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Contribution List

Displaying 19 contributions out of 19
Session: 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
Session: A multi-asset market model with CAPM traders
Session: An agent-based model with fundamentalists' reaction to sentiment
Session: Bilateral bargaining vs. descending auctions: an agent based comparison
Session: Critical Phenomena in portfolio selection
Session: Heterogeneous Beliefs under Different Market Architectures
Session: Informational differences and learning in an asset market with boundedly rational agents
Session: Lunch break
Session: Modeling a simulation of the interplay among stock
Session: On the physics of Schelling segregation model
Session: Optimal portfolio policies under fixed and proportional transaction costs
Session: Parameter Estimation for Stochastic Models of Interacting Agents: An Approximate ML Approach
Session: Phase transition in operational risk
Session: Preferred Habitat, Time deformation and the Yield Curve
Session: Risk/Policy Implications/Complexity in EU markets
Session: Schelling's model with income differences and a house market
Session: Should Network Structure Matter in Agent-Based Finance?
Session: The Stochastic Price Dynamics of Speculative Behaviour
Session: Which market protocols facilitate fair trading?

Organizers

Directors: M. Marsili, A. Kirman, C. Hommes, T. Lux, M. Marchesi, M. Salmon.