Gabriele Tedeschi, Universitat Jaume I of Castellon
› 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)
11:30-12:00 (30min)
› Systemic Risk and Macro-prudential policies: a credit network-based approach - Ermanno Catullo, Università Politecnica delle Marche
12:00-12:30 (30min)
› 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
12:30-13:00 (30min)
11:30 - 13:00 (1h30)
Financial Macroeconomics
Room 139
Stanislao Gualdi, CentraleSupélec
› Money Wage Rigidity, Reserve Requirement, and the Stability of Wicksell-Keynes Economy: An Agent-Based Approach to Financial Macroeconomics -
11:30-12:00 (30min)
› Finance-Growth Relationship: Virtuous and Dis-Virtuous Cycles Theory and Empirical Evidence. - Eliana Lauretta, University of Birmingham - Business School
12:00-12:30 (30min)
› Monetary Policy and Dark Corners in a stylized Agent-Based Model - Stanislao Gualdi, CentraleSupélec
12:30-13:00 (30min)
11:30 - 13:00 (1h30)
Labour Market Analyses
Room 140
Gerard Ballot, Université Panthéon-Asssas Paris 2
› Matching dynamics and optima in a multi-agents labor market setting - Cyrille Piatecki, Laboratoire d'économie d'Orleans
11:30-12:00 (30min)
› Endogenous choices of contract types in an agent-based model of the french Labor Market - Gerard Ballot, Université Panthéon-Asssas Paris 2
12:00-12:30 (30min)
› Interpreting the Beveridge curve. An agent-based approach. - Gabriele Cardullo, Dipartimento di Economia, Università di Genova
12:30-13:00 (30min)
11:30 - 13:00 (1h30)
Bounded rationality and Learning
Room 141
Alejandro Lee, The University Of Nottingham
› Learning and coordinating in a multilayer network: Effects of neighborhood size - Haydee Lugo, Complutense University of Madrid
11:30-12:00 (30min)
› An Agent-Based Model for Punishment in Public Good Games - Alejandro Lee, The University Of Nottingham
12:00-12:30 (30min)
› Income Inequality, Demonstration effects and Growth of the Consumption Standard - Anais Carlin, Groupe de Recherche en Droit, Economie, Gestion (GREDEG)
12:30-13:00 (30min)
11:30 - 13:00 (1h30)
Endogenous Networks
Room 143
Zakaria Babutsidze, SKEMA Business School and OFCE
› Key Player Policies in Endogenous Networks - Metin Akyol, Darmstadt University of Technology [Darmstadt]
11:30-12:00 (30min)
› Evolving routs of word-of-mouth: Implications for product promotion - Zakaria Babutsidze, SKEMA Business School
12:00-12:30 (30min)
› Analysis of conflict of topic on the social media by mathematical model - Akira Ishii, Tottori University
12:30-13:00 (30min)
11:30 - 13:00 (1h30)
Financial markets: models and empirical analyses
Room 144
Fabio Caccioli, University College London
› From banks' strategies to economic (in)stability - Simone Berardi, Universitat Jaume I
11:30-12:00 (30min)
› Evaluating macroprudential policies in a dynamical model of the Basel leverage cycle - Fabio Caccioli, University College London
12:00-12:30 (30min)
› Long-run Heterogeneity in a Lucas' Tree Economy with Fixed-Mix Traders - Daniele Giachini, Scuola Superiore Sant'Anna
12:30-13:00 (30min)
11:30 - 13:00 (1h30)
Financial Networks
Room 145
Matthias Raddant, Christian-Albrechts-Universität zu Kiel
› After the currents of liquidity flows created by the different type of payments in SPEI - Biliana Alexandrova-Kabadjova, Banco de Mexico
11:30-12:00 (30min)
› Complexity of Payment Network - Hayakawa Hitoshi, Hokkaido University, Creative Research Institution
12:00-12:30 (30min)
› The network of dependencies in the global stock market - Matthias Raddant, Christian-Albrechts-Universität zu Kiel
12:30-13:00 (30min)
› The Dynamics of GDP and the Distribution of Firm Growth Rates - Le Li, Scuola Superiore Sant'Anna
14:00-14:30 (30min)
› Disentangle the interactions between global and regional seasonality of crude oil consumption: empirical evidence based on DWT - Jun Li, GSB,Curtin University of Technology
14:30-15:00 (30min)
