***** To join INSNA, visit http://www.insna.org ***** Hi Matt, Besides the network book Networks, Crowds, and Markets, by D. Easley and J. Kleinberg (Cambridge University Press, Cambridge, 2010), the following are some general and standard references from econophysics on finance-complexity-networks. Best, --Moses An Introduction to Econophysics: Correlations and Complexity in Finance, R. N. Mantegna and H. E. Stanley (Cambridge University Press, Cambridge, 1999). The Statistical Mechanics of Financial Markets, Johannes Voit (Springer; 3rd edition, 2005). Why Stock Markets Crash: Critical Events in Complex Financial Systems, D. Sornette (Princeton University Press, Princeton, 2004). Jean-Philippe Bouchaud, Marc Potters (2003). Theory of Financial Risk and Derivative Pricing. Cambridge University Press. Econophysics and Finance, Joseph McCauley, Dynamics of Markets (Cambridge University Press, Cambridge, 2004). Why Stock Markets Crash: Critical Events in Complex Financial Systems, Didier Sornette (Princeton University Press, 2004). Mathematical modelling of collective behavior in socio-economic and life sciences, Giovanni Naldi, Lorenzo Pareschi, Giuseppe Toscani (Birkhauser, 2010). "The application of continuous-time random walks in finance and economics". Enrico Scalas (2006). Physica A 362 (2): 225–239. Bibcode 2006PhyA..362..225S. "Statistical properties of the volatility of price fluctuations". Y. Liu, P. Gopikrishnan, P. Cizeau, M. Meyer, C.-K. Peng, and H. E. Stanley (1999). Physical Review E 60 (2): 1390. "Is economics the next physical science?" J. D. Farmer, M. Shubik, and E. Smith, Physics Today 58 (9), 37–42 (2005). "Income Tax Evasion Dynamics: Evidence from an Agent-based Econophysics Model." Michael Pickhardt and Goetz Seibold (2011). arXiv:1112.0233. "Random matrix approach to cross correlations in financial data". Vasiliki Plerou, Parameswaran Gopikrishnan, Bernd Rosenow, Luis Amaral, Thomas Guhr and H. Eugene Stanley (2002). Physical Review E 65 (6): 066126. "Scaling and memory in volatility return intervals in financial markets". K. Yamasaki, L. Muchnik, S. Havlin, A. Bunde, and H.E. Stanley (2005). PNAS 102 (26): 9424–8. "Bubble trouble: Can a Law Describe Bubbles and Crashes in Financial Markets?". Tobias Preis; H. Eugene Stanley (2011). Physics World 24 (5): 29–32. "Switching processes in financial markets". Tobias Preis, T.; Johannes J. Schneider; H. Eugene Stanley (2011). Proceedings of the National Academy of Sciences 108 (19): 7674–7678. On Sat, Dec 10, 2011 at 12:25 PM, Matt Moore <[log in to unmask]> wrote: > ***** To join INSNA, visit http://www.insna.org ***** > > Hello, > > I'm interested in network research that examines financial markets (esp. systemic risks). I'm aware of: > - ETH Zurich (esp. Stefano Battiston & James Glattgelder) > - New England Complex Systems Institute (esp. Yavni Bar-Yam) > - George Sugihara @ Scripps Institution of Oceanography > > Who else would people on this list recommend looking up? > > Many thanks, > > Matt Moore > > _____________________________________________________________________ > SOCNET is a service of INSNA, the professional association for social > network researchers (http://www.insna.org). To unsubscribe, send > an email message to [log in to unmask] containing the line > UNSUBSCRIBE SOCNET in the body of the message. _____________________________________________________________________ SOCNET is a service of INSNA, the professional association for social network researchers (http://www.insna.org). To unsubscribe, send an email message to [log in to unmask] containing the line UNSUBSCRIBE SOCNET in the body of the message.