› 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)
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)
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)
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)
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)
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)
› 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)
› 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)
› 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)
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 (1h30)
Market Dynamics Thomas Fischer, Technische Universität Darmstadt
› Room 140
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)
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)
› 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)
› 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
Room 138
