Program
| Time |
Event |
|
|
08:30 - 09:00
|
Welcome Speeches (Lecture Hall AXA) - Alice Guilhon, Dean of SKEMA Business School; Xavier Ragot, OFCE President; Richard Arena, GREDEG-UNS and MSH Director |
|
|
09:00 - 10:00
|
Special Plenary Session on Experimental Economics and Simulation (Chair: Nobuyuki Hanaki) - "Learning to Coordinate" (Lecture Hall AXA) - John Duffy, University of Californa, Irvine, USA |
|
|
10:00 - 11:00
|
Special Plenary Session on Experimental Economics and Simulation (Chair: Nobuyuki Hanaki) - "Trader Heterogeneity in Experimental Asset Markets" (Lecture Hall AXA) - Charles Noussair, Tilburg University, The Netherlands |
|
|
11:00 - 11:30
|
Coffee break |
|
|
11:30 - 13:00
|
Monetary and Macroprudential Policy Analyses (Room 138) - Gabriele Tedeschi, Universitat Jaume I of Castellon |
|
| 11:30 - 12:00 |
› The effects of prudential supervision on bank resiliency and profits in a multi-agent setting - Alexandru Monahov, Groupe de Recherche en Droit, Economie et Gestion (GREDEG) |
|
| 12:00 - 12:30 |
› Systemic Risk and Macro-prudential policies: a credit network-based approach - Ermanno Catullo, Università Politecnica delle Marche |
|
| 12:30 - 13:00 |
› Taming Macroeconomic Instability: Monetary and Macroprudential Policy Interactions in an Agent-based Model - Lilit Popoyan, Laboratory of Economics and Management, Sant'Anna School of Advanced Studies |
|
|
11:30 - 13:00
|
Financial Macroeconomics (Room 139) - Stanislao Gualdi, CentraleSupélec |
|
| 11:30 - 12:00 |
› Money Wage Rigidity, Reserve Requirement, and the Stability of Wicksell-Keynes Economy: An Agent-Based Approach to Financial Macroeconomics - Ichiro Takahashi - Soka University |
|
| 12:00 - 12:30 |
› Finance-Growth Relationship: Virtuous and Dis-Virtuous Cycles Theory and Empirical Evidence. - Eliana Lauretta, University of Birmingham - Business School |
|
| 12:30 - 13:00 |
› Monetary Policy and Dark Corners in a stylized Agent-Based Model - Stanislao Gualdi, CentraleSupélec |
|
|
11:30 - 13:00
|
Labour Market Analyses (Room 140) - Gerard Ballot, Université Panthéon-Asssas Paris 2 |
|
| 11:30 - 12:00 |
› Matching dynamics and optima in a multi-agents labor market setting - Cyrille Piatecki, Laboratoire d'économie d'Orleans |
|
| 12:00 - 12:30 |
› Endogenous choices of contract types in an agent-based model of the french Labor Market - Gerard Ballot, Université Panthéon-Asssas Paris 2 |
|
| 12:30 - 13:00 |
› Interpreting the Beveridge curve. An agent-based approach. - Gabriele Cardullo, Dipartimento di Economia, Università di Genova |
|
|
11:30 - 13:00
|
Bounded rationality and Learning (Room 141) - Alejandro Lee, The University Of Nottingham |
|
| 11:30 - 12:00 |
› Learning and coordinating in a multilayer network: Effects of neighborhood size - Haydee Lugo, Complutense University of Madrid |
|
| 12:00 - 12:30 |
› An Agent-Based Model for Punishment in Public Good Games - Alejandro Lee, The University Of Nottingham |
|
| 12:30 - 13:00 |
› Income Inequality, Demonstration effects and Growth of the Consumption Standard - Anais Carlin, Groupe de Recherche en Droit, Economie, Gestion (GREDEG) |
|
|
11:30 - 13:00
|
Endogenous Networks (Room 143) - Zakaria Babutsidze, SKEMA Business School and OFCE |
|
| 11:30 - 12:00 |
› Key Player Policies in Endogenous Networks - Metin Akyol, Darmstadt University of Technology [Darmstadt] |
|
| 12:00 - 12:30 |
› Evolving routs of word-of-mouth: Implications for product promotion - Zakaria Babutsidze, SKEMA Business School |
|
| 12:30 - 13:00 |
› Analysis of conflict of topic on the social media by mathematical model - Akira Ishii, Tottori University |
|
|
11:30 - 13:00
|
Financial markets: models and empirical analyses (Room 144) - Fabio Caccioli, University College London |
|
| 11:30 - 12:00 |
