Plenary lecturers (1 hour lectures including questions) Tiziana di Matteo (King's College, London, UK) Correlation Dynamics in Volatile Markets Giorgio Fagiolo (Sant'Anna School, Italy) Schumpeter Meeting Keynes: A Policy-Friendly Model of Endogenous Growth and Business Cycles Diana Mangalagiu (University of Oxford, Oxford, UK and Reims Management School, Reims France) The Oxford Scenarios: Beyond the Financial Crisis Every speaker will have a time-slot of 30' including question time (at least 5'). Conference chairs will be requested to avoid delays. All the sessions A as well as the plenary sessions will take place in the main lecture hall (Aula Magna). Sessions B will be in Room 101 (Aula 101). Speakers are underlined. June 23 09:00 - 10:00 Registration/Coffee 10:00 - 12:00 Session I A 12:00 - 14:00 Lunch 14:00 - 15:30 Session II A 15:30 - 16:00 Coffee break 16:00 - 18:30 Session III A June 24 08:00 - 09:00 Registration 09:00 - 10:30 Parallel sessions IV A and IV B 10:30 - 11:00 Coffee break 11:00 - 12:00 Plenary session I: Giorgio Fagiolo (chair: Enrico Scalas) 12:00 - 13:00 Lunch 13:00 - 14:00 Plenary session II: Diana Mangalagiu (chair: Frank Schweitzer) 14:00 - 16:00 Parallel sessions V A and V B 16:00 - 16:30 Break 16:30 - 18:30 Parallel sessions VI A and VI B June 25 08:00 - 09:00 Registration 09:00 - 10:30 Parallel sessions VII A and VII B 10:30 - 11:00 Coffee break 11:00 - 12:00 Plenary session III: Tiziana di Matteo (chair: Hiroshi Sato) 12:00 - 12:30 Conference closure Session I A (23 June, 10:00 - 12:00) Chair: Marco Raberto Luca Di Gennaro, Ubaldo Garibaldi and Domenico Costantini. The price dispersion of Barcelona fish market: A probabilistic explanation. Ubaldo Garibaldi and Paolo Viarengo. Exchangeability and non-self-averaging. Alexis Akira Toda. Integration of the Walrasian paradigm into the statistical paradigm.Yuji Aruka. Human interactions and von Stackelberg’s players: a macroscopic microeconomic feedback. Session II A (23 June, 14:00 - 15:30) Chair: Giorgio Fagiolo Andreas Krause. Interbank lending and systemic risk. Aki-Hiro Sato, Takaki Hayashi and Janusz A. Holyst. Comprehensive Analysis of Market Conditions in the Foreign Exchange Market: Fluctuation Scaling and Variance-Covariance matrix. Takero Ibuki, Hikaru Hino and Jun-ichi Inoue. Response of double-auction markets to instantaneous selling-buying signals with stochastic bid-ask spread. Chair: Ubaldo GaribaldiSession III A (23 June, 16:00 - 18:30) Shira Fano, Marco LiCalzi, and Paolo Pellizzari. Evolution and convergence of strategic behavior in continuous double auctions. Paolo Zeppini and Cars Hommes. Evolution of industrial heuristics: costly innovators versus cheap imitators. Sylvain Barde. Rationality, information and equilibrium : a Hayekian thought experiment. Xinyang Li and Andreas Krause. An evolutionary multi-objective optimization of the market structure in call markets.Sebastiano A. Delre, Matteo Richiardi, Lisa Sella. Using indirect inference for structural estimation of agent-based models: An Application To a Model of Innovation Diffusion. Session IV A (24 June, 09:00 - 10:30) Chair: Diana Mangalagiu Mishael Milakovic, Matthias Raddant and Laura Birg. Persistence of a network core in the time evolution of interlocking directorates. Lorenzo Pareschi and Dario Maldarella. Kinetic models for socio-economic dynamics of speculative markets. Giuseppe Toscani. Taxes in kinetic models of wealth distribution. Chair: Simone AlfaranoSession IV B (24 June, 09:00 - 10:30) Pablo Brañas, Nikolaos Georgantzis, Teresa Bajo, Melanie Parravano and Julia Morales. Cognitive underpinnings of behavior in Traveler’s Dilemma: Treasures and contradictions revisited. Andrea Morone and Simone Alfarano. The role of public and private information in a minimal laboratory financial markets. Rainer Berkemer. The Status-Quo game in an evolutionary perspective. Session V A (24 June 14:00 - 16:00) Chair: Tiziana di Matteo Pascal Seppecher. Flexibility of wages and macroeconomic instability in an agent-based computational model with endogenous money. Davoud Taghawi-Nejad. Technology shocks and trade in a network: How business cycles emerge from the interaction of autonomous agents. Gergely Horvath. Wage discount vs. premium for the network search in the labor market. Session V B (24 June 14:00 - 16:00)Atakelty Hailu and Lei Gao. Using
agent-based modelling to integrate econometric models (RUMs) of
recreational fishing behaviour and coral reef ecosystem as a platform
for policy simulation Chair: Domenico Delli Gatti Friedrich Wagner. Market Clearing by Maximum Entropy in Agent Models of Stock Markets. Christian Kleiber. Stable laws and the Champernowne distribution. Gabriele Tedeschi, Giulia Iori and Mauro Gallegati. Herding effects in order driven markets: the rise and fall of gurus. Hiroshi Sato, for Akira Namatame and Hiroshi Morita. Effects of Agent Heterogeneity on Diffusion Processes and Network Externality. Session VI A (24 June 16:30 - 18:30) Chair: Mishael Milakovic Anghel Negriu and Cyrille Piatecki. Performance of Voting Systems in Spatial Voting Simulations. David Goldbaum. Follow the Leader: Steady State Analysis and Emergence in a Dynamic Social Network. Atakelty Hailu and Sophie Thoyer. Nonlinear bidding curves and choice of pricing formats for multi-unit multiple-bid auctions. Olena Kostyshyna. Learning how to update in a simple model of exchange rate. Session VI B (24 June 16:30 - 18:30) Chair: Jun-ichi Inoue Saori Iwanaga and Akira Namatame. Collective Behavior in one-dimensional and two-dimensional social networks. Marco Raberto, Andrea Teglio and Silvano Cincotti. Credit market, financial fragility and macroeconomic fluctuations in the Eurace model and simulator. Tiziana Assenza and Domenico Delli Gatti. Financially Driven Growth and Fluctuations: Does Heterogeneity Matter? Tommaso Ciarli and Paul Windrum. Consumer trade--offs and technological promises: effects on the environmental impact of consumption. Session VII B (25 June 09:00 - 10:30)Session VII A (25 June 09:00 - 10:30) Chair: Naoya Sazuka Davide Fiaschi, Matteo Marsili and Emanuele Pugliese. The Determinants of the Distribution of Wealth and Income. Stefania Vitali, Stefano Battiston and Mauro Gallegati. Financial fragility and distress propagation in a network of regions. Jan Lorenz, Stefano Battiston, Frank Schweitzer. Systemic Risk in a Unifying Framework for Cascading Processes on Networks. Chair: Alejandro Raul Hernandez Montoya Nobuyuki Hanaki and Hideo Owan. Complexity, Uncertainty, and Organizational Congruency. Tommaso Ciarli, Andre' Lorentz, Maria Savona and Marco Valente. Product Variety and Changes in Consumption Patterns: The Effects of Structural Change on Growth. |