I am interested in the following research topics:
- Complex systems:
- Information theory of complex systems
- Complex networks
- Statistical physics of complex systems
- Correlated systems
- Systems with emergent structures
- Statistical physics:
- Generalized entropies
- Stochastic thermodynamics
- Maximum entropy principle
- Thermodynamics of complex systems
- Thermodynamics of computations
- Econophysics:
- Option pricing
- Applications of fractional calculus
- Network models
- Multifractal analysis of time series
- Transfer entropy
- Applications of information theory in finance
- Systemic risk in finance
- Sociophysics:
- Opinion dynamics
- Emergence of social polarization
- Social fragmentation
- Social group formation
- Non-equilibrium sociophysics