Fischer Stefan Meira (F.M. Stefan) is an Adjunct Professor and Researcher specializing in Econophysics, profoundly motivated by the societal impact of research in this field. He holds a bachelor’s degree in Mathematics, a specialization in Advanced Calculus, a master’s degree in Mathematical and Computational Modeling with a focus on Statistical Physics, a Ph.D. in Statistical Physics with an emphasis on Econophysics.

As a Researcher and Professor in Mathematical and Computational Modeling, Stefan Fischer has dedicated his research to the intersections of economics, business, technology, and engineering. His primary field of interest include behavioral finance, where he examines the psychological behaviors of investors and their interactions in the stock market, as well as the analysis of the complex networks through which these interactions occur.

The field of Econophysics seeks to enhance our understanding of financial market dynamics and patterns by applying principles and methods from statistical physics, computationals algorithmics, agent-based model and complex network. Professor Stefan Fischer is actively engaged in this interdisciplinary research, focusing on the development of sophisticated models and strategies to improve the analysis and prediction of financial market time series.