› From banks' strategies to economic (in)stability - Simone Berardi, Universitat Jaume I |
|
| 12:00 - 12:30 |
› Evaluating macroprudential policies in a dynamical model of the Basel leverage cycle - Fabio Caccioli, University College London |
|
| 12:30 - 13:00 |
› Long-run Heterogeneity in a Lucas' Tree Economy with Fixed-Mix Traders - Daniele Giachini, Scuola Superiore Sant'Anna |
|
|
11:30 - 13:00
|
Financial Networks (Room 145) - Matthias Raddant, Christian-Albrechts-Universität zu Kiel |
|
| 11:30 - 12:00 |
› After the currents of liquidity flows created by the different type of payments in SPEI - Biliana Alexandrova-Kabadjova, Banco de Mexico |
|
| 12:00 - 12:30 |
› Complexity of Payment Network - Hayakawa Hitoshi, Hokkaido University, Creative Research Institution |
|
| 12:30 - 13:00 |
› The network of dependencies in the global stock market - Matthias Raddant, Christian-Albrechts-Universität zu Kiel |
|
|
13:00 - 14:00
|
Lunch |
|
|
14:00 - 15:30
|
Macroeconomics and Industrial Dynamics (Room 138) - Marko Petrovic, Universitat Jaume I |
|
| 14:00 - 14:30 |
› The Dynamics of GDP and the Distribution of Firm Growth Rates - Le Li, Scuola Superiore Sant'Anna |
|
| 14:30 - 15:00 |
› Disentangle the interactions between global and regional seasonality of crude oil consumption: empirical evidence based on DWT - Jun Li, GSB,Curtin University of Technology |
|
| 15:00 - 15:30 |
› Looking For the Determinants of Distributions of Firms' Stocks and Flows: An Empirical and Agent Based Approach - Marko Petrovic, Universitat Jaume I |
|
|
14:00 - 15:30
|
Macroeconomics and the Housing Market (Room 139) - Andrea Teglio, Universitat Jaume I of Castellon |
|
| 14:00 - 14:30 |
› Housing Price Bubbles in an Artificial Real Estates Business Cycle of China - Feng He, Tianjin Uinversity |
|
| 14:30 - 15:00 |
› Real Estate Market in EURACE Mode: Stock Control vs Flow Control as Risk Measures Criteria - Andrea Teglio, Universitat Jaume I |
|
| 15:00 - 15:30 |
› Housing markets and economic choices under uncertainty: exploring non-linear market dynamics in a spatial agent-based model - Tatiana Filatova, University of Twente, Deltares |
|
|
14:00 - 15:30
|
R&D and Production Networks (Room 140) - Marco Valente, University of L'Aquila |
|
| 14:00 - 14:30 |
› Network dynamics and knowledge exchange in R&D networks - Mario Vincenzo Tomasello, Chair of Systems Design - ETH Zürich |
|
| 14:30 - 15:00 |
› Systemic risks in complex supply chains - a simple adaptive network model - Célian Colon, Laboratoire de Météorologie Dynamique, Grantham Institute - Imperial College London |
|
| 15:00 - 15:30 |
› Dynamic input-output networks - Antoine Mandel, Ecole d'Économie de Paris - Paris School of Economics |
|
|
14:00 - 15:30
|
Game-theory: Models and Experiments (Room 141) - Luigi Marengo, LUISS, Guido Carli |
|
| 14:00 - 14:30 |
› Stochastic approximation of a Nash equilibrium in nonlinear quadratic tracking games - Dmitri Blueschke, University of Klagenfurt |
|
| 14:30 - 15:00 |
› Governing the commons in a spatial public goods game with wealth accumulation - Anghel Negriu, University of Amsterdam, Center for Nonlinear Dynamics in Economics and Finance, Tinbergen Institute |
|
| 15:00 - 15:30 |
› Playing Lowest Unique Integer Games - Takashi Yamada, Tokyo Institute of Technology |
|
|
14:00 - 15:30
|
Financial markets: models and empirical analyses (Room 144) - Giulio Bottazzi, Scuola Superiore Sant'Anna |
|
| 14:00 - 14:30 |
› The Impact of Reduced Pre-Trade Transparency Regimes on Market Quality - Giulia Iori, City University London |
|
| 14:30 - 15:00 |
› Can a common volatility describe interaction among government yields in a geographical zone? - Maria Cristina Recchioni, Dipartimento di Management, Università Politecnica delle Marche, Ancona |
|
| 15:00 - 15:30 |
