Description |
The economy is more and more frequently regarded as a complex system of interacting agents. Recent developments of this approach have focused on three main issues: i) The heterogeneity of agents in the economy: The representative agent model, while elegant, versatile and widely accepted, is unrealistic and does not capture the variety in economic behaviour. ii) The ways in which agents interact: Powerful results have been derived for market-mediated economic interactions or for strategic interactions in game-theoretic settings with few agents. Many socio-economic issues call for intermediate approaches where economic interactions are non-market, non-strategic and distributed (in space-time). Actually, the network of socio-economic interaction and its dynamics has become a subject of interest in its own. iii) The dynamic process which governs the evolution of the individual: The classical model where individual behaviour arises as the optimal contingent plan of actions of a deductive rational, perfectly informed utility maximizer agent, is more and more frequently replaced by models where agents learn and adapt to their economic environment. This raises the issue of understanding the collective dynamical properties of systems of boundedly (inductively) rational interacting agents. This Workshop offers a forum for presentation and discussion of the latest results on these issues. KEYNOTE SPEAKERS: J.-P. BOUCHAUD (CEA-Saclay & Science and Finance, Paris, France) S. METCALFE (University of Manchester, U.K.) J. SCHEINKMAN (Princeton University, U.S.A.) H.E. STANLEY (Boston University, U.S.A.) Y.-C. ZHANG (University of Fribourg, Switzerland) |
WORKSHOP ON ECONOMICS WITH HETEROGENEOUS INTERACTING AGENTS
(WEHIA 2002)
co-sponsored by EXYSTENCE - EC Network of Excellence on Complex Systems | (smr 1409)
Go to day
-
-
08:30 - 10:00
REGISTRATION and ADMINISTRATIVE FORMALITIES
subsequently, with the Secretary in office no. 1
Location: Adriatico Guest House (Lower Level 1) -
08:30
REGISTRATION and ADMINISTRATIVE FORMALITIES
1h30'
-
08:30
REGISTRATION and ADMINISTRATIVE FORMALITIES
1h30'
-
10:00 - 10:30
COFFEE
- 10:00 COFFEE 30'
-
10:30 - 11:00
Opening and Welcome - Organizers
-
10:30
Opening and Welcome - Organizers
30'
-
10:30
Opening and Welcome - Organizers
30'
-
11:00 - 12:00
Understanding large movements in stock market activity - empirical laws in economics uncovered using methods of statistical physics
-
11:00
Understanding large movements in stock market activity - empirical laws in economics uncovered using methods of statistical physics
1h0'
Speaker: H. E. STANLEY (Boston University, U.S.A.) Material: abstract
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11:00
Understanding large movements in stock market activity - empirical laws in economics uncovered using methods of statistical physics
1h0'
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12:00 - 12:30
Poster Presentations
2-3 minutes for each poster
-
12:00
Poster Presentations
30'
Material: posters
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12:00
Poster Presentations
30'
-
12:30 - 14:30
LUNCH
- 12:30 LUNCH 2h0'
-
14:30 - 14:50
A simple model of heard behaviour with realistic time series properties
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14:30
A simple model of heard behaviour with realistic time series properties
20'
Speaker: ALFARANO, Simone (University of Kiel, Germany) Material: lecture notes
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14:30
A simple model of heard behaviour with realistic time series properties
20'
-
14:30 - 14:50
Industrial innovations, RandD spillovers and knowledge accumulation
Location: Adriatico Guest House Giambiagi Lecture Hall -
14:30
Industrial innovations, RandD spillovers and knowledge accumulation
20'
Speaker: LAMANTIA, Fabio (Universita' di Calabria, Italy) Material: lecture notes
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14:30
Industrial innovations, RandD spillovers and knowledge accumulation
20'
-
14:30 - 14:50
Cognitive institutions and co-ordination of investment's decisions. A model of learning on an artificial stock market
Location: Adriatico Guest House Lundqvist Lecture Hall -
14:30
