Lorentz Center - Complexity in Economics and Finance from 22 Oct 2007 through 27 Oct 2007
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    Complexity in Economics and Finance
    from 22 Oct 2007 through 27 Oct 2007

 


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



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