Program

Thursday, June 27, 2013
08:15 - 08:45
Registration
08:45 - 09:00
Welcome and Introduction
09:00 - 12:50
Chair: Laura Gardini
09:00 - 09:50
Cars Hommes (CeNDEF, University of Amsterdam)
Behavioral rationality and heterogeneous expectations in complex economic systems download abstract
09:50 - 10:40
Pierluigi Contucci (Università di Bologna)
The statistical mechanics approach to socio-economic sciences. A case study download abstract
10:40 - 11:10
Coffee Break
11:10 - 12:00
Carl Chiarella (University of Technology Sydney)
A boom-bust business cycle model with heterogeneous expectations in the bond market download abstract
12:00 - 12:50
Stefano Marmi (Scuola Normale Superiore di Pisa)
Value matters: predictability of stock index returns download abstract
12:50
Lunch
14:30 - 18:20
Chair: Gian Italo Bischi
14:30 - 15:20
Frank Westerhoff (University of Bamberg)
Speculative behavior and the dynamics of interacting stock markets download abstract
15:20 - 16:10
Xue-Zhong He (University of Technology Sydney)
Time series momentum and market stability download abstract
16:10 - 16:40
Coffee Break
16:40 - 17:30
Mauro Gallegati (Università Politecnica delle Marche)
Simone Landini (IRES Piemonte)
Economies with learning social atoms download abstract
17:30 - 18:20
Massimo Ricottilli (Università di Bologna)
Innovation diffusion, technological convergence and productivity growth download abstract
20:00
Dinner
Friday, June 28, 2013
10:00 - 13:00
Chair: Roberto Dieci
10:00 - 10:50
Thomas Lux (University of Kiel)
Hubs and resilience: towards more realistic models of the interbank markets download abstract
10:50 - 11:40
Domenico Delli Gatti (Università Cattolica del Sacro Cuore)
E Pluribus Unum: Macroeconomic modelling for multi-agent economies download abstract
11:40 - 12:10
Coffee Break
12:10 - 13:00
Giulia Rotundo (Università di Roma "La Sapienza")
On aggregation techniques for agent based models: understanding the presence of long term memory download abstract
13:00
Lunch
14:30 - 17:30
Chair: Franco Nardini
14:30 - 15:20
Fabio Tramontana (Università di Pavia)
One-dimensional discontinuous piecewise-linear maps and the dynamics of financial markets download abstract
15:20 - 16:10
Davide Radi (Università di Bergamo)
Multi-species exploitation with evolutionary switching of harvesting strategies download abstract
16:10 - 16:40
Coffee Break
16:40 - 17:30
Mariacristina Uberti (Università di Torino)
Modeling of credit interconnections and mortgage markets dynamics download abstract
17:30 - 18:00
Discussion and Closing Remarks