Cognitive institutions and co-ordination of investment's decisions. A model of learning on an artificial stock market
20'
Speaker: SANCHEZ, Stephane (Universite' des Sciences Sociales, Toulouse, France) Material: lecture notes
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14:30
Cognitive institutions and co-ordination of investment's decisions. A model of learning on an artificial stock market
20'
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14:30 - 16:00
PARALLEL SESSION 1
see below
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14:30
PARALLEL SESSION 1
1h30'
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14:30
PARALLEL SESSION 1
1h30'
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14:50 - 15:10
Herd behaviour in artificial stock markets
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14:50
Herd behaviour in artificial stock markets
20'
Speaker: GARIBALDI, Ubaldo (IMEM-CFSBT-CNR, Genova, Italy) Material: lecture notes
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14:50
Herd behaviour in artificial stock markets
20'
-
14:50 - 15:10
Empirical relationship between real output and financial position in G7-countries firms
Location: Adriatico Guest House Giambiagi Lecture Hall -
14:50
Empirical relationship between real output and financial position in G7-countries firms
20'
Speaker: PALESTRINI, Antonio (Universita' di Ancona, Italy)
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14:50
Empirical relationship between real output and financial position in G7-countries firms
20'
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14:50 - 15:10
Learning strategies for global games with delayed payoffs
Location: Adriatico Guest House Lundqvist Lecture Hall -
14:50
Learning strategies for global games with delayed payoffs
20'
Speaker: WAN ABDULLAH, Wan Ahmad Tajuddin (University of Malaya, Kuala Lumpur, Malaysia) Material: lecture notes
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14:50
Learning strategies for global games with delayed payoffs
20'
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15:10 - 15:30
Herding behaviour of financial analysis: A model of self-organized criticality
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15:10
Herding behaviour of financial analysis: A model of self-organized criticality
20'
Speaker: KRAUSE, Andreas (University of Bath, U.K.) Material: lecture notes
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15:10
Herding behaviour of financial analysis: A model of self-organized criticality
20'
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15:10 - 15:30
New industry dynamics
Location: Adriatico Guest House Giambiagi Lecture Hall -
15:10
New industry dynamics
20'
Speaker: AOKI, Masanao (University of California at Los Angeles, U.S.A.) Material: lecture notes
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15:10
New industry dynamics
20'
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15:10 - 15:30
Give-and-Take in minority games
Location: Adriatico Guest House Lundqvist Lecture Hall -
15:10
Give-and-Take in minority games
20'
Speaker: NAMATAME, Akira (National Defense Acadmey, Yokosuka, Japan) Material: lecture notes
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15:10
Give-and-Take in minority games
20'
-
15:30 - 15:50
Genetic learning and the stylized facts of foreign exchange markets
-
15:30
Genetic learning and the stylized facts of foreign exchange markets
20'
Speaker: LUX, Thomas (University of Kiel, Germany) Material: lecture notes
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15:30
Genetic learning and the stylized facts of foreign exchange markets
20'
-
15:30 - 15:50
Learning, heterogeneous agents and volatility persistence in real returns
Location: Adriatico Guest House Lundqvist Lecture Hall -
15:30
Learning, heterogeneous agents and volatility persistence in real returns
20'
Speaker: McNELIS, Paul (Georgetown University, Washington, U.S.A.) Material: lecture notes
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15:30
Learning, heterogeneous agents and volatility persistence in real returns
20'
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16:00 - 16:30
COFFEE
- 16:00 COFFEE 30'
-
16:00 - 16:30
COFFEE
- 16:00 COFFEE 30'
-
16:00 - 16:30
COFFEE
