Scientific Calendar Event



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  • Friday, 20 April 2007
    • 08:30 - 09:30 Registration
      Location: Adriatico Guest House (Lower Level 1)
      • 08:30 Registration 1h0'
    • 09:30 - 10:15 Critical Phenomena in portfolio selection
      • 09:30 Critical Phenomena in portfolio selection 45'
        Speaker: Imre Kondor (Collegium Budapest-Institute for Advanced Study, Hungary)
        Material: Talk abstract
    • 10:15 - 10:45 Phase transition in operational risk
      • 10:15 Phase transition in operational risk 30'
        Speaker: Kartik Anand (King's College London, U.K.)
        Material: abstract
    • 10:45 - 11:15 Coffee break
      • 10:45 Coffee break 30'
    • 11:15 - 11:45 Optimal portfolio policies under fixed and proportional transaction costs
      • 11:15 Optimal portfolio policies under fixed and proportional transaction costs 30'
        Speaker: Albrecht Irle (University of Kiel, Germany)
        Material: abstract
    • 11:45 - 12:15 A multi-asset market model with CAPM traders
      • 11:45 A multi-asset market model with CAPM traders 30'
        Speaker: Paolo Pin (International Centre for Theoretical Physics, Trieste, Italy)
    • 12:15 - 12:45 Preferred Habitat, Time deformation and the Yield Curve
      • 12:15 Preferred Habitat, Time deformation and the Yield Curve 30'
        Speaker: Mark Salmon (Warwick Business School, Coventry, U.K.)
        Material: abstract
    • 12:45 - 14:00 Lunch break
      • 12:45 Lunch break 1h15'
    • 14:00 - 14:45 1-The illusion of control in Minority and Parrondo games 2-A two-factor asset pricing model and the power law distribution of firm sizes
      • 14:00 1-The illusion of control in Minority and Parrondo games 2-A two-factor asset pricing model and the power law distribution of firm sizes 45'
        Speaker: Didier Sornette (ETH Zurich, Switzerland)
    • 14:45 - 15:15 Should Network Structure Matter in Agent-Based Finance?
      • 14:45 Should Network Structure Matter in Agent-Based Finance? 30'
        Speaker: Simone Alfarano and Mishael Milakovic (University of Kiel, Germany)
    • 15:15 - 15:45 Which market protocols facilitate fair trading?
      • 15:15 Which market protocols facilitate fair trading? 30'
        Speaker: Marco Li Calzi and Paolo Pellizzari (University of Venice, Italy)
    • 15:45 - 16:15 Bilateral bargaining vs. descending auctions: an agent based comparison
      • 15:45 Bilateral bargaining vs. descending auctions: an agent based comparison 30'
        Speaker: Sonia Moulet and Alan Kirman (GREQAM, France)
    • 16:15 - 16:45 Coffee break
      • 16:15 Coffee break 30'
    • 16:45 - 17:15 On the physics of Schelling segregation model
      • 16:45 On the physics of Schelling segregation model 30'
        Speaker: Luca Dall'Asta (International Centre for Theoretical Physics, Trieste, Italy)
    • 17:15 - 17:45 Schelling's model with income differences and a house market
      • 17:15 Schelling's model with income differences and a house market 30'
        Speaker: Alan Kirman - GREQAM, France (Dejan Vinkovic - Institute for Advanced Study, Princeton, USA)
    • 17:45 - 19:00 Risk/Policy Implications/Complexity in EU markets
      • 17:45 Risk/Policy Implications/Complexity in EU markets 1h15'
    • 19:30 - 19:30 Social Dinner
      • 19:30 Social Dinner
  • Saturday, 21 April 2007
    • 09:00 - 09:45 The Stochastic Price Dynamics of Speculative Behaviour
      • 09:00 The Stochastic Price Dynamics of Speculative Behaviour 45'
        Speaker: Carl Chiarella (University of Technology, Sydney, Australia)
    • 09:45 - 10:15 Informational differences and learning in an asset market with boundedly rational agents
      • 09:45 Informational differences and learning in an asset market with boundedly rational agents 30'
        Speaker: Cees Diks (University of Amsterdam, Netherlands)
    • 10:15 - 10:45 Heterogeneous Beliefs under Different Market Architectures
      • 10:15 Heterogeneous Beliefs under Different Market Architectures 30'
        Speaker: Mikhail Anufriev (University of Amsterdam, Netherlands)
    • 10:45 - 11:15 Coffee break
      • 10:45 Coffee break 30'
    • 11:15 - 11:45 Parameter Estimation for Stochastic Models of Interacting Agents: An Approximate ML Approach
      • 11:15 Parameter Estimation for Stochastic Models of Interacting Agents: An Approximate ML Approach 30'
        Speaker: Thomas Lux (University of Kiel, Germany)
        Material: abstract
    • 11:45 - 12:15 Modeling a simulation of the interplay among stock
      • 11:45 Modeling a simulation of the interplay among stock 30'
        Speaker: Sabrina Ecca and Michele Marchesi (University of Cagliari, Italy)
    • 12:15 - 12:45 An agent-based model with fundamentalists' reaction to sentiment
      • 12:15 An agent-based model with fundamentalists' reaction to sentiment 30'
        Speaker: Nektaria Karakatsani (Warwick Business School, Coventry, U.K.)