{"id":11042,"date":"2021-04-28T14:33:53","date_gmt":"2021-04-28T12:33:53","guid":{"rendered":"http:\/\/iss.uw.edu.pl\/?page_id=11042"},"modified":"2021-04-30T14:52:50","modified_gmt":"2021-04-30T12:52:50","slug":"jorgen-vitting-andersen","status":"publish","type":"page","link":"http:\/\/iss.uw.edu.pl\/en\/jorgen-vitting-andersen\/","title":{"rendered":"Jorgen-Vitting Andersen"},"content":{"rendered":"<p class=\"qtranxs-available-languages-message qtranxs-available-languages-message-en\"><a href=\"http:\/\/iss.uw.edu.pl\/pl\/wp-json\/wp\/v2\/pages\/11042\" class=\"qtranxs-available-language-link qtranxs-available-language-link-pl\" title=\"Polski\">Polish<\/a> For the sake of viewer convenience, the content is shown below in the alternative language. You may click the link to switch the active language.<\/p><p><\/p>\n<p style=\"text-align: justify\"><span style=\"font-family: helvetica, sans-serif;font-size: 12pt\"><div class=\"su-box su-box-style-soft\" id=\"\" style=\"border-color:#000000;border-radius:3px\"><div class=\"su-box-title\" style=\"background-color:#333333;color:#FFFFFF;border-top-left-radius:1px;border-top-right-radius:1px\">Prof. Jorgen-Vitting Andersen<\/div><div class=\"su-box-content su-u-clearfix su-u-trim\" style=\"border-bottom-left-radius:1px;border-bottom-right-radius:1px\"><\/span><\/p>\n<h5 style=\"text-align: justify\"><span style=\"font-family: helvetica, sans-serif\"><img loading=\"lazy\" class=\" wp-image-11078 alignleft\" src=\"http:\/\/iss.uw.edu.pl\/wp-content\/uploads\/sites\/286\/2021\/04\/linkedin_photo_jorgen_vitting_andersen_2dfb262794.jpg\" alt=\"\" width=\"192\" height=\"192\" \/>STANOWISKO \/ POSITION<\/span><\/h5>\n<p style=\"text-align: justify\"><span style=\"font-family: helvetica, sans-serif\">Cz\u0142onek <a title=\"O\u015brodek Badania Uk\u0142ad\u00f3w Z\u0142o\u017conych i Nowych Technologii\" href=\"http:\/\/iss.uw.edu.pl\/osrodek-badania-ukladow-zlozonych-i-nowych-technologii\/\">O\u015brodka Bada\u0144 Uk\u0142ad\u00f3w Z\u0142o\u017conych i Nowych Technologii<\/a> \/ Member of the <a href=\"http:\/\/iss.uw.edu.pl\/osrodek-badania-ukladow-zlozonych-i-nowych-technologii\/\">Center for Complex Systems and New Technologies<\/a>\u00a0<\/span><\/p>\n<p style=\"text-align: justify\"><span style=\"font-family: helvetica, sans-serif\">Senior Researcher, Centre national de recherche scientifique (CNRS), France Centre d\u2019Economie de la Sorbonne (CES), Paris 1<\/span><\/p>\n<h5 style=\"text-align: justify\"><span style=\"font-family: helvetica, sans-serif\">KWALIFIKACJE \/ QUALIFICATIONS<\/span><\/h5>\n<p style=\"text-align: justify\"><span style=\"font-family: helvetica, sans-serif\">Senior Researcher in Econophysics, Socio-Finance\/Quantitative Behavioral Finance. Interdisciplinary methods (Statistical Physics, Psychology and Sociology) are used to understand human decision making in financial markets seen as complex system.