Location: Adriatico Guest House Giambiagi Lecture Hall - 16:00 COFFEE 30'
-
16:00 - 16:30
COFFEE
Location: Adriatico Guest House Lundqvist Lecture Hall - 16:00 COFFEE 30'
-
16:30 - 17:30
Overconfidence and speculative bubbles
-
16:30
Overconfidence and speculative bubbles
1h0'
Speaker: J.A. SCHEINKMAN (Princeton University, U.S.A. and Universite' Paris-Dauphine, Paris, France) Material: lecture notes
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16:30
Overconfidence and speculative bubbles
1h0'
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19:00 - 19:00
INFORMAL BUFFET
Location: Adriatico Guest House (Terrace) - 19:00 INFORMAL BUFFET
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08:30 - 10:00
REGISTRATION and ADMINISTRATIVE FORMALITIES
-
-
09:00 - 09:20
Evolutionary bargaining with co-operative investments
-
09:00
Evolutionary bargaining with co-operative investments
20'
Speaker: DAWID, Herbert (University of Vienna, Austria) Material: lecture notes
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09:00
Evolutionary bargaining with co-operative investments
20'
-
09:00 - 09:20
Traders' long-run wealth in an artifical financial market
Location: Adriatico Guest House Lundqvist Lecture Hall -
09:00
Traders' long-run wealth in an artifical financial market
20'
Speaker: RABERTO, Marco (Universita' di Genova, Italy) Material: lecture notes
-
09:00
Traders' long-run wealth in an artifical financial market
20'
-
09:00 - 09:20
Mean-variance analysis in temporary equilibrium: Dynamics
Location: Adriatico Guest House Giambiagi Lecture Hall -
09:00
Mean-variance analysis in temporary equilibrium: Dynamics
20'
Speaker: RAUH, Michael (University of Liverpool, U.K.) Material: lecture notes
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09:00
Mean-variance analysis in temporary equilibrium: Dynamics
20'
-
09:00 - 10:30
PARALLEL SESSION 2
see below
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09:00
PARALLEL SESSION 2
1h30'
-
09:00
PARALLEL SESSION 2
1h30'
-
09:20 - 09:40
Monetary policy and the distribution of wealth: A model with heterogeneous agents, money and requests
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09:20
Monetary policy and the distribution of wealth: A model with heterogeneous agents, money and requests
20'
Speaker: LONGARETTI, Riccarda (Universita' di Milano, Italy) Material: lecture notes
-
09:20
Monetary policy and the distribution of wealth: A model with heterogeneous agents, money and requests
20'
-
09:20 - 09:40
Heterogeneous agents model with technical analysis trading systems
Location: Adriatico Guest House Lundqvist Lecture Hall -
09:20
Heterogeneous agents model with technical analysis trading systems
20'
Speaker: TERNOVSKIY, Igor (Extreme Teknology Inc., California, U.S.A.)
-
09:20
Heterogeneous agents model with technical analysis trading systems
20'
-
09:20 - 09:40
Noisy covariance matrices and portfolio optimization
Location: Adriatico Guest House Giambiagi Lecture Hall -
09:20
Noisy covariance matrices and portfolio optimization
20'
Speaker: PAFKA, Szilard (Eotvos University, Budapest, Hungary) Material: lecture notes
-
09:20
Noisy covariance matrices and portfolio optimization
20'
-
09:40 - 10:00
The evolution of post-secondary education: A genetic algorithm model and computational results
-
09:40
The evolution of post-secondary education: A genetic algorithm model and computational results
20'
Speaker: ORTMAN, Andreas (Charles University, Prague, Czech Republic) Material: lecture notes
-
09:40
The evolution of post-secondary education: A genetic algorithm model and computational results
20'
-
09:40 - 10:00
Modeling an international asset market with interacting trader
Location: Adriatico Guest House Lundqvist Lecture Hall -
09:40
Modeling an international asset market with interacting trader
20'
Speaker: KAIZOJI, Taisei (International Christian University, Tokyo, Japan) Material: lecture notes
-
09:40
Modeling an international asset market with interacting trader
20'
-
09:40 - 10:00
Probability distribution of returns in a model with stochastic volatility
Location: Adriatico Guest House Giambiagi Lecture Hall -
09:40
Probability distribution of returns in a model with stochastic volatility
20'
