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Thursday, May 21, 2015
| 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 |
Friday, May 22, 2015
| 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 | |
| 20:30 - 23:00 | Social Dinner |
Saturday, May 23, 2015
| Time | Event | |
| 09:30 - 11:00 | Macroeconomics of Household Debt (Room 138) - Marco Raberto, University of Genova | |
| 10:00 - 10:30 | › Catching up with the Joneses and Borrowing Constraints - An Agent-based Analysis of Household Debt - Nadja König, University of Hamburg | |
| 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] | |
| 09:30 - 11:00 | Macroeconomics and Inequality (Room 139) - Alberto Russo, Università Politecnica delle Marche | |
| 09:30 - 10:00 | › Agent Based Simulation for Educational Effects on Reducing Social Exclusion - Masatoshi Murakami, Faculty of Economics, Hannan University | |
| 10:00 - 10:30 | › Inequality, Household Debt and Financial Instability: an Agent-Based Perspective - Alberto Cardaci, Lombardy Advanced School of Economic Research | |
| 10:30 - 11:00 | › An Agent-Based Macroeconomic Model with Social Classes and Endogenous Crises - Alberto Russo, Università Politecnica delle Marche | |
| 09:30 - 11:00 | Financial Networks (Room 140) - Leanne Ussher, Queens College City University of New York | |
| 09:30 - 10:00 | › An empirical analysis of the network structure of the Spanish credit market - Giulia Provenzano - University Jaume I | |
| 10:00 - 10:30 | › An Agent Based Network of Firm Trade Credit - Leanne Ussher, Queens College City University of New York | |
| 09:30 - 11:00 | Game-theory: Models and Experiments (Room 141) - Nicolaas J. Vriend - Queen Mary University of London | |
| 09:30 - 10:00 | › From Rationality to Irrationality : Dynamic Interacting Structures - Pierre Gosselin, Institut Fourier | |
| 10:00 - 10:30 | › Can Errors Make People More Cooperative? Cooperation in an Uncertain World - Huanren Zhang, Purdue University [West Lafayette] | |
| 10:30 - 11:00 | › The Principle of Minimum Differentiation Revisited - Nicolaas J. Vriend - Queen Mary University of London | |
| 09:30 - 11:00 | Complexity Approaches in Finance and Economics (Room 144) - Florian Sniekers, VU University Amsterdam, University of Amsterdam | |
| 09:30 - 10:00 | › A Heterogeneous Agent-Based Implementation of Business Cycles in a Barter Economy - Shyam Gouri Suresh, Department of Economics, Davidson College | |
| 10:00 - 10:30 | › Learning to switch in the housing market - Florian Sniekers, VU University Amsterdam, University of Amsterdam | |
| 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 | |
| 09:30 - 11:00 | Financial markets: models and empirical analyses (Room 145) - Wei Zhang, Tianjin University | |
| 09:30 - 10:00 | › Stock market comovements: a nonlinear approach for 48 countries - Andreia Dionisio, University of Evora, Andreia | |
| 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 | |
| 10:30 - 11:00 | › Dark pool usage and market volatility - Yibing Xiong, Tokyo Institute of Technology | |
| 11:00 - 11:30 | Coffee break | |
| 11:30 - 12:30 | 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 | |
| 12:30 - 13:00 | Concluding Remarks (Lecture Hall AXA) | |
| 13:00 - 14:00 | Lunch |
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