Dal 15 al 19 Novembre 2004 il Centro di Ricerca Matematica Ennio De Giorgi, in collaborazione col Laboratorio di Economia e Management - Scuola Sant'Anna, organizza un workshop su "Interactions and Markets".
Il Comitato Organizzatore e' composto da: Giovanni Dosi, Scuola Sant'Anna, Pisa; Alan Kirman, Ecole des Hautes Etudes en Sciences Sociales (EHESS), Marseille; Marco Lippi, Università di Roma "La Sapienza".
SPEAKERS: - Giulio Bottazzi, Scuola Sant'Anna, Pisa - Giorgio Fagiolo, Scuola Sant'Anna, Pisa - Hans Foellmer, Humboldt University Berlin - Mauro Gallegati, Università di Ancona - Christophre Georges, Hamilton College - Ulrich Horst, Humboldt University Berlin - David Lane, Università di Modena e Reggio Emilia - Matteo Marsili, Abdus Salam ICTP - Stefan Reimann, University of Zuerich - Richard Topol, CREA, Ecole Polytechnique - Gerard Weisbuch, Ecole Normale Supérieure - Jan Wenzelburger, Bielefeld
Le lezioni si terrranno in Aula Dini (Palazzo del Castelletto, Via del Castelletto 11) e in Aula Mancini (Palazzo della Carovana).
PROGRAMMA: Monday 15 (Aula Mancini) 9.30: Foellmer, Ergodic behavior of financial markets with interacting agents 10.30: Topol, Bubbles in Foreign Exchange Markets: It takes two to tango 12: Discussant for both papers Kirman
Tuesday 16 (Aula Dini) 9,30 Georges, Learning Dynamics and Nonlinear Misspecification In an Artificial Financial Market 10.30 Gallegati, Complex dynamics, heterogeneous interacting agents and empirical evidence 12: Discussant for both papers Giovanni Dosi
Wednesday 17 (Aula Dini) 9.30 Wenzelburger, On the performance of efficient portfolios 10.30 Horst, Asymptotic Market Shares and Non-ergodic Stock Price Fluctuations in a Dynamic CAPM 12: Discussant for both papers Mikhail Anoufriev
15: Marsili, The Minority Game's picture of financial markets: anomalous fluctuations, market crashes and beyond 15.30: Discussant Marco Lippi
Thursday 18 (Aula Mancini) 9.30: Fagiolo, Endogenous Networks in Dynamic Population Games with Myopic Interacting Agents 10.30: Lane, The organization of innovation: competence networks, generative relationships, scaffolding structures 12: Discussant for both papers Gerard Weisbuch
Friday 19 (Aula Dini) 9.30: Bottazzi, Equilibria, Stability and Asymptotic Dominance in a Speculative Market with Heterogeneous Traders 10.30: Reimann, Evolutionary Finance: Prices from Trading Strategies 12: Discussant for both papers Marco Lippi
Vi consigliamo comunque di consultare la pagina web del workshop all'indirizzo: http://www.crm.sns.it/interactions.html
Per partecipare e' sufficiente inviare un messaggio di posta elettronica all'indirizzo:
crm@crm.sns.it
indicando nome, cognome e universita' di provenienza.
Giulia Curciarello Segreteria Didattica tel: 050-2213219 e-mail curciare@dm.unipi.it
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