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.
- Econophysics:
- Option pricing
- Applications of fractional calculus
- Network models
- Multifractal analysis of time series
- Tranfer entropy
- Applications of information theory in finance
- Sociophysics:
- Opinion dynamics
- Emergence of social polarization
- Social group formation