<\/span><\/p>\n<p><span style=\"font-family: helvetica, arial, sans-serif\">e-mail: Jorgen-Vitting.Andersen@univ-paris1.fr<\/span><\/p>\n<p><a href=\"https:\/\/scholar.google.fr\/citations?user=St3Ogx0AAAAJ&amp;hl=en\"><span style=\"font-family: helvetica, arial, sans-serif\">Google Scholar<\/span><\/a><\/p>\n<p><a href=\"https:\/\/www.pantheonsorbonne.fr\/recherche\/page-perso\/page\/?tx_oxcspagepersonnel_pi1[uid]=jvandersen&amp;cHash=9e8ceb6b21355b85584cf3c398277ce4\"><span style=\"font-family: helvetica, arial, sans-serif\">Pantheonsorbonne<\/span><\/a><\/p>\n<p style=\"text-align: justify\"><span style=\"font-family: helvetica, sans-serif\"><\/div><\/div><\/span><\/p>\n<h5 style=\"text-align: justify\"><span style=\"font-family: helvetica, sans-serif\">WYKSZTA\u0141CENIE \/ EDUCATION<\/span><\/h5>\n<ul style=\"text-align: justify\">\n<li><span style=\"font-family: helvetica, arial, sans-serif\">2007 &#8211; HDR Nice University<\/span><\/li>\n<li><span style=\"font-family: helvetica,sans-serif\">1988-1991 &#8211; Ph.D., Physics (1991), Technical university of Denmark (DTU)<\/span><\/li>\n<li><span style=\"font-family: helvetica, sans-serif\">1986-1988 &#8211; M.A., Physics (1988), University of Aarhus, Denmark<\/span><\/li>\n<li><span style=\"font-family: helvetica, sans-serif\">1982-1986 &#8211; Universities of Aarhus\/Copenhagen, Denmark<\/span><\/li>\n<\/ul>\n<h5 style=\"text-align: justify\"><span style=\"font-family: helvetica, sans-serif\">PROJEKTY BADAWCZE \/\u00a0RESEARCH PROJECTS<\/span><\/h5>\n<p style=\"text-align: justify\"><span style=\"font-family: helvetica, sans-serif\"><strong>Experimental and Quantitative Behavioral Economics \/ Finance<\/strong><\/span><br \/>\n<span style=\"font-family: helvetica, sans-serif\">Game theory, computer simulations and real experiments of financial markets, are used to understand human decision making in a trading floor.<\/span><\/p>\n<p style=\"text-align: justify\"><span style=\"font-family: helvetica, sans-serif\"><strong>Systemic Risk<\/strong><\/span><br \/>\n<span style=\"font-family: helvetica, sans-serif\">Contagion is studied via a non-linear pricing formula which has its origin in earthquake dynamics. The non-linear dynamics enable a way to detect cause and effect, without having to use statistical methods such as Granger causality. Rational expectations can be used to give an optimal estimation of the time for onset of systemic crises.<\/span><\/p>\n<p style=\"text-align: justify\"><span style=\"font-family: helvetica, sans-serif\"><strong>Prediction in Complex Systems\/Financial Markets<\/strong><\/span><br \/>\n<span style=\"font-family: helvetica, sans-serif\">Author of several papers suggesting detection of pockets of predictability in financial markets (cited in <em>New Scientist<\/em>, interviewed by BBC\u2019s \u201cHorizon\u201d scientific flagship program).<\/span><\/p>\n<p style=\"text-align: justify\"><span style=\"font-family: helvetica, sans-serif\"><strong>Quantitative Behavioral Finance<\/strong><\/span><br \/>\n<span style=\"font-family: helvetica, sans-serif\">Applying key concepts from Behavioral Finance, like consensus, anchoring, framing, in a quantitative manner to get new insights on human decision making in financial markets. Inventor of the term \u201cSocio-Finance\u201d, introduced in my book \u201cAn Introduction to Socio-Finance\u201d, (Springer, 2013).<\/span><\/p>\n<p style=\"text-align: justify\"><span style=\"font-family: helvetica, sans-serif\"><strong>Portfolio Theory of Extreme Events<\/strong><\/span><br \/>\n<span style=\"font-family: helvetica, sans-serif\">Development of an outstanding new Portfolio optimization technique for Non-Normal Distributed (Non-Gaussian) assets.