› Looking For the Determinants of Distributions of Firms' Stocks and Flows: An Empirical and Agent Based Approach - Marko Petrovic, Universitat Jaume I
15:00-15:30 (30min)
14:00 - 15:30 (1h30)
Macroeconomics and the Housing Market
Room 139
Andrea Teglio, Universitat Jaume I of Castellon
› Housing Price Bubbles in an Artificial Real Estates Business Cycle of China - Feng He, Tianjin Uinversity
14:00-14:30 (30min)
› Real Estate Market in EURACE Mode: Stock Control vs Flow Control as Risk Measures Criteria - Andrea Teglio, Universitat Jaume I
14:30-15:00 (30min)
› Housing markets and economic choices under uncertainty: exploring non-linear market dynamics in a spatial agent-based model - Tatiana Filatova, University of Twente, Deltares
15:00-15:30 (30min)
14:00 - 15:30 (1h30)
R&D and Production Networks
Room 140
Marco Valente, University of L'Aquila
› Network dynamics and knowledge exchange in R&D networks - Mario Vincenzo Tomasello, Chair of Systems Design - ETH Zürich
14:00-14:30 (30min)
› Systemic risks in complex supply chains - a simple adaptive network model - Célian Colon, Laboratoire de Météorologie Dynamique, Grantham Institute - Imperial College London
14:30-15:00 (30min)
› Dynamic input-output networks - Antoine Mandel, Ecole d'Économie de Paris - Paris School of Economics
15:00-15:30 (30min)
14:00 - 15:30 (1h30)
Game-theory: Models and Experiments
Room 141
Luigi Marengo, LUISS, Guido Carli
› Stochastic approximation of a Nash equilibrium in nonlinear quadratic tracking games - Dmitri Blueschke, University of Klagenfurt
14:00-14:30 (30min)
› 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
14:30-15:00 (30min)
› Playing Lowest Unique Integer Games - Takashi Yamada, Tokyo Institute of Technology
15:00-15:30 (30min)
14:00 - 15:30 (1h30)
Financial markets: models and empirical analyses
Room 144
Giulio Bottazzi, Scuola Superiore Sant'Anna
› The Impact of Reduced Pre-Trade Transparency Regimes on Market Quality - Giulia Iori, City University London
14:00-14:30 (30min)
› Can a common volatility describe interaction among government yields in a geographical zone? - Maria Cristina Recchioni, Dipartimento di Management, Università Politecnica delle Marche, Ancona
14:30-15:00 (30min)
› The wisdom of crowds, explained - Giulio Bottazzi, Scuola Superiore Sant'Anna
15:00-15:30 (30min)
14:00 - 15:30 (1h30)
Experimental Finance
Room 145
Mikhail Anufriev, University of Technology, Sydney
› The Effect of Financial Selection in Experimental Asset Markets - Natalia Shestakova, Department of Economics, University of Vienna
14:00-14:30 (30min)
› Microfoundations for Switching Behaviour in Heterogeneous Agents Models: An Experiment - Mikhail Anufriev, University of Technology, Sydney
14:30-15:00 (30min)
› An experimental study on overweighting of public information - Eva Camacho Cuena, University Jaume I of Castellón
15:00-15:30 (30min)
› Modeling and calibration of an artificial stock option market - Jiatong Han, Jiatong Han
16:00-16:30 (30min)
› Dealing with farmers heterogeneity on modeling Common Agricultural Policy: An Agent Based Modeling Approach - Dimitrios Kremmydas, Department of Agricultural Economics, Agricultural University of Athens
16:30-17:00 (30min)
› Analysis of burst phenomena on social media using the mathematical theory of hit phenomena - Akira Ishii, Tottori University
17:00-17:30 (30min)
› Hybrid generative-discriminative machine-learning models for the forecasting of high-f requency financial time series - Guido Germano, University College London
17:30-18:00 (30min)
16:00 - 18:00 (2h)
Bounded rationality and Learning
Room 139
Pietro Dindo, Scuola Superiore Sant'Anna
› The Coexistence of Stable Equilibria under Least Squares Learning - Dávid Kopányi, University of Nottingham
16:00-16:30 (30min)
› Estimation of Sentiment Effects in Financial Markets: A Simulated Method of Moments Approach - zhenxi chen, University of Kiel
16:30-17:00 (30min)
