic processes. Physical Review E. P49, 4677 – Published 1 May 1994
  12. ↑ E Pantaleo, P Facchi, and S Pascazio, Simulations of Lévy flights. Physica Scripta, Volume 2009, Number T135 Published 31 July 2009. The Royal Swedish Academy of Sciences.
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