My research is in the field of statistical and computational Physics. I apply Physics' techniques to the study of complex systems, most of the time Financial and Economic systems.
I administrate a MySQL database where I have upload daily data from the U.K. index FTSE100.
I have more than 50 indeces' price from different countries in the world and daily price from more than 6000 stocks all over the world.
In the beginning I started to use techniques already used by Rosario Mantegna to study the clustering behavior of stocks in a tree, the Minimal Spanning Tree approach.
Lately I'm been using Random Matrix Theory approach.
A review of my PhD work until April 2007 was compiled for the Trinity College Transfer Report [pdf][html (the tables are not correct in this version)]. A short public presentation was given and can be downloaded here [pdf].