› The wisdom of crowds, explained - Giulio Bottazzi, Scuola Superiore Sant'Anna |
|
|
14:00 - 15:30
|
Experimental Finance (Room 145) - Mikhail Anufriev, University of Technology, Sydney |
|
| 14:00 - 14:30 |
› The Effect of Financial Selection in Experimental Asset Markets - Natalia Shestakova, Department of Economics, University of Vienna |
|
| 14:30 - 15:00 |
› Microfoundations for Switching Behaviour in Heterogeneous Agents Models: An Experiment - Mikhail Anufriev, University of Technology, Sydney |
|
| 15:00 - 15:30 |
› An experimental study on overweighting of public information - Eva Camacho Cuena, University Jaume I of Castellón |
|
|
15:30 - 16:00
|
Coffee break |
|
|
16:00 - 18:00
|
Markets micro-structure and design (Room 138) - Guido Germano, University College London |
|
| 16:00 - 16:30 |
› Modeling and calibration of an artificial stock option market - Jiatong Han, Jiatong Han |
|
| 16:30 - 17:00 |
› Dealing with farmers heterogeneity on modeling Common Agricultural Policy: An Agent Based Modeling Approach - Dimitrios Kremmydas, Department of Agricultural Economics, Agricultural University of Athens |
|
| 17:00 - 17:30 |
› Analysis of burst phenomena on social media using the mathematical theory of hit phenomena - Akira Ishii, Tottori University |
|
| 17:30 - 18:00 |
› Hybrid generative-discriminative machine-learning models for the forecasting of high-f requency financial time series - Guido Germano, University College London |
|
|
16:00 - 18:00
|
Bounded rationality and Learning (Room 139) - Pietro Dindo, Scuola Superiore Sant'Anna |
|
| 16:00 - 16:30 |
› The Coexistence of Stable Equilibria under Least Squares Learning - Dávid Kopányi, University of Nottingham |
|
| 16:30 - 17:00 |
› Estimation of Sentiment Effects in Financial Markets: A Simulated Method of Moments Approach - zhenxi chen, University of Kiel |
|
| 17:00 - 17:30 |
› Expectations, Strategies and genetic Algorithms - Paola Colzani, Catholic University of the Sacred Heart, Milan |
|
| 17:30 - 18:00 |
› The Wisdom of the Crowd Revisited - Pietro Dindo, Scuola Superiore Sant'Anna |
|
|
16:00 - 18:00
|
Experimental Economics (Room 140) - Nobuyuki Hanaki, Aix-Marseille University |
|
| 16:00 - 16:30 |
› Imitation and learning in the minority game: a strategy experiment - Jan Tuinstra - University of Amsterdam |
|
| 16:30 - 17:00 |
› Adaptive Expectation with Correction Bias: Evidence from the Lab - Annarita Colasante, Università Politecnica delle Marche |
|
| 17:00 - 17:30 |
› Meaningful learning in weighted voting games: An experiment - Nobuyuki Hanaki, Aix-Marseille University |
|
| 17:30 - 18:00 |
› Testing quantum-like models of judgment for conjunction fallacy - Sébastien Duchêne, Groupe de Recherche en Droit, Economie, Gestion (GREDEG) |
|
|
16:00 - 18:00
|
Econometrics and Model Validation (Room 141) - Sylvain Barde, School of Economics, University of Kent |
|
| 16:00 - 16:30 |
› A practical, universal, information criterion over Nth order markov processes - Sylvain Barde, School of Economics, University of Kent |
|
| 16:30 - 17:00 |
› A calibration procedure for analyzing stock price dynamics in an Agent-based framework - Gabriele Tedeschi, Universitat Jaume I |
|
| 17:00 - 17:30 |
› Simulated ML Estimation of Heterogeneous Agent Models - Jiri Kukacka, Institute of Information Theory and Automation, Academy of Sciences of the Czech Republic |
|
| 17:30 - 18:00 |
› On the similarity of time series dynamics: a criterion for empirical validation - Francesco Lamperti, Scuola Superiore Sant'Anna |
|
|
16:00 - 18:00
|
Industrial Organization: Models and Empirical Analyses (Room 144) - Federico Tamagni, Scuola Superiore "Sant'Anna" |
|
| 16:00 - 16:30 |
› Producer-Retailer Incentives for Vertical Arrangements with Network Delivery Constraints. - Eric Guerci, Groupe de Recherche en Droit, Economie, Gestion (GREDEG) |