› Expectations, Strategies and genetic Algorithms - Paola Colzani, Catholic University of the Sacred Heart, Milan
17:00-17:30 (30min)
› The Wisdom of the Crowd Revisited - Pietro Dindo, Scuola Superiore Sant'Anna
17:30-18:00 (30min)
16:00 - 18:00 (2h)
Experimental Economics
Room 140
Nobuyuki Hanaki, Aix-Marseille University
› Imitation and learning in the minority game: a strategy experiment -
16:00-16:30 (30min)
› Adaptive Expectation with Correction Bias: Evidence from the Lab - Annarita Colasante, Università Politecnica delle Marche
16:30-17:00 (30min)
› Meaningful learning in weighted voting games: An experiment - Nobuyuki Hanaki, Aix-Marseille University
17:00-17:30 (30min)
› Testing quantum-like models of judgment for conjunction fallacy - Sébastien Duchêne, Groupe de Recherche en Droit, Economie, Gestion (GREDEG)
17:30-18:00 (30min)
16:00 - 18:00 (2h)
Econometrics and Model Validation
Room 141
Sylvain Barde, School of Economics, University of Kent
› A practical, universal, information criterion over Nth order markov processes - Sylvain Barde, School of Economics, University of Kent
16:00-16:30 (30min)
› A calibration procedure for analyzing stock price dynamics in an Agent-based framework - Gabriele Tedeschi, Universitat Jaume I
16:30-17:00 (30min)
› Simulated ML Estimation of Heterogeneous Agent Models - Jiri Kukacka, Institute of Information Theory and Automation, Academy of Sciences of the Czech Republic
17:00-17:30 (30min)
› On the similarity of time series dynamics: a criterion for empirical validation - Francesco Lamperti, Scuola Superiore Sant'Anna
17:30-18:00 (30min)
16:00 - 18:00 (2h)
Industrial Organization: Models and Empirical Analyses
Room 144
Federico Tamagni, Scuola Superiore "Sant'Anna"
› Producer-Retailer Incentives for Vertical Arrangements with Network Delivery Constraints. - Eric Guerci, Groupe de Recherche en Droit, Economie, Gestion (GREDEG)
16:00-16:30 (30min)
› Do firm idiosyncrasies matter for profitability? Evidence from long-lived US corporations - Philipp Mundt, University of Bamberg
16:30-17:00 (30min)
› Empirical regularities in the size distribution of firms - Federico Tamagni, Scuola Superiore Sant'Anna
17:00-17:30 (30min)
› Neutrality and Evolvability in Organizations - Marco Valente, University of L'Aquila
17:30-18:00 (30min)
16:00 - 18:00 (2h)
Sustainability transitions and climate change models
Room 145
Sylvie Geisendorf, ESCP Research Center on Sustainability in Business and Society
› Linking Agent-based Energy Market with Computable General Equilibrium Model: an Integrated Approach to Climate-Economy-Energy System - Leila Niamir, University of Twente
16:00-16:30 (30min)
› A System Dynamics model with heterogeneous agents to assess the role of green fiscal and monetary policies for sustainability - Irene Monasterolo, Global Sustainability Institute
16:30-17:00 (30min)
› 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
17:00-17:30 (30min)
› Just tell me what my neighbors do! Public policies for households recycling - Ankinee Kirakozian, Groupe de Recherche en Droit, Economie et Gestion
17:30-18:00 (30min)
› One Model to Rule Them All: a Dynamic Stochastic General Disequilibrium Agent-Based Model - Mattia Guerini, Scuola Superiore Sant'Anna
09:00-09:30 (30min)
› DSGE vs ABM: A Model Comparison in a Financial Accelerator Framework - Federico Giri, Università Politecnica delle Marche
09:30-10:00 (30min)
› Learning and heterogeneity in DSGE models: an agent-based approach - Jakob Grazzini, Catholic University of Milan
10:00-10:30 (30min)
9:00 - 10:30 (1h30)
Macroeconomics and Inequality
Room 139
Simone Righi, Università degli Studi di Modena e Reggio Emilia
› 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
09:00-09:30 (30min)
› Wealth Inequality in a Macro Agent-Based Model - Maxime Gueuder, Groupement de Recherche en Économie Quantitative d'Aix-Marseille (GREQAM)
09:30-10:00 (30min)
