Monday
22 October
08:30 09:15
Arrival and Registration
09:15 Introduction
by Martje Kruk (Lorentz Center) and Cars Hommes (CeNDEF)
09:30 10:30
William Branch (University of California)
"Learning
about Risk and Return: A Simple Model of Bubbles and Crashes"
11:00 12:00
Bruce McGough (Oregon State University)
"A
New Keynesian Model with Heterogeneous Expectations"
16.00 17.00
Peter Howitt (Brown University)
"How
Inflation Affects Macroeconomic Performance: An Agent Based Computational
Analysis
17:30
19:00 Wine
and Cheese welcome party, Common Room of the Lorentz Center
Tuesday
23 October
09:30 10:30
Michele Marchesi (University of Cagliari)
"Artificial
financial markets and their use for assessing the impact of option trading
on
the underlying market"
11:00 12:00
John Duffy (University of Pittsburg)
"Static
vs. Dynamic Models of Speculative Attacks: An Experimental Study"
14:30 -
15:30 Poster
Session
16:00 17:00 Marc Willinger (University of Montpellier)
"Guessing
with negative feedback : an experiment"
Wednesday
24 October
09:30 10:30
Larry Blume (Cornell University)
"The
Market Organism: Long Run Survival in Markets with Heterogeneous Traders"
11:00 12:00
Mikhail Anufriev (University of Amsterdam)
"An
Evolutionary Explanation of an Asset Pricing Experiment"
13:30 -15:30 EU
"Complex Market" Project Coordination Meeting
16:00 17:00 Alan Kirman
(GREQAM, Marseille)
"Schelling's
Model of segregation: Race, Income and the Housing Market"
18.30 -
23:00 Official
Dinner at Malle Jan restaurant, downtown Leiden
Thursday
25 October
09:30 10:30
Doyne Farmer (Santa Fe Institute)
"Theory
of market impact: A basis for understanding non-equilibrium economics"
11:00 12:00
Fabrizio Lillo (University
of Palermo)
"Strategies,
specialization, and herding behavior of trading firms in financial
markets"
14:30 15:30 Matteo Marsili (ICTP, Trieste)
"Empirical
covariance and excess stock comovement:
From
facts to phenomenological and micro-economic models"
17:00 Boat
trip and Dinner on the Kaag bus departs at 16:15
Friday
26 October
09:30 10:30
Mark Salmon (University of Warwick)
"Sentiment and beta herding in Financial Markets"
11:00 12:00
Reiner Franke (Kiel
University)
"On
order-based and position-based trading in small financial market models"
15:00 16:00
Jan Tuinstra (University of Amsterdam)
"Expectations,
learning and market dynamics in the laboratory"
16:30 The
Happy End