<\/span><\/p>\n<h5 style=\"text-align: justify\"><span style=\"font-family: helvetica, sans-serif\">REDAKCJA \/ EDITORIAL BOARD<\/span><\/h5>\n<p style=\"text-align: justify\"><span style=\"font-family: helvetica, arial, sans-serif\">2012-\u2026<\/span><span style=\"font-family: helvetica, arial, sans-serif\"><em>Journal of dynamics of socioeconomic systems<\/em>\u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 <\/span><\/p>\n<p style=\"text-align: justify\"><span style=\"font-family: helvetica, arial, sans-serif\">2015-\u2026 <\/span><span style=\"font-family: helvetica, arial, sans-serif\"><em>Review in Physics<\/em>\u00a0 \u00a0 \u00a0 <\/span><\/p>\n<p style=\"text-align: justify\"><span style=\"font-family: helvetica, arial, sans-serif\">2018-\u2026 <\/span><span style=\"font-family: helvetica, arial, sans-serif\"><em>PLoSONE<\/em><\/span><span style=\"font-family: helvetica, sans-serif\"> \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0<\/span><\/p>\n<h5 style=\"text-align: justify\"><span style=\"font-family: helvetica, sans-serif\">PRIZE<\/span><\/h5>\n<p style=\"text-align: justify\"><span style=\"font-family: helvetica, sans-serif\">2017 The <em>29th Premio Anassilaos Arte Cultura Economia e Scienze <\/em><\/span><span style=\"font-family: helvetica, sans-serif\">attributed by Consiglio Regional della Calabria, Italy\u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0\u00a0<\/span><\/p>\n<h5 style=\"text-align: justify\"><span style=\"font-family: helvetica, sans-serif\">SELECTED INVITED TALKS in ECONO-PHYSICS<\/span><\/h5>\n<p style=\"text-align: justify\"><span style=\"font-family: helvetica, sans-serif\">\u00a0\u201cSocial influence and financial markets\u201d, invited speaker at \u201cSocial Influence\u201d int. conf. Warsaw, Poland, March 2018.<\/span><\/p>\n<p style=\"text-align: justify\"><span style=\"font-family: helvetica, sans-serif\">\u201cUsing agent based models to predict human decision making in experiments\u201d, invited speaker at \u201c20 years of the Minority Game\u201d, int. workshop, Fribourg, Switzerland, Dec. 2017<\/span><\/p>\n<p style=\"text-align: justify\"><span style=\"font-family: helvetica, sans-serif\">\u201cSystemic Risk: using rational expectations to predict crises\u201d, invited speaker at \u201cSystemic Risk\u201d, int. workshop, Benevento, Italy, Nov. 2017.<\/span><\/p>\n<p style=\"text-align: justify\"><span style=\"font-family: helvetica, arial, sans-serif\">\u201cSynchronization in human decision making\u201d invited speaker at \u201cFinancial networks and the real economy: Dynamic of Socio-Economic Systems IV\u201d, Int. workshop, Galway, Ireland, March 2017.<\/span><\/p>\n<p style=\"text-align: justify\"><span style=\"font-family: helvetica, sans-serif\">\u201cSynchronization in human decision making\u201d invited key note speaker at \u201cDynamic of Socio-Economic Systems IV\u201d, Int. Conf.,\u00a0 Havana University, Cuba, Oct. 2016.<\/span><\/p>\n<p style=\"text-align: justify\"><span style=\"font-family: helvetica, sans-serif\">\u201cAn introduction to Socio-Finance\u201d, invited talk at \u201cIntelligent Finance IV\u201d, Int. Conf., Chinese Academy of Science, Chongqing, China, Dec. 2015.<\/span><\/p>\n<p style=\"text-align: justify\"><span style=\"font-family: helvetica, sans-serif\">\u201cSynchronization in Finance\u201d, invited talk at \u201cSynchronization\u201d, workshop, Warsaw University, Sept. 2015.