› Piketty's Fundamental Inequality in an AK Growth Model with Heterogeneous Agents - Pedro Albuquerque, KEDGE Business School, Aix-Marseille School of Economics
10:00-10:30 (30min)
9:00 - 10:30 (1h30)
Complexity Approaches in Finance and Economics
Room 140
Elena M. Tur, Institute of Innovation and Knowledge Management
› Transitions, percolation and social reinforcement - Elena M. Tur, Institute of Innovation and Knowledge Management
09:00-09:30 (30min)
› Hierarchical Causality in Financial Economics - Tim Gebbie, University of the Witwatersrand
09:30-10:00 (30min)
› Do not spread too much market information! Market inefficiencies in a consumer network-based model. - Bedogni Jacopo, University of Genova
10:00-10:30 (30min)
9:00 - 10:30 (1h30)
Industrial Organization: Models and Empirical Analyses
Room 141
Alessandro Sapio, Parthenope University of Naples
› The Impact of Credit Rating on Innovation in A Two-Sector Evolutionary Model - Pascal Assmuth, Centre d'économie de la Sorbonne, Bielefeld University
09:00-09:30 (30min)
› Common Statistical Features of the Dynamics of Corporate Profitability and Growth: An International Perspective -
09:30-10:00 (30min)
› The footprint of evolutionary processes of learning and selection upon the statistical properties of industrial dynamics - Maria Enrica Virgillito, Scuola Superiore Sant'Anna
10:00-10:30 (30min)
9:00 - 10:30 (1h30)
Financial markets: models and empirical analyses
Room 144
Dominika Kryczka, Swiss Finance Institute, University of Zürich
› A Quantum Model for the Stock Prices in a General Market - Tingting Gao, The University of Tokyo
09:00-09:30 (30min)
› Recursive equilibria in dynamic economies with stochastic production - Dominika Kryczka, Swiss Finance Institute, University of Zürich
09:30-10:00 (30min)
› REA Accounting Ontology & Stock-Flow Consistency: Modelling Complex Financial Instruments - Vehbi Sinan Tunalioglu, Universita degli studi di Genova - UNIGE (ITALY)
10:00-10:30 (30min)
9:00 - 10:30 (1h30)
Bubbles and Financial Networks
Room 145
Pietro Battiston, Scuola Superiore Sant'Anna
› Crashes of Housing Price Bubbles under Heterogeneous Expectations - Zichun Huang, Nanyang Technological University - NTU (REPUBLIC OF SINGAPORE)
09:00-09:30 (30min)
› Speculation in financial networks: it's not just fundamental - Pietro Battiston, Scuola Superiore Sant'Anna
09:30-10:00 (30min)
› Endogenous network topology in the interbank lending market - Andrea Deghi, Università degli Studi di Siena
10:00-10:30 (30min)
Macroeconomics of climate change and production networks
Room 138
Antoine Mandel, Ecole d'Économie de Paris - Paris School of Economics
› Faraway, so close: an agent-based model for climate-change policies in high-end scenarios - Alessandro Sapio, Parthenope University of Naples
14:00-14:30 (30min)
› Criticality in an input-output model of heterogeneous firms - Giacomo Livan, University College London
14:30-15:00 (30min)
› Shock Diffusion in the European Production Network - Paolo Sgrignoli, University of Verona
15:00-15:30 (30min)
14:00 - 15:30 (1h30)
Agent-Based Macroeconomics
Room 139
Domenico Delli Gatti, Catholic University of Milan
› Dynamic Stochastic Generalised Aggregation in a Multisectoral Macroeconomic Model - Michele Catalano, Prometeia Associazione
14:00-14:30 (30min)
› A Multi-country Macro Agent Based Model -
14:30-15:00 (30min)
› Fiscal policies in an agent-based macro model - Marco Raberto, University of Genova
15:00-15:30 (30min)
14:00 - 15:30 (1h30)
Bubbles and Financial Networks
Room 140
Ruggero Grilli, Università Politecnica delle Marche
› Discovering SIFIs, a temporal complex approach - Alessandro Paolo Spelta, Università Cattolica del Sacro Cuore
14:00-14:30 (30min)
› Networks evolving towards small-world: a quantitative measure - Rosanna Grassi, University of Milano Bicocca
14:30-15:00 (30min)
› The synchronization game: how borrower strategies generate bubbles - Ruggero Grilli, Università Politecnica delle Marche
15:00-15:30 (30min)
14:00 - 15:30 (1h30)