|
| 16:30 - 17:00 |
› Do firm idiosyncrasies matter for profitability? Evidence from long-lived US corporations - Philipp Mundt, University of Bamberg |
|
| 17:00 - 17:30 |
› Empirical regularities in the size distribution of firms - Federico Tamagni, Scuola Superiore Sant'Anna |
|
| 17:30 - 18:00 |
› Neutrality and Evolvability in Organizations - Marco Valente, University of L'Aquila |
|
|
16:00 - 18:00
|
Sustainability transitions and climate change models (Room 145) - Sylvie Geisendorf, ESCP Research Center on Sustainability in Business and Society |
|
| 16:00 - 16:30 |
› Linking Agent-based Energy Market with Computable General Equilibrium Model: an Integrated Approach to Climate-Economy-Energy System - Leila Niamir, University of Twente |
|
| 16:30 - 17:00 |
› A System Dynamics model with heterogeneous agents to assess the role of green fiscal and monetary policies for sustainability - Irene Monasterolo, Global Sustainability Institute |
|
| 17:00 - 17:30 |
› The difference it makes – Learning how to adapt to resource dynamics or learning how to survive in a complex world - Sylvie Geisendorf, ESCP Research Center on Sustainability in Business and Society, ESCP Europe Business School Berlin |
|
| 17:30 - 18:00 |
› Just tell me what my neighbors do! Public policies for households recycling - Ankinee Kirakozian, Groupe de Recherche en Droit, Economie et Gestion |
|
|
18:00 - 19:00
|
The Alan Kirman Lecture (Chair: Eric Guerci) - "On Heterogeneous Interacting Agents" (Lecture Hall AXA) - Nicolaas J. Vriend, Queen Mary, University of London, UK |
|
| Time |
Event |
|
|
09:00 - 10:30
|
Macroeconomics: comparing DSGE and ABM models (Room 138) - Jakob Grazzini, Catholic University of Milan |
|
| 09:00 - 09:30 |
› One Model to Rule Them All: a Dynamic Stochastic General Disequilibrium Agent-Based Model - Mattia Guerini, Scuola Superiore Sant'Anna |
|
| 09:30 - 10:00 |
› DSGE vs ABM: A Model Comparison in a Financial Accelerator Framework - Federico Giri, Università Politecnica delle Marche |
|
| 10:00 - 10:30 |
› Learning and heterogeneity in DSGE models: an agent-based approach - Jakob Grazzini, Catholic University of Milan |
|
|
09:00 - 10:30
|
Macroeconomics and Inequality (Room 139) - Simone Righi, Università degli Studi di Modena e Reggio Emilia |
|
| 09:00 - 09:30 |
› Inequality and the Financial Accumulation Process: A Computational Economic Analysis of Income and Wealth Dynamics - Simone Righi, Università degli Studi di Modena e Reggio Emilia |
|
| 09:30 - 10:00 |
› Wealth Inequality in a Macro Agent-Based Model - Maxime Gueuder, Groupement de Recherche en Économie Quantitative d'Aix-Marseille (GREQAM) |
|
| 10:00 - 10:30 |
› Piketty's Fundamental Inequality in an AK Growth Model with Heterogeneous Agents - Pedro Albuquerque, KEDGE Business School, Aix-Marseille School of Economics |
|
|
09:00 - 10:30
|
Complexity Approaches in Finance and Economics (Room 140) - Elena M. Tur, Institute of Innovation and Knowledge Management |
|
| 09:00 - 09:30 |
› Transitions, percolation and social reinforcement - Elena M. Tur, Institute of Innovation and Knowledge Management |
|
| 09:30 - 10:00 |
› Hierarchical Causality in Financial Economics - Tim Gebbie, University of the Witwatersrand |
|
| 10:00 - 10:30 |
› Do not spread too much market information! Market inefficiencies in a consumer network-based model. - Bedogni Jacopo, University of Genova |
|
|
09:00 - 10:30
|
Industrial Organization: Models and Empirical Analyses (Room 141) - Alessandro Sapio, Parthenope University of Naples |
|
| 09:00 - 09:30 |
› The Impact of Credit Rating on Innovation in A Two-Sector Evolutionary Model - Pascal Assmuth, Centre d'économie de la Sorbonne, Bielefeld University |
|
| 09:30 - 10:00 |