<\/span><\/p>\n<h5><span style=\"font-family: helvetica, arial, sans-serif\">PUBLIKACJE \/ PUBLICATIONS<\/span><\/h5>\n<p><span style=\"font-family: helvetica, arial, sans-serif\"><u>Artyku\u0142y w czasopismach \/ Articles in journals<\/u><\/span><\/p>\n<p><span style=\"font-family: helvetica, arial, sans-serif\">Andersen J., Cavallo B., de Peretti P., Simonetti B., Squillante M., (2020), Special issue on dynamics of socioeconomic systems: systemic risk\u2014complex systems, Soft Computing, <em>Springer Verlag<\/em>, 2020, 24 (18), pp.13515-13515. \u27e810.1007\/s00500-020-05214-x\u27e9<\/span><br \/>\n<span style=\"font-family: helvetica, arial, sans-serif\"><a href=\"http:\/\/hal-paris1.archives-ouvertes.fr\/hal-03029484\/fr\/\" target=\"_blank\" rel=\"noopener\">[http:\/\/hal-paris1.archives-ouvertes.fr\/hal-03029484\/fr\/]<\/a><\/span><\/p>\n<p><span style=\"font-family: helvetica, arial, sans-serif\">Andersen J., De Peretti P., Cavallo B., Simonetti B., Squillante M., (2020),\u00a0Special issue on dynamics of socioeconomic systems: systemic risk-finance, Soft Computing, <em>Springer Verlag<\/em>, 2020, \u27e810.1007\/s00500-020-04983-9\u27e9<\/span><br \/>\n<span style=\"font-family: helvetica, arial, sans-serif\"><a href=\"http:\/\/hal-paris1.archives-ouvertes.fr\/hal-03027227\/fr\/\" target=\"_blank\" rel=\"noopener\">[http:\/\/hal-paris1.archives-ouvertes.fr\/hal-03027227\/fr\/]<\/a><\/span><\/p>\n<p><span style=\"font-family: helvetica, arial, sans-serif\">De Peretti P., Cavallo B., Simonetti B., Squillante M., Andersen J., (2020),\u00a0Special issue on dynamics of socioeconomic systems: systemic risk\u2014finance, Soft Computing, <em>Springer Verlag<\/em>, 2020, 24, pp.8503. \u27e810.1007\/s00500-020-04983-9\u27e9<\/span><br \/>\n<span style=\"font-family: helvetica, arial, sans-serif\"><a href=\"http:\/\/hal-paris1.archives-ouvertes.fr\/hal-02568547\/fr\/\" target=\"_blank\" rel=\"noopener\">[http:\/\/hal-paris1.archives-ouvertes.fr\/hal-02568547\/fr\/]<\/a><\/span><\/p>\n<p><span style=\"font-family: helvetica, arial, sans-serif\">Lefort M., Shannin S., Andersen J., Vukusic S., Koch-Henriksen N., Lapland D., Butzkueven H., Magyari M., Kalincik T., Leray E., (2020),\u00a0Understanding heterogeneity in comparative effectiveness studies of natalizumab and fingolimod in multiple sclerosis: effect of analytical methodology, <em>European Journal of Neurology<\/em>, Wiley, 2020, 27, pp.342-342<\/span><br \/>\n<span style=\"font-family: helvetica, arial, sans-serif\"><a href=\"https:\/\/hal.archives-ouvertes.fr\/hal-02887182\" target=\"_blank\" rel=\"noopener\">[https:\/\/hal.archives-ouvertes.fr\/hal-02887182]<\/a><\/span><\/p>\n<p><span style=\"font-family: helvetica, arial, sans-serif\">Andersen J., De Peretti P., (2020),\u00a0Heuristics in experiments with infinitely large strategy spaces, <em>Journal of Business Research, Elsevier<\/em>, In press, \u27e810.1016\/j.jbusres.2019.12.034\u27e9<\/span><br \/>\n<span style=\"font-family: helvetica, arial, sans-serif\"><a href=\"http:\/\/hal-paris1.archives-ouvertes.fr\/hal-02435934\/fr\/\" target=\"_blank\" rel=\"noopener\">[http:\/\/hal-paris1.archives-ouvertes.fr\/hal-02435934\/fr\/]<\/a><\/span><\/p>\n<p><span style=\"font-family: helvetica, arial, sans-serif\">Liu Y., Andersen J., De Peretti P., (2019),\u00a0Synchronization in human decision-making, Chaos, Solitons and Fractals, <em>Elsevier<\/em>, 2019<\/span><br \/>\n<span style=\"font-family: helvetica, arial, sans-serif\"><a href=\"http:\/\/hal-paris1.archives-ouvertes.fr\/hal-03029555\/fr\/\" target=\"_blank\" rel=\"noopener\">[http:\/\/hal-paris1.archives-ouvertes.fr\/hal-03029555\/fr\/]<\/a><\/span><\/p>\n<p><span