Game-theory: Models and Experiments
Room 141
Moti Michaeli, European University Institute
› Transitivity matters. Norms Enforcement and diffusion using different neighborhoods in CAs. - Ilaria Bertazzi, Dipartimento di Economia e Statistica Università degli studi di Torino
14:00-14:30 (30min)
› From Peer Pressure to Biased Norms: Formation and Collapse - Moti Michaeli, European University Institute
14:30-15:00 (30min)
› The effect of strategic environments in beauty contest games - Angela Sutan, Burgundy School of Business
15:00-15:30 (30min)
14:00 - 15:30 (1h30)
Financial markets: models and empirical analyses
Room 144
Remco Zwinkels, VU University Amsterdam
› 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)
14:00-14:30 (30min)
› Investor Sentiment and Excessive Comovement of Chinese Stock Market -
14:30-15:00 (30min)
› Limitations to Sovereign Debt Speculation - Remco Zwinkels, VU University Amsterdam
15:00-15:30 (30min)
14:00 - 15:30 (1h30)
Financial markets: models and empirical analyses
Room 145
Tibor Neugebauer, University of Luxembourg
› Bubble-and-bust dynamics under walrasian asset pricing and heterogeneous traders - Jacopo Staccioli, Scuola Superiore Sant'Anna
14:00-14:30 (30min)
› 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
14:30-15:00 (30min)
› Assets pricing implication of unknown dividend process: focus on fair prices and fundamental comovements - Vivien Lespagnol, Aix-Marseille Université
15:00-15:30 (30min)
› Credit and Demand in a Dynamic Network of Balance Sheets: an AB-SFC macroeconomic model. - Alessandro Caiani, Marche Polytechnic University
16:00-16:30 (30min)
› AS-AD disequilibrium curves derived from a financially constrained agent based model - Luca Riccetti, Sapienza, Università di Roma
16:30-17:00 (30min)
› Outside the corridor: fiscal multipliers and business cycles into an agent-based model with liquidity constraints - Andrea Roventini, Scuola Superiore Sant'Anna
17:00-17:30 (30min)
16:00 - 17:30 (1h30)
Expectations, Bubbles and Policies in Agent-Based Models
Room 139
Tiziana Assenza, CLE, Department of Economic and Finance, Università Cattolica del Sacro Cuore
› Stabilization Policies and Long Term Growth: Policy Implications from an Agent-based Macroeconomic Model - Philipp Harting, Bielefeld University
16:00-16:30 (30min)
› Individual Expectations and Aggregate Macro Behavior - Tiziana Assenza, CLE, Department of Economic and Finance, Università Cattolica del Sacro Cuore
16:30-17:00 (30min)
› Bubbles, Crashes & the Financial Cycle: The Limits to Credit Growth - Sander van der Hoog, Bielefeld University
17:00-17:30 (30min)
16:00 - 17:30 (1h30)
Market Dynamics
Room 140
Thomas Fischer, Technische Universität Darmstadt
› Analysis of systemic risk in airline transportation: finding stylized facts and constructing a generating model - Jun-ichi Inoue, Hokkaido University
16:00-16:30 (30min)
› How to attract Customers to your website with word-of-mouth communication in social media - Jieliang Zhou, Tokyo Institute of Technology
16:30-17:00 (30min)
› Incentives and Inequality - Thomas Fischer, Technische Universität Darmstadt
17:00-17:30 (30min)
16:00 - 17:30 (1h30)
Bounded rationality and Learning
Room 141
Murat Yildizoglu, Groupe de Recherche en Economie Théorique et Appliquée (GRETHA)
› Coevolution of expectations and monetary policy in as simple Kydland&Prescott economy - Murat Yildizoglu, Groupe de Recherche en Economie Théorique et Appliquée (GRETHA)
16:00-16:30 (30min)
› Simple Forecasting Heuristics that Make us Smart: Evidence from Different Market Experiments - Tomasz Makarewicz, Amsterdam School of Economics, CeNDEF, University of Amsterdam
16:30-17:00 (30min)
› 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
17:00-17:30 (30min)
16:00 - 17:30 (1h30)
High-Frequency Finance and Market Microstructure
Room 144
Simone Alfarano, Universitat Jaume I
