Alexander M. Petersen


IMT - Institutions, Markets, Technologies

IMT Institute for Advanced Studies Lucca

Piazza S. Ponziano, 6
Lucca, Tuscany 55100
Italy

phone: +39 0583 432-6547 (IMT)
skype: petersenalex
email: petersen.xander@gmail.com
alexander.petersen@imtlucca.it



Probability distribution of traditional career home runs (open black circles) and detrended career home runs (closed red circles) in Major League Baseball for all players over the 90-year period 1920-2009. Detrending career statistics factors out long-term changes in relative player ability resulting from both exogenous and endogenous factors, such as talent dilution from league expansion, equipment and training improvements, as well as performance enhancing drugs (PED). Surprisingly, the distributions are remarkably similar, although the all-time rankings are locally re-ordered. From: A. M. Petersen, O. Penner, H. E. Stanley (2010) "Detrending career statistics in professional baseball: accounting for the Steroids Era and beyond." Featured in the Boston University arts&sciences Fall 2010 Magazine: A Physics Curveball.


I am currently an assistant professor at the IMT Institute for Advanced Studies Lucca, a member of the Economics and Institutional Change division and the Laboratory for the Analysis of Complex Economic Systems (AXES) research unit. Before joining the IMT, I spent my doctoral years at Boston University where I received my Ph. D. in Physics in May 2011 (Advisor: H. Eugene Stanley). My curricula and research have focused on the analysis of stochastic phenomena in the social and economic sciences using concepts and methods from statistical physics. I am currently involved in analyzing "big data" comprising (i) high-frequency Trades and Quotes (TAQ) financial data, (ii) Google n-gram data, and (iii) measures for longevity, success, productivity and innovation in science and professional sports. In the most broad sense, I search for statistical regularities in empirical data which can be used to better understand patterns of growth in diverse complex systems.

Research Interests

  • Statistical mechanics of financial markets
  • Academic publication statistics, sports statistics, career longevity
  • Stochastic opinion formation models
  • Macroeconomic growth dynamics
  • Coevolution of complex systems


I. Curriculum Vitae
II. Publications & Press
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