Speaker: YAKOVENKO, Victor (University of Maryland, College Park, U.S.A.) Material: lecture notes
-
09:40
Probability distribution of returns in a model with stochastic volatility
20'
-
10:00 - 10:20
Interlock impact on corporate boards decision making
-
10:00
Interlock impact on corporate boards decision making
20'
Speaker: WEISBUCH, Gerard (Ecole Normale Superieure, Paris, France)
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10:00
Interlock impact on corporate boards decision making
20'
-
10:00 - 10:20
A multi-agent simulation of speculative attacks in the interbank FX market
Location: Adriatico Guest House Lundqvist Lecture Hall -
10:00
A multi-agent simulation of speculative attacks in the interbank FX market
20'
Speaker: BOITOUT, Nicolas (Laboratoire d'Economie d'Oreleans, France)
-
10:00
A multi-agent simulation of speculative attacks in the interbank FX market
20'
-
10:00 - 10:20
Risk measures and financial regulation
Location: Adriatico Guest House Giambiagi Lecture Hall -
10:00
Risk measures and financial regulation
20'
Speaker: KONDOR, Imre (Eotvos University, Budapest, Hungary) Material: abstract
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10:00
Risk measures and financial regulation
20'
-
10:30 - 11:00
COFFEE
- 10:30 COFFEE 30'
-
10:30 - 11:00
COFFEE
- 10:30 COFFEE 30'
-
10:30 - 11:00
COFFEE
Location: Adriatico Guest House Lundqvist Lecture Hall - 10:30 COFFEE 30'
-
10:30 - 11:00
COFFEE
Location: Adriatico Guest House Giambiagi Lecture Hall - 10:30 COFFEE 30'
-
11:00 - 12:00
Multi-Agent Models of Financial Markets and the Stylized Facts
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11:00
Multi-Agent Models of Financial Markets and the Stylized Facts
1h0'
Speaker: LUX, Thomas (University of Kiel, Germany)
-
11:00
Multi-Agent Models of Financial Markets and the Stylized Facts
1h0'
-
12:00 - 14:00
LUNCH
- 12:00 LUNCH 2h0'
-
14:00 - 14:20
Wealth and income distribution on hetergeneous complex networks
-
14:00
Wealth and income distribution on hetergeneous complex networks
20'
Speaker: SOUMA, Wataru (ATR H.I.S.L., Kyoto, Japan)
-
14:00
Wealth and income distribution on hetergeneous complex networks
20'
-
14:00 - 14:20
Competition and co-operation in multi-agent fisheries
Location: Adriatico Guest House Giambiagi Lecture Hall -
14:00
Competition and co-operation in multi-agent fisheries
20'
Speaker: KOPEL, Michael (University of Technology, Vienna, Austria) Material: lecture notes
-
14:00
Competition and co-operation in multi-agent fisheries
20'
-
14:00 - 14:20
A global optimization Heuristic for estimating agent based models
Location: Adriatico Guest House Lundqvist Lecture Hall -
14:00
A global optimization Heuristic for estimating agent based models
20'
Speaker: GILLI, Manfred (University of Geneva) Material: lecture notes
-
14:00
A global optimization Heuristic for estimating agent based models
20'
-
14:00 - 15:30
PARALLEL SESSION 3
see below
-
14:00
PARALLEL SESSION 3
1h30'
-
14:00
PARALLEL SESSION 3
1h30'
-
14:20 - 14:40
Income distribution dynamics in Japan
-
14:20
Income distribution dynamics in Japan
20'
Speaker: NIREI, Makoto (Santa Fe Institute, NM, U.S.A.) Material: lecture notes
-
14:20
Income distribution dynamics in Japan
20'
-
14:20 - 14:40
Convergence properties of a simple reinforcement rule in games
Location: Adriatico Guest House Giambiagi Lecture Hall -
14:20
Convergence properties of a simple reinforcement rule in games
20'
Speaker: WALLISER, Bernard (E.N.P.C., Paris, France) Material: lecture notes
-
14:20
Convergence properties of a simple reinforcement rule in games
20'
-
14:20 - 14:40
On the possibility of a general approach to the description of socio-economic systems
Location: Adriatico Guest House Lundqvist Lecture Hall -
14:20
On the possibility of a general approach to the description of socio-economic systems
20'
Speaker: KAIRAKBAY, Bakyt (The Mazhilis (Lower Chamber) of the Parliament of Kazakhstan)
-
14:20
On the possibility of a general approach to the description of socio-economic systems
20'
-
14:40 - 15:00
Minority games and stylized facts
-
14:40
Minority games and stylized facts
20'
Speaker: CHALLET, Damien (Dept. Theoretical Physics, Oxford University) Material: lecture notes
-
14:40
Minority games and stylized facts
