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Evolution and Market Behavior in Economics and Finance
2 October 2009 - 3 October 2009
Aims and Research Directions
Organizing Committee
List of Participants
Invited Speakers
Timetable
Registration
Documents
Timetable
Weeks:
[
Fri 2 Oct - Sat 3 Oct
]
Date
Time
Speaker
Room
Fri 2 Oct
8:30- 9:00
Registration and Openings
Aula 3
9:00- 10:00
Easley, David
"Evolution and Market Behavior: Wealth Dynamics and Learning"
Aula 3
10:00- 11:00
Evstigneev, Igor - Schenk-Hoppé, Klaus
"Evolutionary Finance and Dynamic Games"
Aula 3
11:00- 11:30
Coffee break
11:30- 12:30
Hommes, Cars
"The Heterogeneous Expectations Hypothesis: Some Evidence from the Lab"
Aula 3
12:30- 13:30
Kirman, Alan
"Should We Let Markets Look after Themselves?: Lessons from the Crisis for Economic Theory"
Aula 3
13:30- 15:00
Lunch
15:00- 15:45
Dieci, Roberto
"A Stylized Model of Boom and Bust Housing Cycles'"
Aula 3
15:45- 16:30
Tramontana, Fabio
"On the Complicated Price Dynamics of Simple One- and Two-Dimensional Discontinuous Financial Markets with Heterogeneous Interacting Traders"
Aula 3
16:30- 17:00
Coffee break
17:00- 17:45
Kaempff, Bob
"Evolution of Trading Strategies in a Market with Heterogeneously Informed Agents"
Aula 3
17:45- 18:30
Dindo, Pietro
"Evolution and Market Behavior with Endogenous Strategies"
Aula 3
20:30- 0:00
Social Dinner
Sala Gran Priore
Sat 3 Oct
9:00- 10:00
Blume, Larry
"Evolution and Market Behavior: Complexity and Growth"
Aula 3
10:00- 11:00
Farmer, Doyne
"Growth fluctuations and market efficiency"
Aula 3
11:00- 11:30
Coffee break
11:30- 12:30
He, Tony
"Time-Varying Beta: A Boundedly Rational Equilibrium Approach"
Aula 3
12:30- 13:30
Pin, Paolo
"Excess Covariance and Dynamic Instability in a Multi-Asset Model"
Aula 3
13:30- 15:00
Lunch
15:00- 15:45
LiCalzi, Marco
"Evolutionary Design of Strategic Behavior in Continuous Double Auctions"
Aula 3
15:45- 16:30
Anufriev, Mikhail
"Individual Evolutionary Learning in the Continuous Double Auction with Full and Limited Information"
Aula 3
16:30- 17:00
Coffee break
17:00- 17:45
Gallo, Edoardo
"Bargaining and Social Structure"
Aula 3
17:45- 18:30
Dorat, Remì
"Price and Quantity Competition Markets: An Ecological Approach"
Aula 3