› Common Statistical Features of the Dynamics of Corporate Profitability and Growth: An International Perspective - Christian Babirat - University of Bamberg |
|
| 10:00 - 10:30 |
› The footprint of evolutionary processes of learning and selection upon the statistical properties of industrial dynamics - Maria Enrica Virgillito, Scuola Superiore Sant'Anna |
|
|
09:00 - 10:30
|
Financial markets: models and empirical analyses (Room 144) - Dominika Kryczka, Swiss Finance Institute, University of Zürich |
|
| 09:00 - 09:30 |
› A Quantum Model for the Stock Prices in a General Market - Tingting Gao, The University of Tokyo |
|
| 09:30 - 10:00 |
› Recursive equilibria in dynamic economies with stochastic production - Dominika Kryczka, Swiss Finance Institute, University of Zürich |
|
| 10:00 - 10:30 |
› REA Accounting Ontology & Stock-Flow Consistency: Modelling Complex Financial Instruments - Vehbi Sinan Tunalioglu, Universita degli studi di Genova - UNIGE (ITALY) |
|
|
09:00 - 10:30
|
Bubbles and Financial Networks (Room 145) - Pietro Battiston, Scuola Superiore Sant'Anna |
|
| 09:00 - 09:30 |
› Crashes of Housing Price Bubbles under Heterogeneous Expectations - Zichun Huang, Nanyang Technological University - NTU (REPUBLIC OF SINGAPORE) |
|
| 09:30 - 10:00 |
› Speculation in financial networks: it's not just fundamental - Pietro Battiston, Scuola Superiore Sant'Anna |
|
| 10:00 - 10:30 |
› Endogenous network topology in the interbank lending market - Andrea Deghi, Università degli Studi di Siena |
|
|
10:30 - 11:00
|
Coffee break |
|
|
11:00 - 12:00
|
Special plenary session on Financial Networks, Systemic Risk and Regulation (Chair: Mauro Napoletano) - "The price of complexity" (Lecture Hall AXA) - Stefano Battiston, University of Zürich, Switzerland |
|
|
12:00 - 13:00
|
Special plenary session on Financial Networks, Systemic Risk and Regulation (Chair: Mauro Napoletano) - "Collateral Chains" (Lecture Hall AXA) - Singh Manmohan, International Monetary Fund, Washington DC, USA |
|
|
13:00 - 14:00
|
Lunch |
|
|
14:00 - 15:30
|
Macroeconomics of climate change and production networks (Room 138) - Antoine Mandel, Ecole d'Économie de Paris - Paris School of Economics |
|
| 14:00 - 14:30 |
› Faraway, so close: an agent-based model for climate-change policies in high-end scenarios - Alessandro Sapio, Parthenope University of Naples |
|
| 14:30 - 15:00 |
› Criticality in an input-output model of heterogeneous firms - Giacomo Livan, University College London |
|
| 15:00 - 15:30 |
› Shock Diffusion in the European Production Network - Paolo Sgrignoli, University of Verona |
|
|
14:00 - 15:30
|
Agent-Based Macroeconomics (Room 139) - Domenico Delli Gatti, Catholic University of Milan |
|
| 14:00 - 14:30 |
› Dynamic Stochastic Generalised Aggregation in a Multisectoral Macroeconomic Model - Michele Catalano, Prometeia Associazione |
|
| 14:30 - 15:00 |
› A Multi-country Macro Agent Based Model - Domenico Delli Gatti - Università Cattolica |
|
| 15:00 - 15:30 |
› Fiscal policies in an agent-based macro model - Marco Raberto, University of Genova |
|
|
14:00 - 15:30
|
Bubbles and Financial Networks (Room 140) - Ruggero Grilli, Università Politecnica delle Marche |
|
| 14:00 - 14:30 |
› Discovering SIFIs, a temporal complex approach - Alessandro Paolo Spelta, Università Cattolica del Sacro Cuore |
|
| 14:30 - 15:00 |
› Networks evolving towards small-world: a quantitative measure - Rosanna Grassi, University of Milano Bicocca |
|
| 15:00 - 15:30 |
› The synchronization game: how borrower strategies generate bubbles - Ruggero Grilli, Università Politecnica delle Marche |
|
|
14:00 - 15:30
|
Game-theory: Models and Experiments (Room 141) - Moti Michaeli, European University Institute |
|
| 14:00 - 14:30 |
› Transitivity matters. Norms Enforcement and diffusion using different neighborhoods in CAs. - Ilaria Bertazzi, Dipartimento di Economia e Statistica Università degli studi di Torino |