20'
-
14:40 - 15:00
Coalition formation with boundedly rational agents
Location: Adriatico Guest House Giambiagi Lecture Hall -
14:40
Coalition formation with boundedly rational agents
20'
Speaker: PACINI, Pier Mario (Universita' di Pisa, Italy) Material: lecture notes
-
14:40
Coalition formation with boundedly rational agents
20'
-
14:40 - 15:00
The structure of socio-economic systems
Location: Adriatico Guest House Lundqvist Lecture Hall -
14:40
The structure of socio-economic systems
20'
Speaker: MIMKES, Jurgen (University of Paderborn, Germany)
-
14:40
The structure of socio-economic systems
20'
-
15:00 - 15:20
A simple micro model of market dynamics
-
15:00
A simple micro model of market dynamics
20'
Speaker: BOTTAZZI, Giulio (Scuola Superiore Sant'Anna, Pisa, Italy) Material: lecture notes
-
15:00
A simple micro model of market dynamics
20'
-
15:00 - 15:20
On the creation of networks and knowledge
Location: Adriatico Guest House Giambiagi Lecture Hall -
15:00
On the creation of networks and knowledge
20'
Speaker: COWAN, Robin (Universiteit Maastricht, The Netherlands) Material: lecture notes
-
15:00
On the creation of networks and knowledge
20'
-
15:00 - 15:20
The reverse engineering of economic systems: Tools and methodology
Location: Adriatico Guest House Lundqvist Lecture Hall -
15:00
The reverse engineering of economic systems: Tools and methodology
20'
Speaker: SALZANO, Massimo (Universita' di Salerno, Italy)
-
15:00
The reverse engineering of economic systems: Tools and methodology
20'
-
15:30 - 16:00
COFFEE
- 15:30 COFFEE 30'
-
15:30 - 16:00
COFFEE
- 15:30 COFFEE 30'
-
15:30 - 16:00
COFFEE
Location: Adriatico Guest House Giambiagi Lecture Hall - 15:30 COFFEE 30'
-
15:30 - 16:00
COFFEE
Location: Adriatico Guest House Lundqvist Lecture Hall - 15:30 COFFEE 30'
-
16:00 - 17:00
Why financial markets cannot be made efficient: A perspective from Minority Game
-
16:00
Why financial markets cannot be made efficient: A perspective from Minority Game
1h0'
Speaker: Y.-C. ZHANG (Universite' de Fribourg, Switzerland) Material: lecture notes
-
16:00
Why financial markets cannot be made efficient: A perspective from Minority Game
1h0'
-
17:00 - 18:00
Poster Session
-
17:00
Poster Session
1h0'
Material: posters
-
17:00
Poster Session
1h0'
-
19:00 - 19:00
SOCIAL DINNER
- 19:00 SOCIAL DINNER
-
09:00 - 09:20
Evolutionary bargaining with co-operative investments
-
-
09:00 - 09:20
Clustering and self-similarity of volatility in speculative markets
-
09:00
Clustering and self-similarity of volatility in speculative markets
20'
Speaker: FUJIWARA, Yoshihisa (Keihanna Centre, Kyoto, Japan) Material: lecture notes
-
09:00
Clustering and self-similarity of volatility in speculative markets
20'
-
09:00 - 09:20
Multi-issue bargaining with multiple encounters: An evolutionary social simulation
Location: Adriatico Guest House Giambiagi Lecture Hall -
09:00
Multi-issue bargaining with multiple encounters: An evolutionary social simulation
20'
Speaker: GERDING, Enrico (Centre for Mathematics & Computer Science, Amsterdam, The Netherlands) Material: lecture notes
-
09:00
Multi-issue bargaining with multiple encounters: An evolutionary social simulation
20'
-
09:00 - 09:20
Limit pricing and entry dynamics with heterogeneous firms
Location: Adriatico Guest House Lundqvist Lecture Hall -
09:00
Limit pricing and entry dynamics with heterogeneous firms
20'
Speaker: ASADA, Toichiro (University of Bielefeld, Germany) Material: lecture notes
-
09:00
Limit pricing and entry dynamics with heterogeneous firms
20'
-
09:00 - 10:30
PARALLEL SESSION 4
see below
-
09:00
PARALLEL SESSION 4
1h30'
-
09:00
PARALLEL SESSION 4
1h30'
-
09:20 - 09:40
The relation between volume and volatility of financial markets stock
-
09:20
The relation between volume and volatility of financial markets stock
20'
Speaker: LILLO, Fabrizio (Universita' di Palermo, Italy) Material: abstract
-
09:20
The relation between volume and volatility of financial markets stock
20'
-
09:20 - 09:40
Schelling's neighborhood segregation model revisited
Location: Adriatico Guest House Giambiagi Lecture Hall -
09:20
Schelling's neighborhood segregation model revisited
20'
Speaker: VRIEND, Nicolas (Queen Mary University of London, U.K.)
