Program

SESSION 1

09:00 - 09:10 Welcome

09:10 - 09:45 Johanes Wachs
Sustaining digital public goods in the age of AI

09:45 - 10:00 Leonardo Rossato
Analysis of Socioeconomic Indicators in Brazil and the Americas using Econophysics Techniques

10:00 - 10:15 Lorenzo Cresti
Investigating automotive in Europe: Input-Output Analysis and Economic Fitness and Complexity

10:15 - 10:30 Elohim Fonseca dos Reis
Key players in the ecosystem of dark web markets

10:30 - 11:00 Coffee Break

SESSION 2

11:00 - 11:15 Yicheng Wang
Network Origins of Financial Instability

11:15 - 11:30 Rodrigo Volmir Rezende Anderle
The effects of Industrial and Innovation Policy on Economic Aggregate Indicators: an ABM exercise

11:30 - 11:45 Nicolás Fuentes
Adressing the Financial Gender Gap: A Study of the Role of Accelerator Programs Using Agent-Based Modeling

11:45 - 12:00 Matteo Ottaviani
Enabling Reliable Sensitivity Analysis for Agent-Based Modeling in Economics and Finance

12:00 - 13:00 Main conference

13:00 - 14:30 Lunch

14:30 - 15:30 Main conference

SESSION 3

15:30 - 16:15 Michel Alexandre
Complex Financial Networks

16:15 - 16:30 Paulo Henrique Resende
Assessing Shareholding Interaction Patterns in the Brazilian Stock Market with Higher-Order Assortativity

16:30 - 16:45 Marc Homs-Dones
Balanced Forwarding Compression

16:45 - 17:00 Gabriel Cwilich
Cascades of Failures in the US Banking Network

17:00 - 17:15 Yuki Sato
Empirical analysis of the heterogeneity in order-splitting strategies and its relation to the long-range correlation of market-order flow

17:15 - 17:30 Maria del Mar Grande Toledano
The Predictive Power of the Etherum Transaction Network

17:30 - 18:00 Coffee Break

SESSION 4

18:00 - 18:15 Javier Borondo
Anticipating food price crises by resevoir computing

18:15 - 18:50 Viktoriya Semeshenko
Exploring Informative Scales and Communities in Labor Mobility Networks of Argentina

18:50 - 19:00 Final remarks