style=\"font-family: helvetica, arial, sans-serif\">Massad N., Andersen J., (2018),\u00a0Three Different Ways Synchronization Can Cause Contagion in Financial Markets, Risks, MDPI, 2018, 6 (4), pp.104. \u27e810.3390\/risks6040104\u27e9<\/span><br \/>\n<span style=\"font-family: helvetica, arial, sans-serif\"><a href=\"http:\/\/hal-paris1.archives-ouvertes.fr\/hal-01951164\/fr\/\" target=\"_blank\" rel=\"noopener\">[http:\/\/hal-paris1.archives-ouvertes.fr\/hal-01951164\/fr\/]<\/a><\/span><\/p>\n<p><span style=\"font-family: helvetica, arial, sans-serif\">Bellenzier L., Andersen J., Rotundo G., (2016),\u00a0Contagion in the World&#8217;s Stock Exchanges Seen as a Set of Coupled Oscillators, Economic Modelling, <em>Elsevier<\/em>, 2016, 59, December 2016 (p.224-236)<\/span><br \/>\n<span style=\"font-family: helvetica, arial, sans-serif\"><a href=\"http:\/\/hal-paris1.archives-ouvertes.fr\/hal-01215620\/fr\/\" target=\"_blank\" rel=\"noopener\">[http:\/\/hal-paris1.archives-ouvertes.fr\/hal-01215620\/fr\/]<\/a><\/span><\/p>\n<p><span style=\"font-family: helvetica, arial, sans-serif\">Nowak A., Andersen J., Borkowski W., (2015),\u00a0Dynamics of Socio-Economic Systems: Attractors, Rationality and Meaning, Review of Behavioral Economics, <em>Now Publishers<\/em>, 2015, 2 (1-2), pp.167-173. \u27e810.1561\/105.00000026\u27e9<\/span><br \/>\n<span style=\"font-family: helvetica, arial, sans-serif\"><a href=\"http:\/\/hal-paris1.archives-ouvertes.fr\/hal-01215581\/fr\/\" target=\"_blank\" rel=\"noopener\">[http:\/\/hal-paris1.archives-ouvertes.fr\/hal-01215581\/fr\/]<\/a><\/span><\/p>\n<p><span style=\"font-family: helvetica, arial, sans-serif\">Savona R., Soumare M., Andersen J., (2015),\u00a0Financial Symmetry and Moods in the Market, PLoS ONE, <em>Public Library of Science<\/em>, 2015, pp.1-21. \u27e810.1371\/journal.pone.0118224\u27e9<\/span><br \/>\n<span style=\"font-family: helvetica, arial, sans-serif\"><a href=\"http:\/\/hal-paris1.archives-ouvertes.fr\/hal-01215755\/fr\/\" target=\"_blank\" rel=\"noopener\">[http:\/\/hal-paris1.archives-ouvertes.fr\/hal-01215755\/fr\/]<\/a><\/span><\/p>\n<p><span style=\"font-family: helvetica, arial, sans-serif\">Liu Y., Zhang W., Xu C., Andersen J., Xu H., (2014),\u00a0Impact of information cost and switching of trading strategies in an artificial stock market, Physica A: Statistical and Theoretical Physics, Elsevier, 2014, 407, pp.204-215. \u27e810.1016\/j.physa.2014.04.004\u27e9<\/span><br \/>\n<span style=\"font-family: helvetica, arial, sans-serif\"><a href=\"http:\/\/hal-paris1.archives-ouvertes.fr\/halshs-01215947\/fr\/\" target=\"_blank\" rel=\"noopener\">[http:\/\/hal-paris1.archives-ouvertes.fr\/halshs-01215947\/fr\/]<\/a><\/span><\/p>\n<p><span style=\"font-family: helvetica, arial, sans-serif\">Andersen J., Vrontos I., Dellaportas P., Galam S., (2014),\u00a0Communication impacting financial markets, EPL &#8211; <em>Europhysics Letters, European Physical Society\/EDP Sciences\/Societ\u00e0 Italiana di Fisica\/IOP Publishing<\/em>, 2014, pp.28007. \u27e810.1209\/0295-5075\/108\/28007\u27e9<\/span><br \/>\n<span style=\"font-family: helvetica, arial, sans-serif\"><a href=\"http:\/\/hal-paris1.archives-ouvertes.fr\/hal-01215750\/fr\/\" target=\"_blank\" rel=\"noopener\">[http:\/\/hal-paris1.archives-ouvertes.fr\/hal-01215750\/fr\/]<\/a><\/span><\/p>\n<p><span