Deterministic and Stochastic Dynamics in Economics and Finance

2 December 2013 - 6 December 2013

Timetable

Date	Time	Speaker	Room
Mon 2 Dec	9:00- 10:00	Registration	Sala Stemmi
	10:00- 11:00	Hommes, Cars "Booms, busts and behavioral heterogeneity"	Sala Stemmi
	11:00- 11:30	Coffee break
	11:30- 12:30	Marsili, Matteo "Insights from statistical irregularities in financial markets"	Sala Stemmi
	15:00- 15:45	Sokko, Anastasiia "Does Short Selling Improve the Evolutionary Fitness of Investment Strategies?"	Sala Stemmi
	15:45- 16:15	Coffee break
	16:15- 17:00	Ricchiuti, Giorgio "A Dynamic Exchange Rate Model"	Sala Stemmi
	17:00- 17:45	Colozza, Tommaso "Macroeconomic foundations of default probabilities"	Sala Stemmi
Tue 3 Dec	9:30- 10:30	Douady, Raphael "A Non-cyclical Capital Adequacy Rule and the Aversion of Systemic Risk"	Sala Stemmi
	10:30- 11:00	Coffee break
	11:00- 12:00	Dieci, Roberto "Heterogeneous expectations, boom-bust housing cycles, and supply conditions: a nonlinear dynamics approach"	Sala Stemmi
	12:00- 12:45	Attey, Jonathan "Random Wage Indexation and Optimal Monetary Policy"	Sala Stemmi
	15:00- 15:45	Naimzada, Ahmad "Real and financial interacting oscillators: a behavioral macro-model with animal spirits"	Sala Stemmi
	15:45- 16:15	Coffee break
	16:15- 17:00	Virgillito, Maria Enrica "Growth, fluctuations under profit-driven and demand-driven investment. From conservative to dissipative system dynamics and beyond"	Sala Stemmi
Wed 4 Dec	9:30- 10:30	Lillo, Fabrizio "When Micro Prudence increases Macro Risk: The Destabilizing Effects of Financial Innovation, Leverage, and Diversification"	Sala Stemmi
	10:30- 11:00	Coffee break
	11:00- 12:00	Bottazzi, Giulio "Deterministic and Stochastic Dynamics in Economics and Finance"	Sala Stemmi
	12:00- 12:45	Nardini, Franco "Innovation diffusion, technological convergence and economic growth"	Sala Stemmi
	15:00- 15:45	Elmiger, Sabine "No Chaos in the New World A Note on Evolutionary Finance"	Sala Stemmi
	15:45- 16:15	Coffee break
	16:15- 17:00	Marmi, Stefano - Papini, Duccio "Chaotic pork cycles"	Sala Stemmi
	17:00- 17:45	Papini, Duccio "Coupling population and price dynamics"	Sala Stemmi
Thu 5 Dec	9:30- 10:30	Marmi, Stefano "TbA"	Aula Dini
	10:30- 11:00	Coffee break
	11:00- 11:45	Favale, Selenia "Market Frictions and Feedback Trading under Asymmetric Information"	Aula Dini
	11:45- 12:30	Bormetti, Giacomo - Corsi, Fulvio " Smile from the past: Option pricing with persistent realized volatility models"	Aula Dini
	14:15- 15:00	Fiaschi, Davide "An Estimate of the Degree of Interconnectedness between European Regions"	Aula Dini