4 July
9:00 Welcome with croissants and coffee
10:00 Fabrizio Lillo (Bologna University and Scuola Normale di Pisa), Modeling lead-lag relations between market participants
11:00 Federico Musciotto (Palermo University), Survival analysis of investment positions
11:45 Break
12:15 Matteo Milazzo (Palermo University), Heterogeneity of households’ portfolios at Nasdaq Helsinki from 2004 to 2016
12:45 end of morning session
13:00 Lunch
14:15 Xavier Brouty (ESILV Paris), Investor behaviors in financial markets: A Maxwell's demon approach
15:00 Hideki Takayasu (Tokyo Institute of Technology and Sony Computer Science Laboratories), The dealer model from its birth to the latest applications
16:00 break
16:30 Jyrki Piilo (Turku University), High-frequency trading and networked markets
17:30 Mike Lipkin (NYU Tandon), Events in Finance: Modelling prices and volatilities at mesoscopic scales using feedback
18:15 end of the session
19:00 social dinner
5 July
9:30 Wei-Xing Zhou (East China University of Science and Technology), Efficiency, robustness and optimal cooperation strategies of the international oil trade networks
10:30 Aymeric Vie (Oxford University), Evolutionary dynamics in market ecologies
11:00 break
11:30 Michele Vodret (Ecole Polytechnique Paris), Microfounding GARCH Models and Beyond: A Kyle-inspired Model with Adaptive Agents
12:00 Victor le Coz (Ecole Polytechnique Paris), An empirical analysis of money markets
12:30 Antoine Didisheim (Lausanne University), Quantifying irrationality
13:00 lunch