style=\"font-family: helvetica, arial, sans-serif\">Roszczynska-Kurasinska M., Nowak A., Kamieniarz D., Solomon S., Andersen J., (2012),\u00a0Short and Long Term Investor Synchronization Caused by Decoupling,<em> PLoS ONE, Public Library of Science,<\/em> 2012, 7 (12), pp.Online (1-8). \u27e810.1371\/journal.pone.0050700\u27e9<\/span><br \/>\n<span style=\"font-family: helvetica, arial, sans-serif\"><a href=\"http:\/\/hal-paris1.archives-ouvertes.fr\/hal-00853991\/fr\/\" target=\"_blank\" rel=\"noopener\">[http:\/\/hal-paris1.archives-ouvertes.fr\/hal-00853991\/fr\/]<\/a><\/span><\/p>\n<p><span style=\"font-family: helvetica, arial, sans-serif\">Andersen J., (2011),\u00a0Pricing Stocks with Yardsticks and Sentiments, Algorithmic Finance, Philip Maymin University of Bridgeport, 2011, <em>Algorithmic Finance<\/em>, 1 (2), pp.183-190. \u27e810.3233\/AF-2011-013\u27e9 <a href=\"http:\/\/hal-paris1.archives-ouvertes.fr\/hal-01396611\/fr\/\" target=\"_blank\" rel=\"noopener\">[http:\/\/hal-paris1.archives-ouvertes.fr\/hal-01396611\/fr\/]<\/a><\/span><\/p>\n<p><span style=\"font-family: helvetica, arial, sans-serif\">Andersen J., Andrzej N., Rotundo G., Parrott L., Sebastian M., (2011),\u00a0\u201cPrice-Quakes\u201d Shaking the World\u2019s Stock Exchanges, <em>PLoS ONE, Public Library of Science<\/em>, 2011, Volume 6 (11 ), pp. e26472<\/span><br \/>\n<span style=\"font-family: helvetica, arial, sans-serif\"><a href=\"http:\/\/hal-paris1.archives-ouvertes.fr\/hal-01396629\/fr\/\" target=\"_blank\" rel=\"noopener\">[http:\/\/hal-paris1.archives-ouvertes.fr\/hal-01396629\/fr\/]<\/a><\/span><\/p>\n<p style=\"text-align: justify\"><span style=\"font-family: helvetica, arial, sans-serif\"><u>Dzie\u0142o (w tym wydanie krytyczne i przek\u0142ad)\u00a0\/ Work (including critical edition and translation)<\/u><\/span><\/p>\n<p style=\"text-align: justify\"><span style=\"font-family: helvetica, arial, sans-serif\">Andersen J., Nowak A., (2013),\u00a0An introductory to Socio-Finance, <em>Springer<\/em>, pp.185, 2013, 978-3-642-41944-7<br \/>\n<\/span><span style=\"font-family: helvetica, arial, sans-serif\"><a href=\"http:\/\/hal-paris1.archives-ouvertes.fr\/hal-00853994\/fr\/\" target=\"_blank\" rel=\"noopener\">[http:\/\/hal-paris1.archives-ouvertes.fr\/hal-00853994\/fr\/]<\/a><\/span><\/p>\n<p style=\"text-align: justify\"><span style=\"font-family: helvetica, arial, sans-serif\"><u>Inne publikacje \/ Other publication<\/u><\/span><\/p>\n<p style=\"text-align: justify\"><span style=\"font-family: helvetica, arial, sans-serif\">Meng Y., Shen D., Xiong X., Andersen J., (2020),\u00a0<em>A Socio-Finance Model: The Case of Bitcoin,<\/em> 2020<br \/>\n<\/span><span style=\"font-family: helvetica, arial, sans-serif\"><a href=\"http:\/\/hal-paris1.archives-ouvertes.fr\/halshs-03048777\/fr\/\" target=\"_blank\" rel=\"noopener\">[http:\/\/hal-paris1.archives-ouvertes.fr\/halshs-03048777\/fr\/]<\/a><\/span><\/p>\n<p style=\"text-align: justify\"><span style=\"font-family: helvetica, arial, sans-serif\">Andersen J., Nowak A., (2020),\u00a0<em>Symmetry and financial Markets<\/em>, 2020<\/span><br \/>\n<span style=\"font-family: helvetica, arial, sans-serif\"><a href=\"http:\/\/hal-paris1.archives-ouvertes.fr\/halshs-03048686\/fr\/\" target=\"_blank\" rel=\"noopener\">[http:\/\/hal-paris1.archives-ouvertes.fr\/halshs-03048686\/fr\/]<\/a><\/span><\/p>\n<p style=\"text-align: justify\"><span