|
| 14:30 - 15:00 |
› From Peer Pressure to Biased Norms: Formation and Collapse - Moti Michaeli, European University Institute |
|
| 15:00 - 15:30 |
› The effect of strategic environments in beauty contest games - Angela Sutan, Burgundy School of Business |
|
|
14:00 - 15:30
|
Financial markets: models and empirical analyses (Room 144) - Remco Zwinkels, VU University Amsterdam |
|
| 14:00 - 14:30 |
› Investor Heterogeneity and Asset Migration: Assessing the Efficacy of Technological & Methodological Innovation in the Asset Management Industry Using Investor-Centric Allocation Strategy - Tolga Sezer, University of Genoa (DIME) |
|
| 14:30 - 15:00 |
› Investor Sentiment and Excessive Comovement of Chinese Stock Market - Dehua Shen - Department of Economics, Universitat Jaume I |
|
| 15:00 - 15:30 |
› Limitations to Sovereign Debt Speculation - Remco Zwinkels, VU University Amsterdam |
|
|
14:00 - 15:30
|
Financial markets: models and empirical analyses (Room 145) - Tibor Neugebauer, University of Luxembourg |
|
| 14:00 - 14:30 |
› Bubble-and-bust dynamics under walrasian asset pricing and heterogeneous traders - Jacopo Staccioli, Scuola Superiore Sant'Anna |
|
| 14:30 - 15:00 |
› Experimental Stock Market Dynamics: Excess demand, adaptation, and style investing in a call-auction with multiple multi-period lived assets - Tibor Neugebauer, University of Luxembourg |
|
| 15:00 - 15:30 |
› Assets pricing implication of unknown dividend process: focus on fair prices and fundamental comovements - Vivien Lespagnol, Aix-Marseille Université |
|
|
15:30 - 16:00
|
Coffee break |
|
|
16:00 - 17:30
|
Agent-Based Macroeconomics (Room 138) - Andrea Roventini, Scuola Superiore Sant'Anna |
|
| 16:00 - 16:30 |
› Credit and Demand in a Dynamic Network of Balance Sheets: an AB-SFC macroeconomic model. - Alessandro Caiani, Marche Polytechnic University |
|
| 16:30 - 17:00 |
› AS-AD disequilibrium curves derived from a financially constrained agent based model - Luca Riccetti, Sapienza, Università di Roma |
|
| 17:00 - 17:30 |
› Outside the corridor: fiscal multipliers and business cycles into an agent-based model with liquidity constraints - Andrea Roventini, Scuola Superiore Sant'Anna |
|
|
16:00 - 17:30
|
Expectations, Bubbles and Policies in Agent-Based Models (Room 139) - Tiziana Assenza, CLE, Department of Economic and Finance, Università Cattolica del Sacro Cuore |
|
| 16:00 - 16:30 |
› Stabilization Policies and Long Term Growth: Policy Implications from an Agent-based Macroeconomic Model - Philipp Harting, Bielefeld University |
|
| 16:30 - 17:00 |
› Individual Expectations and Aggregate Macro Behavior - Tiziana Assenza, CLE, Department of Economic and Finance, Università Cattolica del Sacro Cuore |
|
| 17:00 - 17:30 |
› Bubbles, Crashes & the Financial Cycle: The Limits to Credit Growth - Sander van der Hoog, Bielefeld University |
|
|
16:00 - 17:30
|
Market Dynamics (Room 140) - Thomas Fischer, Technische Universität Darmstadt |
|
| 16:00 - 16:30 |
› Analysis of systemic risk in airline transportation: finding stylized facts and constructing a generating model - Jun-ichi Inoue, Hokkaido University |
|
| 16:30 - 17:00 |
› How to attract Customers to your website with word-of-mouth communication in social media - Jieliang Zhou, Tokyo Institute of Technology |
|
| 17:00 - 17:30 |
› Incentives and Inequality - Thomas Fischer, Technische Universität Darmstadt |
|
|
16:00 - 17:30
|
Bounded rationality and Learning (Room 141) - Murat Yildizoglu, Groupe de Recherche en Economie Théorique et Appliquée (GRETHA) |
|
| 16:00 - 16:30 |
› Coevolution of expectations and monetary policy in as simple Kydland&Prescott economy - Murat Yildizoglu, Groupe de Recherche en Economie Théorique et Appliquée (GRETHA) |
