Last edition of FENS conference Was combined with Econophysics Colloquium (EC) 2017, which naturally concentrated the themes mainly around econophysics. However, in the case of FENS 2019, the programme is expanded with interdisciplinary topics, and the invited speakers include outstanding experts in social sciences. The programme consists mostly of:


  1. Structure and evolution of complex networks in socio-economic context.
  2. Role of complex adaptive systems in socio-economic phenomena and processes.
  3. Dynamic of conflicts and social polarisation.
  4. Behavioural modelling and irrational choice, the role of random chance and information in economic and social phenomena.
  5. Modelling of opinion evolution and the spread of innovation.
  6. Complexity and emergence in socio-economic systems.
  7. Computational methods in economy and social sciences.
  8. Financial time series: equilibrium and non-equilibrium properties, linear and non-linear, fractal and multifractal, memory effects, correlations and dependencies, non-stationarity.


  1. Random matrix theory and its uses.
  2. Game theory and its uses.
  3. Algorithmic value investing on stock market.
  4. Thermodynamic formalism in economy.
  5. Role of non-extensiveness on financial markets.
  6. Role of extreme and superextreme events on financial markets.
  7. Risk management and propagation of risk vs. share of wallet; financial engineering.
  8. Models of market dynamics, especially agent-based models in micro- and macroscale.



We expect around 60 presentations to be held, 18 of which are presentations from specially invited guests, and the other 40 are to be held in two parallel sessions. Additionally, two panel discussions are predicted, with attendance of mixed teams that consist of the most celebrated representatives of sociophisics, econophysics and social sciences. We predict, that around 80 posters will be sent. We assume this organisation of the conference to be optimal, leaving enough time for necessary discussions in the lobby.