Programme

 

Thursday, September 10th

 

8:30 - 9:30

Registration

 

9:30 - 9:45

Welcome

 

9:45 - 11:00

Invited Talk

 

Sorin Solomon

How do Micro-Economic Simple Rules Generate Complex Macro-Economic Behavior? An Agent Based Modelling Approach for Connecting Empirical Facts with Theoretical Predictions

 

11:00 - 11:30

Coffee Break

 

11:30 - 13:30

Session I: Financial markets

 

Yuji Karino and Toshiji Kawagoe

Bubble and Crash in the Artificial Financial Market

 

Olivier Brandouy, Philippe Mathieu and Iryna Veryzhenko

 

Computation of the Ex-Post Optimal Strategy for the Trading of a

Single Financial Asset

 

José Antonio Pascual and Javier Pajares

A Generative Approach on the Relationship between Trading Volume, Prices, Returns and Volatility of Financial Assets

 

Elena Catanese, Andrea Consiglio, Valerio Lacagnina and Annalisa Russino

Asset Return Dynamics under Alternative Learning Schemes

 

13:30 - 15:00

Lunch Break

 

15:00 - 16:30

Session II: Methodological Issues

 

David Poza, Félix Villafáñez and Javier Pajares

Impact of Tag Recognition in Economic Decisions

 

Gert Jan Hofstede, Catholijn M. Jonker and Tim Verwaart

Simulation of Effects of Culture on Trade Partner Selection

 

Xavier Vilá

A Model-to-Model Analysis of the Repeated Prisoners’ Dilemma: Genetic Algorithms vs. Evolutionary Dynamics

 

16:30 - 17:00

Coffee Break

 

17:00 - 19:00

Session III: Finance

 

Narine Udumyan, Juliette Rouchier and Dominique Ami

An Attempt to Integrate Path-Dependency in a Learning Model

 

Lucia Milone and Paolo Pellizzari

Mutual Funds Flows and the “Sheriff of Nottingham” Effect

 

Bárbara Llacay and Gilbert Peffer

Foundations for a Framework for Multiagent-Based Simulation of Macrohistorical Episodes in Financial Markets

 

Andrea Teglio, Marco Raberto and Silvano Cincotti

Explaining Equity Excess Return by Means of an Agent-Based Financial Market

 

21:00

Social Event (in La Parrilla de San Lorenzo Restaurant)

 

 

Friday, September 11th

 

9:30 - 11:00

Session IV: Macroeconomics

 

Giulia Canzian, Edoardo Gaffeo and Roberto Tamborini

Keynes in the Computer Laboratory. An Agent-Based Model with MEC, MPC, LP

 

Gianfranco Giulioni

A Potential Disadvantage of a Low Interest Rate Policy: the Instability of Banks Liquidity

 

Philippe Caillou and Michele Sebag

Pride and Prejudice on a Centralized Academic Labor Market

 

11:00 - 11:30

Coffee Break

 

11:30 - 12:30

Session V: Auctions and Markets

 

Roberto Cervone, Stefano Galavotti, and Marco LiCalzi

Symmetric Equilibria in Double Auctions with Markdown Buyers

and Markup Sellers

 

Asuncion Mochon, Yago Saez, David Quintana and Pedro Isasi

Multi-Unit Auction Analysis by Means of Agent-Based Computational Economics

 

12:30 - 13:30

Session VI:  Markets: Information and Learning

 

Eric Guerci, Mohammad Ali Rastegar and Silvano Cincotti

Operator’s Bidding Strategies in the Liberalized Italian Power Market

 

Florian Hauser, Jürgen Huber and Michael Kirchler

Comparing Laboratory Experiments and Agent-Based Simulations: The Value of Information and Market Efficiency in a Market with Asymmetric Information

 

13:30 - 15:00

Lunch Break

 

15:00 - 16:30

Session VII: Markets and Industrial Organization

 

Wayne Zandbergen

U. S. Defense Market Concentration: An Analysis of the Period

1996-2006

 

Maciej Latek and Bogumil Kaminski

Social Learning and Pricing Obfuscation

 

Jose I. Santos, Ricardo del Olmo and Javier Pajares

Selection Processes in a Monopolistic Competition Market

 

16:30 - 17:00

Coffee Break

 

17:00 - 18:15

Invited Talk

 

Carles Sierra

Agents, Information and Negotiation

 

18:15 - 18:30

Ends