style=\"font-family: helvetica, arial, sans-serif\">Massad N., Andersen J., (2019),\u00a0<em>Defining an intrinsic &#8220;stickiness&#8221; parameter of stock price returns<\/em>, 2019<br \/>\n<a href=\"http:\/\/hal-paris1.archives-ouvertes.fr\/halshs-02385901\/fr\/\" target=\"_blank\" rel=\"noopener\">[http:\/\/hal-paris1.archives-ouvertes.fr\/halshs-02385901\/fr\/]<\/a><\/span><\/p>\n<p style=\"text-align: justify\"><span style=\"font-family: helvetica, arial, sans-serif\">Andersen J., Cerqueti R., Riccioni J., (2019),\u00a0<em>Rational expectations and stochastic systems,<\/em> 2019<br \/>\n<a href=\"http:\/\/hal-paris1.archives-ouvertes.fr\/halshs-01673338\/fr\/\" target=\"_blank\" rel=\"noopener\">[http:\/\/hal-paris1.archives-ouvertes.fr\/halshs-01673338\/fr\/]<\/a><\/span><\/p>\n<p style=\"text-align: justify\"><span style=\"font-family: helvetica, arial, sans-serif\">Andersen J., De Peretti P., (2018),\u00a0<em>New method to detect convergence in simple multi-period market games with infinite large strategy spaces,<\/em> 2018<\/span><br \/>\n<span style=\"font-family: helvetica, arial, sans-serif\"><a href=\"http:\/\/hal-paris1.archives-ouvertes.fr\/halshs-01960900\/fr\/\" target=\"_blank\" rel=\"noopener\">[http:\/\/hal-paris1.archives-ouvertes.fr\/halshs-01960900\/fr\/]<\/a><\/span><\/p>\n<p style=\"text-align: justify\"><span style=\"font-family: helvetica, arial, sans-serif\">Massad N., Andersen J., (2017),\u00a0<em>Three different ways synchronization can cause contagion in financial markets,<\/em> 2017<br \/>\n<a href=\"http:\/\/hal-paris1.archives-ouvertes.fr\/halshs-01673333\/fr\/\" target=\"_blank\" rel=\"noopener\">[http:\/\/hal-paris1.archives-ouvertes.fr\/halshs-01673333\/fr\/]<\/a><\/span><\/p>\n<p style=\"text-align: justify\"><span style=\"font-family: helvetica, arial, sans-serif\">Andersen J., De Peretti P., (2017),\u00a0<em>New method to detect convergence in simple multi-period market games,<\/em> 2017<br \/>\n<a href=\"http:\/\/hal-paris1.archives-ouvertes.fr\/halshs-01673331\/fr\/\" target=\"_blank\" rel=\"noopener\">[http:\/\/hal-paris1.archives-ouvertes.fr\/halshs-01673331\/fr\/]<\/a><\/span><\/p>\n<p style=\"text-align: justify\"><span style=\"font-family: helvetica, arial, sans-serif\">Liu Y., Andersen J., Frolov M., De Peretti P., (2016),\u00a0<em>Synchronization in human decision making,<\/em> 2016<br \/>\n<a href=\"http:\/\/hal-paris1.archives-ouvertes.fr\/halshs-01317407\/fr\/\" target=\"_blank\" rel=\"noopener\">[http:\/\/hal-paris1.archives-ouvertes.fr\/halshs-01317407\/fr\/]<\/a><\/span><\/p>\n<p style=\"text-align: justify\"><span style=\"font-family: helvetica, arial, sans-serif\">Nowak A., Andersen J., Borkowski W., (2015),\u00a0<em>Dynamics of Socio-Economic systems: attractors, rationality and meaning,<\/em> 2015<br \/>\n<a href=\"http:\/\/hal-paris1.archives-ouvertes.fr\/halshs-01242298\/fr\/\" target=\"_blank\" rel=\"noopener\">[http:\/\/hal-paris1.archives-ouvertes.fr\/halshs-01242298\/fr\/]<\/a><\/span><\/p>\n<p style=\"text-align: justify\"><span style=\"font-family: helvetica, arial, sans-serif\">Bellenzier L., Andersen J., Rotundo G., (2015),\u00a0<em>Contagion in the world&#8217;s stock exchanges seen as a set of coupled oscillators,<\/em> 2015<br \/>\n<a href=\"http:\/\/hal-paris1.archives-ouvertes.fr\/halshs-01242303\/fr\/\" target=\"_blank\" rel=\"noopener\">[http:\/\/hal-paris1.archives-ouvertes.fr\/halshs-01242303\/fr\/]<\/a><\/span><\/p>\n<p