|
| 16:30 - 17:00 |
› Simple Forecasting Heuristics that Make us Smart: Evidence from Different Market Experiments - Tomasz Makarewicz, Amsterdam School of Economics, CeNDEF, University of Amsterdam |
|
| 17:00 - 17:30 |
› Ants and crickets: arbitrary saving rates in an agent-based model with dynasties of agents - Janos Vincze, Centre for Economic and Regional Studies of the Hungarian Academy of Sciences |
|
|
16:00 - 17:30
|
High-Frequency Finance and Market Microstructure (Room 144) - Simone Alfarano, Universitat Jaume I |
|
| 16:00 - 16:30 |
› High-Frequency Trading and the Emergence of Flash Crashes: some regulatory policy experiments - Sandrine Jacob Leal, ICN Business School, Nancy |
|
| 16:30 - 17:00 |
› Anomalous variance scaling in high frequency financial data - Noemi Nava, University College London - London's Global University |
|
| 17:00 - 17:30 |
› Impact of inventory-based electronic liquidity provision strategies within an agent-based modeling framework - Alexandru Mandes, Justus Liebig University Giessen, Chair of Statistics and Econometrics |
|
|
16:00 - 17:30
|
Financial markets: models and empirical analyses (Room 145) - Massimo Molinari, Università degli Studi di Roma |
|
| 16:00 - 16:30 |
› Detrended fluctuation analysis as a regression framework: Estimating dependence at different scales - Kristoufek Ladislav, Institute of Information Theory and Automation [Prague] |
|
| 16:30 - 17:00 |
› Market microstructure and trend-based trading strategies in the foreign exchange market - Lucio Idone, Systemic Risk Centre, University College London |
|
| 17:00 - 17:30 |
› Interbank operations among cooperative banks: a network approach - Massimo Molinari, Università degli Studi di Roma |
|
|
17:30 - 19:00
|
Round Table on Agent-Based Models and Complex Systems Analysis in Economics: Past Achievements and Future Challenges (Chair: Eric Guerci and Mauro Napoletano) (Lecture Hall AXA) - Giovanni Dosi, Mauro Gallegati, Cars Hommes, Thomas Lux, Alan Kirman |
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20:30 - 23:00
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Social Dinner |
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| Time |
Event |
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09:30 - 11:00
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Macroeconomics of Household Debt (Room 138) - Marco Raberto, University of Genova |
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| 10:00 - 10:30 |
› Catching up with the Joneses and Borrowing Constraints - An Agent-based Analysis of Household Debt - Nadja König, University of Hamburg |
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| 10:30 - 11:00 |
› Households' debt in an Agent-based Stock Flow Consistent Macroeconomic model - Paola D'Orazio, Università degli studi G. d'Annunzio Chieti Pescara [Chieti-Pescara] |
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09:30 - 11:00
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Macroeconomics and Inequality (Room 139) - Alberto Russo, Università Politecnica delle Marche |
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| 09:30 - 10:00 |
› Agent Based Simulation for Educational Effects on Reducing Social Exclusion - Masatoshi Murakami, Faculty of Economics, Hannan University |
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| 10:00 - 10:30 |
› Inequality, Household Debt and Financial Instability: an Agent-Based Perspective - Alberto Cardaci, Lombardy Advanced School of Economic Research |
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| 10:30 - 11:00 |
› An Agent-Based Macroeconomic Model with Social Classes and Endogenous Crises - Alberto Russo, Università Politecnica delle Marche |
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09:30 - 11:00
