Conference Objectives

The one day conference is organized jointly by the Info-Metrics Institute, American University and the University of Colorado, Boulder.

The recent financial crisis raised the specter of cascading disruptions across financial institutions, due to their growing interconnectedness and the speed at which disruptions may propagate across them.

Quantitative "Connectionist" research in the physical sciences, engineering and information theory has modeled analogous phenomena, using techniques that are less familiar to economists, financial researchers and regulators and social scientists in general.

This conference will bring the seemingly disparate researchers together, in order to share ideas and jump start future collaborations. 

Early researchers coped with the limited micro-level data about large networks by adopting information-theoretic estimation techniques (e.g. the maximum entropy method).
The conference is especially interested in papers employing information-theoretic, Bayesian techniques for additional purposes.

The conference organizers encourage submissions of papers on any topic within this overall theme, with a particular emphasis on the list below. Within the list of topics of interest, papers combining the tools of information theory or other approaches for inverse problems are of particular interest.

Conference Topics

• Characterization and estimation of interdependencies in financial, natural or engineered systems

• Prediction and control of disruption cascades (e.g. propagation of defaults, failures or epidemics) in financial, natural, or engineered Systems

• Analysis of factors and empirical findings concerning network stability in the face of shocks.

 

Program Committee

Robin Lumsdaine (American U.)
Michael J. Stutzer (Chair; U. Colorado-Boulder)
Juan Restrepo (U. Colorado-Boulder)

Confirmed Speakers

TBD

 

For more information contact Professor Michael Stutzer at michael.stutzer@colorado.edu or the Info-Metrics email above.