-
09:20
Schelling's neighborhood segregation model revisited
20'
-
09:20 - 09:40
Technical progress, financial fragility, fluctuation and growth
Location: Adriatico Guest House Lundqvist Lecture Hall -
09:20
Technical progress, financial fragility, fluctuation and growth
20'
Speaker: GIULIONI, Gianfranco (Universita' di Ancona, Italy)
-
09:20
Technical progress, financial fragility, fluctuation and growth
20'
-
09:40 - 10:00
A dynamic analysis of speculation across two markets
-
09:40
A dynamic analysis of speculation across two markets
20'
Speaker: DIECI, Roberto (Universita' di Parma, Italy) Material: lecture notes
-
09:40
A dynamic analysis of speculation across two markets
20'
-
09:40 - 10:00
Social phase transitions
Location: Adriatico Guest House Giambiagi Lecture Hall -
09:40
Social phase transitions
20'
Speaker: LEVY, Moshe (Hebrew University, Jerusalem, Israel) Material: lecture notes
-
09:40
Social phase transitions
20'
-
09:40 - 10:00
Firms' failures in a macro-economy
Location: Adriatico Guest House Lundqvist Lecture Hall -
09:40
Firms' failures in a macro-economy
20'
Speaker: TAMBORINI, Roberto (University of Trento, Italy) Material: lecture notes
-
09:40
Firms' failures in a macro-economy
20'
-
10:00 - 10:20
Quantifying fluctuations in economic systems by artificial insymmetrization patterns
-
10:00
Quantifying fluctuations in economic systems by artificial insymmetrization patterns
20'
Speaker: MAKOWIEC, Danuta (Gdansk University, Poland) Material: lecture notes
-
10:00
Quantifying fluctuations in economic systems by artificial insymmetrization patterns
20'
-
10:00 - 10:20
Co-ordination of decisions in a spatial model of Brownian agents
Location: Adriatico Guest House Giambiagi Lecture Hall -
10:00
Co-ordination of decisions in a spatial model of Brownian agents
20'
Speaker: SCHWEITZER, Frank (FHG-AIS, Sankt Augustin, Germany) Material: lecture notes
-
10:00
Co-ordination of decisions in a spatial model of Brownian agents
20'
-
10:00 - 10:20
Viability of innovation processes, emergence and stability of market structures
Location: Adriatico Guest House Lundqvist Lecture Hall -
10:00
Viability of innovation processes, emergence and stability of market structures
20'
Speaker: AMENDOLA, Mario (Universita' di Roma "La Sapienza", Italy) Material: lecture notes
-
10:00
Viability of innovation processes, emergence and stability of market structures
20'
-
10:30 - 11:00
COFFEE
- 10:30 COFFEE 30'
-
10:30 - 11:00
COFFEE
- 10:30 COFFEE 30'
-
10:30 - 11:00
COFFEE
Location: Adriatico Guest House Giambiagi Lecture Hall - 10:30 COFFEE 30'
-
10:30 - 11:00
COFFEE
Location: Adriatico Guest House Lundqvist Lecture Hall - 10:30 COFFEE 30'
-
11:00 - 12:00
Microscopic models for long ranged volatility correlations
-
11:00
Microscopic models for long ranged volatility correlations
1h0'
Speaker: J-P. BOUCHAUD (C.E.A. - S.P.E.C., Gif-sur-Yvette, France and Science & Finance, Paris, France)
-
11:00
Microscopic models for long ranged volatility correlations
1h0'
-
12:00 - 14:00
LUNCH
- 12:00 LUNCH 2h0'
-
14:00 - 14:20
On continuous-time random walks in finance
-
14:00
On continuous-time random walks in finance
20'
Speaker: SCALAS, Enrico (Universita' del Piemonte Orientale, Italy) Material: lecture notes
-
14:00
On continuous-time random walks in finance
20'
-
14:00 - 14:20
Co-ordination and self-organization in minority games: Experimental evidence
Location: Adriatico Guest House Giambiagi Lecture Hall -
14:00
Co-ordination and self-organization in minority games: Experimental evidence
20'
Speaker: DEVETAG, Giovanna (University of Trento, Italy) Material: lecture notes
-
14:00
Co-ordination and self-organization in minority games: Experimental evidence
20'
-
14:00 - 14:20
