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Extended Abstracts Summer 2015

Strategic Behavior in Combinatorial Structures; Quantitative Finance

  • Josep Díaz
  • Lefteris Kirousis
  • Luis Ortiz-Gracia
  • Maria Serna
Conference proceedings

Part of the Trends in Mathematics book series (TM, volume 6)

Also part of the Research Perspectives CRM Barcelona book sub series (RPCRMB, volume 6)

Table of contents

  1. Front Matter
    Pages i-vi
  2. Strategic Behavior in Combinatorial Structures

    1. Front Matter
      Pages 1-2
    2. Hüseyin Acan, Andrea Collevecchio, Abbas Mehrabian, Nick Wormald
      Pages 3-10
    3. Dimitris Achlioptas, Fotis Iliopoulos
      Pages 11-15
    4. Vincenzo Auletta, Diodato Ferraioli, Francesco Pasquale, Paolo Penna, Giuseppe Persiano
      Pages 17-22
    5. Andrzej Dudek, Dieter Mitsche, Paweł Prałat
      Pages 23-28
    6. Amos Fiat, Anna R. Karlin, Elias Koutsoupias, Claire Mathieu, Rotem Zach
      Pages 29-34
    7. Dimitris Fotakis, Christos Tzamos, Emmanouil Zampetakis
      Pages 35-39
    8. Nicolas Fraiman, Dieter Mitsche
      Pages 41-45
    9. Alan Frieze, Dieter Mitsche, Xavier Pérez-Giménez, Paweł Prałat
      Pages 47-53
    10. Georgios Amanatidis, Evangelos Markakis, Afshin Nikzad, Amin Saberi
      Pages 55-59
    11. Ioannis Giotis, Lefteris Kirousis, Kostas I. Psaromiligkos, Dimitrios M. Thilikos
      Pages 61-65
    12. Svante Janson, Lutz Warnke
      Pages 73-76
    13. George B. Mertzios, Sotiris E. Nikoletseas, Christoforos L. Raptopoulos, Paul G. Spirakis
      Pages 77-82
    14. Miquel Oliu-Barton
      Pages 83-88
    15. Paweł Prałat, Nick Wormald
      Pages 89-94
  3. Quantitative Finance

    1. Front Matter
      Pages 95-96
    2. Argimiro Arratia, Alejandra Cabaña, Enrique M. Cabaña
      Pages 101-107

About these proceedings


This book is divided into two parts, the first of which seeks to connect the phase transitions of various disciplines, including game theory, and to explore the synergies between statistical physics and combinatorics. Phase Transitions has been an active multidisciplinary field of research, bringing together physicists, computer scientists and mathematicians. The main research theme explores how atomic agents that act locally and microscopically lead to discontinuous macroscopic changes. Adopting this perspective has proven to be especially useful in studying the evolution of random and usually complex or large combinatorial objects (like networks or logic formulas) with respect to discontinuous changes in global parameters like connectivity, satisfiability etc. There is, of course, an obvious strategic element in the formation of a transition: the atomic agents “selfishly” seek to optimize a local parameter. However, up to now this game-theoretic aspect of abrupt, locally triggered changes had not been extensively studied. 

In turn, the book’s second part is devoted to mathematical and computational methods applied to the pricing of financial contracts and the measurement of financial risks. The tools and techniques used to tackle these problems cover a wide spectrum of fields, like stochastic calculus, numerical analysis, partial differential equations, statistics and econometrics. Quantitative Finance is a highly active field of research and is increasingly attracting the interest of academics and practitioners alike. The material presented addresses a wide variety of new challenges for this audience. 


random graphs phase transitions stochastic processes Nash equilibria auctions Lovatz local lemma

Editors and affiliations

  • Josep Díaz
    • 1
  • Lefteris Kirousis
    • 2
  • Luis Ortiz-Gracia
    • 3
  • Maria Serna
    • 4
  1. 1.Departament de Ciències de la ComputacióUniversitat Politècnica de CatalunyaBarcelonaSpain
  2. 2.Department of MathematicsNational and Kapodistrian UniversityZografosGreece
  3. 3.Department of EconometricsUniversity of BarcelonaBarcelonaSpain
  4. 4.Departament de Ciències de la ComputacióUniversitat Politècnica de CatalunyaBarcelonaSpain

Bibliographic information