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
The conference is especially interested in papers employing information- theoretic, Bayesian techniques for additional purposes.