› High-Frequency Trading and the Emergence of Flash Crashes: some regulatory policy experiments - Sandrine Jacob Leal, ICN Business School, Nancy
16:00-16:30 (30min)
› Anomalous variance scaling in high frequency financial data - Noemi Nava, University College London - London's Global University
16:30-17:00 (30min)
› 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
17:00-17:30 (30min)
16:00 - 17:30 (1h30)
Financial markets: models and empirical analyses
Room 145
Massimo Molinari, Università degli Studi di Roma
› Detrended fluctuation analysis as a regression framework: Estimating dependence at different scales - Kristoufek Ladislav, Institute of Information Theory and Automation [Prague]
16:00-16:30 (30min)
› Market microstructure and trend-based trading strategies in the foreign exchange market - Lucio Idone, Systemic Risk Centre, University College London
16:30-17:00 (30min)
› Interbank operations among cooperative banks: a network approach - Massimo Molinari, Università degli Studi di Roma
17:00-17:30 (30min)
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
› Catching up with the Joneses and Borrowing Constraints - An Agent-based Analysis of Household Debt - Nadja König, University of Hamburg
10:00-10:30 (30min)
› Households' debt in an Agent-based Stock Flow Consistent Macroeconomic model - Paola D'Orazio, Università degli studi G. d'Annunzio Chieti Pescara [Chieti-Pescara]
10:30-11:00 (30min)
9:30 - 11:00 (1h30)
Macroeconomics and Inequality
Room 139
Alberto Russo, Università Politecnica delle Marche
› Agent Based Simulation for Educational Effects on Reducing Social Exclusion - Masatoshi Murakami, Faculty of Economics, Hannan University
09:30-10:00 (30min)
› Inequality, Household Debt and Financial Instability: an Agent-Based Perspective - Alberto Cardaci, Lombardy Advanced School of Economic Research
10:00-10:30 (30min)
› An Agent-Based Macroeconomic Model with Social Classes and Endogenous Crises - Alberto Russo, Università Politecnica delle Marche
10:30-11:00 (30min)
9:30 - 11:00 (1h30)
Financial Networks
Room 140
Leanne Ussher, Queens College City University of New York
› An empirical analysis of the network structure of the Spanish credit market - Giulia Provenzano - University Jaume I
09:30-10:00 (30min)
› An Agent Based Network of Firm Trade Credit - Leanne Ussher, Queens College City University of New York
10:00-10:30 (30min)
9:30 - 11:00 (1h30)
Game-theory: Models and Experiments
Room 141
Nicolaas J. Vriend - Queen Mary University of London
› From Rationality to Irrationality : Dynamic Interacting Structures - Pierre Gosselin, Institut Fourier
09:30-10:00 (30min)
› Can Errors Make People More Cooperative? Cooperation in an Uncertain World - Huanren Zhang, Purdue University [West Lafayette]
10:00-10:30 (30min)
› The Principle of Minimum Differentiation Revisited -
10:30-11:00 (30min)
9:30 - 11:00 (1h30)
Complexity Approaches in Finance and Economics
Room 144
Florian Sniekers, VU University Amsterdam, University of Amsterdam
› A Heterogeneous Agent-Based Implementation of Business Cycles in a Barter Economy - Shyam Gouri Suresh, Department of Economics, Davidson College
09:30-10:00 (30min)
› Learning to switch in the housing market - Florian Sniekers, VU University Amsterdam, University of Amsterdam
10:00-10:30 (30min)
› A statistical Test of Walrasian Equilibrium by Means of Complex Networks Theory - leonardo bargigli, Dipartimento di scienze economiche e dell'impresa, Università di Firenze
10:30-11:00 (30min)
9:30 - 11:00 (1h30)
Financial markets: models and empirical analyses
Room 145
Wei Zhang, Tianjin University
› Stock market comovements: a nonlinear approach for 48 countries - Andreia Dionisio, University of Evora, Andreia
09:30-10:00 (30min)
› 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
10:00-10:30 (30min)
› Dark pool usage and market volatility - Yibing Xiong, Tokyo Institute of Technology
10:30-11:00 (30min)
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