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Financial Networks (Room 140) - Leanne Ussher, Queens College City University of New York |
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| 09:30 - 10:00 |
› An empirical analysis of the network structure of the Spanish credit market - Giulia Provenzano - University Jaume I |
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| 10:00 - 10:30 |
› An Agent Based Network of Firm Trade Credit - Leanne Ussher, Queens College City University of New York |
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09:30 - 11:00
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Game-theory: Models and Experiments (Room 141) - Nicolaas J. Vriend - Queen Mary University of London |
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| 09:30 - 10:00 |
› From Rationality to Irrationality : Dynamic Interacting Structures - Pierre Gosselin, Institut Fourier |
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| 10:00 - 10:30 |
› Can Errors Make People More Cooperative? Cooperation in an Uncertain World - Huanren Zhang, Purdue University [West Lafayette] |
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| 10:30 - 11:00 |
› The Principle of Minimum Differentiation Revisited - Nicolaas J. Vriend - Queen Mary University of London |
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09:30 - 11:00
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Complexity Approaches in Finance and Economics (Room 144) - Florian Sniekers, VU University Amsterdam, University of Amsterdam |
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| 09:30 - 10:00 |
› A Heterogeneous Agent-Based Implementation of Business Cycles in a Barter Economy - Shyam Gouri Suresh, Department of Economics, Davidson College |
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| 10:00 - 10:30 |
› Learning to switch in the housing market - Florian Sniekers, VU University Amsterdam, University of Amsterdam |
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| 10:30 - 11:00 |
› A statistical Test of Walrasian Equilibrium by Means of Complex Networks Theory - leonardo bargigli, Dipartimento di scienze economiche e dell'impresa, Università di Firenze |
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09:30 - 11:00
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Financial markets: models and empirical analyses (Room 145) - Wei Zhang, Tianjin University |
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| 09:30 - 10:00 |
› Stock market comovements: a nonlinear approach for 48 countries - Andreia Dionisio, University of Evora, Andreia |
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| 10:00 - 10:30 |
› Bringing an Elementary Agent-Based Model to the Data: Estimation via GMM and an Application to Forecasting of Asset Price Volatility - Jaba Ghonghadze, University of Kiel |
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| 10:30 - 11:00 |
› Dark pool usage and market volatility - Yibing Xiong, Tokyo Institute of Technology |
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11:00 - 11:30
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Coffee break |
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11:30 - 12:30
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Plenary Session on Calibration and Validation of Agent-Based Models (Chair: Mauro Napoletano) - "Agent-based modeling of collaboration networks: How models meet data" (Lecture Hall AXA) - Frank Schweitzer, ETH Zürich, Switzerland |
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12:30 - 13:00
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Concluding Remarks (Lecture Hall AXA) |
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13:00 - 14:00
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Lunch |
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