A one day ESRC/MMF/WFRI workshop on
Complexity and Agent Based Financial Markets
Warwick Business School
Friday April 4th
Lecture Room:10
Scarman House, University of Warwick
9.15 Registration and Coffee
9.30 Guilia Iori (City)
Numerical and Empirical Analysis of Interbank Lending and Systemic Risk
10.15 Ignmar Nolte ( Konstanz)
Panel Intensity models with latent factors; an application to trade
dynamics in Foreign Exchange Markets
11.00 COFFEE
11.30 Cars Hommes and Mikhail Anufriev (Amsterdam)
Complex Evolutionary Systems
12.15 Thomas Lux (Kiel)
Bounded Rationality in Complex Markets; learning and strategic behaviour
in Cobweb experiments
1.00 LUNCH
2.00 Mishael Milakovic (Kiel)
The Empirical Distribution of Firms 'Profit Rates'
2.45 Simone Alfarano (Kiel)
A Statistical Equilibrium Model of Competitive Firms
3.30 TEA
4.00 Matteo Marsili (Trieste)
Choice and Opportunity in Social Networks
4.45 Mark Salmon and Roman Kozhan (Warwick)
The Forward Premium under Loss Aversion; is it still a puzzle?
5.30 END
Space is limited so if you want to attend please contact Rhona MacDonald at
[log in to unmask] in order to register.
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