Collective behaviour - a theoretical perspective
Location: Adriatico Guest House Lundqvist Lecture Hall -
14:00
Collective behaviour - a theoretical perspective
20'
Speaker: SINHA, Somdatta (Centre for Cellular & Molecular Biology, Hyderabad, India)
-
14:00
Collective behaviour - a theoretical perspective
20'
-
14:00 - 15:30
PARALLEL SESSION 5
see below
-
14:00
PARALLEL SESSION 5
1h30'
-
14:00
PARALLEL SESSION 5
1h30'
-
14:20 - 14:40
Asset pricing with continuum of belief types
-
14:20
Asset pricing with continuum of belief types
20'
Speaker: DIKS, Cees (University of Amsterdam, The Netherlands) Material: lecture notes
-
14:20
Asset pricing with continuum of belief types
20'
-
14:20 - 14:40
Interior collective optimum in a voluntary contribution to a public good game: An experimental approach
Location: Adriatico Guest House Giambiagi Lecture Hall -
14:20
Interior collective optimum in a voluntary contribution to a public good game: An experimental approach
20'
Speaker: HICHRI, Walid (Universite' d'Aix-Marseille III, France) Material: lecture notes
-
14:20
Interior collective optimum in a voluntary contribution to a public good game: An experimental approach
20'
-
14:20 - 14:40
Statistical mechanics of evolutionary games
Location: Adriatico Guest House Lundqvist Lecture Hall -
14:20
Statistical mechanics of evolutionary games
20'
Speaker: MIEKISZ, Jacek (University of Warsaw, Poland) Material: lecture notes
-
14:20
Statistical mechanics of evolutionary games
20'
-
14:40 - 15:00
Complex Price InstabiComplex Price Instability can be Beneficial in Cournot Duopoly Game
-
14:40
Complex Price InstabiComplex Price Instability can be Beneficial in Cournot Duopoly Game
20'
Speaker: MATSUMOTO, Akio (Chuo University, Japan)
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14:40
Complex Price InstabiComplex Price Instability can be Beneficial in Cournot Duopoly Game
20'
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14:40 - 15:00
Social learning about consumption
Location: Adriatico Guest House Giambiagi Lecture Hall -
14:40
Social learning about consumption
20'
Speaker: CARROLL, Christopher (John Hopkins University, Baltimore, U.S.A.) Material: lecture notes
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14:40
Social learning about consumption
20'
-
14:40 - 15:00
Interactive agent economics: An elucidative framework and survey of results
Location: Adriatico Guest House Lundqvist Lecture Hall -
14:40
Interactive agent economics: An elucidative framework and survey of results
20'
Speaker: VERBRUGGE, Randal (Bureau of Labor Statistics, Washington, U.S.A.) Material: lecture notes
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14:40
Interactive agent economics: An elucidative framework and survey of results
20'
-
15:00 - 15:20
Omori law after a financial market crash
-
15:00
Omori law after a financial market crash
20'
Speaker: MANTEGNA Rosario N. (Universita' di Palermo, Italy) Material: lecture notes
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15:00
Omori law after a financial market crash
20'
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15:30 - 16:00
COFFEE
- 15:30 COFFEE 30'
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15:30 - 16:00
COFFEE + CLOSING REMARKS
- 15:30 COFFEE + CLOSING REMARKS 30'
-
15:30 - 16:00
COFFEE + CLOSING REMARKS
Location: Adriatico Guest House Giambiagi Lecture Hall - 15:30 COFFEE + CLOSING REMARKS 30'
-
15:30 - 16:00
COFFEE + CLOSING REMARKS
Location: Adriatico Guest House Lundqvist Lecture Hall - 15:30 COFFEE + CLOSING REMARKS 30'
-
16:00 - 16:30
CLOSING REMARKS
-
16:00
CLOSING REMARKS
30'
-
16:00
CLOSING REMARKS
30'
-
09:00 - 09:20
Clustering and self-similarity of volatility in speculative markets