Samuel Vazquez

Samuel Vazquez's picture
Executive Director
Capital Fund Management S.A.

Area of Research:

Research Interests

My current "obsession" is the understanding of the process of price formation in centralized markets and its relation to information and arbitrage efficiency. In the recent past, I have also worked on topics related to the use of gauge theories in economics and finance, the AdS/CFT correspondence and inflationary cosmology.

Recent Publications

  • S. E. Vazquez and S. Severini, "Perturbation theory in a pure exchange non-equilibrium economy", (2009). arXiv: 0902.3840.
  • S. E. Vazquez, "Scale Invariance, Bounded Rationality and non-Equilibrium Economics", (2009). arXiv: 0902.3840.
  • S. E. Vazquez and S. Farinelli, "Gauge Invariance, Geometry and Arbitrage", (2009). arXiv: 0908.3043.
  • S. E. Vazquez, "Constraining Modified Gravity with Large Non-Gaussianities", Physical Review D, 79, 043520, (2009). arXiv: 0806.0603.
  • M. P. Heller, R. Loganayagam, M. Spalinski, P. Surowka and S. E. Vazquez, "Consistent Holographic Description of a Boost-Invariant Plasma", Physical Review Letters, 102, 041601 (2009). arXiv: 0805.3774.
  • A. Adams, A. Maloney, A. Sinha, S. E. Vazquez, 1/N Effects in Non-Relativistic Gauge-Gravity Duality, JHEP 0903:097, (2009). arXiv: 0812.0166.
  • S. E. Vazquez, "High Energy Graviton Scattering in AdS/CFT", Journal of High Energy Physics, 06, 058, (2009). arXiv: 0709.3503.
  • R. C. Myers and S. E. Vazquez, "Quark Soup al-dente: Applied Superstring Theory", Classical and Quantum Gravity, 25, 114008, (2008). arXiv: 0804.2423.
  • E. I. Buchbinder, A. Buchel, and S. E. Vazquez, "Sound Waves in (2+1) Dimensional Holographic Magnetic Fluids", Journal of High Energy Physics, 0812, 090 (2008). arXiv: 0810.4094.


  • CEMAPRE - the Centre for Applied Mathematics and Economics, Lisbon, Portugal
  • University of Toronto
  • University of Cambridge, United Kingdom
  • University of North Carolina
  • University of Michigan
  • XIII Mexican School of Particles and Fields
  • Banff International Research Station. Conference: "Emerging Directions in String Theory", Banff National Park, Alberta, Canada.
  • PIRSA:09050092, Perturbation Theory Out of Equilibruim, 2009-05-03, The Economic Crisis and It's Implications for The Science of Economics
  • PIRSA:07120044, Introduction to String Theory, 2007-12-04, The Economic Crisis and It's Implications for The Science of Economics
  • PIRSA:07090054, High energy graviton scattering and Black Hole formation in AdS/CFT, 2007-09-20, Strings Group Meeting
  • PIRSA:06120029, Quantum Gravity from one-loop Super-Yang-Mills Theory, 2006-12-06, Young Researchers Conference - 2006