The Schedule
September 27
Location: Centro Congressi Le Benedettine, Piazza S. Paolo a Ripa D'Arno, 16, 56125 Pisa
The first session 09.00-10.00 will be in Aula A, the remaining sessions will be in Aula B.
09:00 – 10:00
Keynote: Thomas Lux (University of Kiel). “Approximate Bayesian Inference for Agent-Based Models in Economics: A Case Study.”
Joint with the workshop “Model Evaluation and Causal Search: Empirical and Experimental Approaches"
10:00-10:45
Coffee break
10:45-11:00
Introduction: Marco Pangallo
11:00-12:30
Climate Economics. Chair: Francesco Lamperti
11:00-11:30: Tatiana Filatova (online; TU Delft). “Markets, risk perceptions and learning: in pursuit of data on socio-economic responses to changing climate.”
11:30-12:00: Francesco Lamperti (Sant’Anna School). “Climate change attitudes in a data-driven Agent-Based Model of the housing market.”
12:00-12:15: Giacomo Ravaioli (University of Lisbon). “Integrating machine learning in agent-based models: a novel framework applied to the case of incentives for carbon sequestration in Portugal.”
12:15-12:30: Josie Mc Culloch (University of Leeds). “Understanding the Economic Decisions of Cattle Farm Holders in Scotland.”
12:30-14:00
Lunch break
14:00-15:30
Production Networks. Chair: Davide Luzzati
14:00-14:30: Christian Diem (Complexity Science Hub Vienna). “Firm-level production networks: Systemic risk, firm-heterogeneity, and shock propagation.”
14:30-15:00: Christian Otto (PIK, Berlin). “Modelling the repercussions of extreme weather events in the global trade network and in global agricultural markets”
15:00-15:15: Carolina Mattsson (Leiden University). “Measuring the Velocity of Money.”
15:30-16:15
Miscellanea. Chair: Rutuja Uttarwar
15:30-15:45: Luca Verginer (ETH Zurich). "Reproducing scientists' mobility: a data-driven model."
15:45-16:00: Jiri Kucacka (Charles University of Prague). “Fundamental and Speculative Components of the Cryptocurrency Pricing Dynamics.”
16:00-16:15: Francesco De Pretis (University of Modena and Reggio Emilia). “Incentives for Research Effort: An Evolutionary Model of Publication Markets with Double-Blind and Open Review”
16:15-17:00
Coffee break
17:00-18:30
Panel. Chair: Marco Pangallo. Speakers: Andrea Roventini, Doyne Farmer (online), Thomas Lux, Giulia Iori
20:30-22:30
Social Dinner. Ristorante Vineria di Piazza.
September 28
Location: Scuola Sant’Anna, Piazza Martiri della Libertà, 33, 56127 Pisa.
All the sessions will be held in Aula Magna.
09:00-10:30
Data Assimilation. Chair: Daniele Giachini
09.00-09:30: Rossella Arcucci (Imperial College London). “Data Learning: Integrating Data Assimilation and Machine Learning"
09:30-10.00: Nicolas Malleson & Patricia Ternes (University of Leeds). "Data Assimilation for Agent-Based Models”
10.00-10.15: Blas Kolic (online; INET Oxford). “Latent states estimation for models with network topologies using data assimilation.”
10.15-10:30: Corrado Monti (Centai Institute). “On Learning Agent-Based Models From Data: a Maximum-Likelihood, Probabilistic Modeling Approach.”
10:30-11:15
Coffee break
11.15-12:45
Macroeconomics. Chair: Andrea Roventini
11:15-11:45: Jagoda Kaszowska-Mojsa (University of Oxford). “Macroprudential Policy in a Heterogeneous Environment - An Application of the Agent-Based Approach”
11:45-12:15: Robert Hillman (Neuron Capital) and Sebastian Barnes (OECD). “Applying Firm Level Production Networks for Economic Policy Analysis. Examples and Challenges from the UK experience”
12:15-12:30: Georgios Papadopoulos (JRC Ispra). “Probing the mechanism: interest rate setting in a data-driven agent-based model.”
12:30-12:45: Davide Fiaschi (University of Pisa). “An Agent-Based approach to the spatial dynamics of population and income: theory and estimation”
12:45-14:00
Lunch break
14:00-15:45
Labor and housing. Chair: Matteo Coronese
14:00-14:30: Andras Borsos (Central Bank of Hungary). “Macroprudential policy evaluation in a high-resolution housing market ABM.”
14:30-14:45: Lilit Popoyan (University of Naples Parthenope). “Prudential regulation of the UK banking and housing sectors: An agent-based modelling approach”
14:45-15:00: Gennaro Catapano (Bank of Italy). “Borrower based measures analysis via a new agent based model of the Italian real estate sector.”
15:00-15:30: Maria del Rio-Chanona (Complexity Science Hub Vienna). “A non equilibrium labor market model of occupational mobility and labor transformations”
15:30-15:45: Kathryn Fair (Alan Turing Institute, London). “Endogenous Labour Flow Networks: A Bottom-Up Model to Analyse Long-Term Employment Dynamics.”
15:45-16:30
Coffee break
16:30-18:30
Calibration. Chair: Mario Martinoli
16:30-17:00: Omar Guerrero (Alan Turing Institute, London). “Worldwide Nuanced Estimates of Aid Effectiveness in a Multidimensional Development Setting”
17:00-17:15: René Schumann (HES-SO Valais-Wallis). “Using Mobility Profiles for Synthetic Population Generation.”
17:15-17:30: Joel Dyer (University of Oxford). “Black-box Bayesian inference for agent-based models in economics and the social sciences.”
17:30-17:45: Karl Naumann (Ecole Polytechnique Paris). “Exploration of the Parameter Space in Macroeconomic Agent-Based Models.”
17:45-18:00: Aldo Glielmo (Bank of Italy). “BlackIT: A Ready-to-Use and Easy-to-Extend Calibration Kit for Agent-based Models.”
18:00-18:15: Sylvain Barde (University of Kent). “Bayesian Estimation of Large-Scale Simulation Models using a Gaussian Process Regression Surrogate.”
18:15-18:30: Mark Kirstein (Max Planck Institute Leipzig). “Time is limited on the road to asymptopia: Bringing ergodicity to the validation of financial agent-based models.”
18:30-18:45
Conclusions.
19:30-21:00
Cocktails. La Nunziatina. YSI Event.