style=\"text-align: justify\"><span style=\"font-family: helvetica, arial, sans-serif\">Andersen J., Vrontos I., Dellaportas P., Galam S., (2015),\u00a0<em>A Socio-Finance Model: Inference and empirical application,<\/em> 2015<br \/>\n<a href=\"http:\/\/hal-paris1.archives-ouvertes.fr\/halshs-01242248\/fr\/\" target=\"_blank\" rel=\"noopener\">[http:\/\/hal-paris1.archives-ouvertes.fr\/halshs-01242248\/fr\/]<\/a><\/span><\/p>\n<p style=\"text-align: justify\"><span style=\"font-family: helvetica, arial, sans-serif\">Liu Y., Zhang W., Xu C., Andersen J., Xu H., (2014),\u00a0<em>Impact of information cost and switching of trading strategies in an artificial stock market<\/em>, 2014<\/span><br \/>\n<span style=\"font-family: helvetica, arial, sans-serif\"><a href=\"http:\/\/hal-paris1.archives-ouvertes.fr\/halshs-00983051\/fr\/\" target=\"_blank\" rel=\"noopener\">[http:\/\/hal-paris1.archives-ouvertes.fr\/halshs-00983051\/fr\/]<\/a><\/span><\/p>\n<p style=\"text-align: justify\"><span style=\"font-family: helvetica, arial, sans-serif\">Andersen J., Vrontos I., Dellaportas P., Galam S., (2014),\u00a0<em>Communication impacting financial markets,<\/em> 2014<br \/>\n<a href=\"http:\/\/hal-paris1.archives-ouvertes.fr\/halshs-00982959\/fr\/\" target=\"_blank\" rel=\"noopener\">[http:\/\/hal-paris1.archives-ouvertes.fr\/halshs-00982959\/fr\/]<\/a><\/span><\/p>\n<p style=\"text-align: justify\"><span style=\"font-family: helvetica, arial, sans-serif\">Savona R., Soumare M., Andersen J., (2014),\u00a0<em>Financial Symmetry and Moods in the Market,<\/em> 2014<br \/>\n<a href=\"http:\/\/hal-paris1.archives-ouvertes.fr\/halshs-00983008\/fr\/\" target=\"_blank\" rel=\"noopener\">[http:\/\/hal-paris1.archives-ouvertes.fr\/halshs-00983008\/fr\/]<\/a><\/span><\/p>\n<p><\/p>","protected":false},"excerpt":{"rendered":"<p>Polish For the sake of viewer convenience, the content is shown below in the alternative language. You may click the link to switch the active language. WYKSZTA\u0141CENIE \/ EDUCATION 2007 &#8211; HDR Nice University 1988-1991 &#8211; Ph.D., Physics (1991), Technical university of Denmark (DTU) 1986-1988 &#8211; M.A., Physics (1988), University of Aarhus, Denmark 1982-1986 &#8211; Universities of Aarhus\/Copenhagen, Denmark PROJEKTY BADAWCZE \/\u00a0RESEARCH PROJECTS Experimental and Quantitative Behavioral Economics \/ Finance [&hellip;]<\/p>\n","protected":false},"author":1114,"featured_media":0,"parent":0,"menu_order":0,"comment_status":"closed","ping_status":"closed","template":"","meta":{"_links_to":"","_links_to_target":""},"acf":[],"_links":{"self":[{"href":"http:\/\/iss.uw.edu.pl\/en\/wp-json\/wp\/v2\/pages\/11042"}],"collection":[{"href":"http:\/\/iss.uw.edu.pl\/en\/wp-json\/wp\/v2\/pages"}],"about":[{"href":"http:\/\/iss.uw.edu.pl\/en\/wp-json\/wp\/v2\/types\/page"}],"author":[{"embeddable":true,"href":"http:\/\/iss.uw.edu.pl\/en\/wp-json\/wp\/v2\/users\/1114"}],"replies":[{"embeddable":true,"href":"http:\/\/iss.uw.edu.pl\/en\/wp-json\/wp\/v2\/comments?post=11042"}],"version-history":[{"count":38,"href":"http:\/\/iss.uw.edu.pl\/en\/wp-json\/wp\/v2\/pages\/11042\/revisions"}],"predecessor-version":[{"id":11082,"href":"http:\/\/iss.uw.edu.pl\/en\/wp-json\/wp\/v2\/pages\/11042\/revisions\/11082"}],"wp:attachment":[{"href":"http:\/\/iss.uw.edu.pl\/en\/wp-json\/wp\/v2\/media?parent=11042"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}