Programme-ae2010

A Symposium in Agent-Based Computational Methods
in Finance and Economics

6th Edition
Conference Series

Programme

Wednesday, September 8th 2010
19h30 (Meeting point: Conference Venue) Informal Get-together
Thursday, September 9th 2010 Palazzo San Leonardo, Riviera Garibaldi 13/E, Treviso
morning	afternoon
8h00-8h45 Participants Registration 8h45-9h00 Conference Introduction / Welcome session chaired by Paolo Pellizzari [Video] 9h00-10h00 Invited Talk Frank Westerhoff Agent-based Financial Market Models and the Effectiveness of Regulatory Policies [Slides] 10h00-10h30 Coffee Break 10h30-12h00 MARKETS AND TRADING Chair: Philippe Mathieu Agent's Minimal Intelligence Calibration for Realistic Market Dynamics Veryzhenko I., Brandouy O. and Mathieu P. Trading on Marginal Information Hauser F. and Kaempff B. Stylized Facts Study Through a Multi-Agent Based Simulation of an Artificial Stock Market Kodia Z., Ben Said L. and Ghedira K. 12h00-13h30 AUCTIONS Chair: Marta Posada A Variable bid Increment Algorithm for Reverse English Auction Brigui-Chtioui I. and Pinson S. Co-evolutionary Agents in Combinatorial Sealed-bid Auctions for Spectrum Licenses Markets Mochon A., Saez Y., Gomez-Barroso J.L. and Isasi P. The Effect of Transaction Costs on Artificial Continuous Double Auction Markets Posada M. and Hernández C. 13h30-15h00 Lunch Break	15h00-16h30 MACROECONOMICS Chair: Andrea Teglio Wealth Distribution Evolution in an Agent-Based Computational Economy Romanov V., Yakovlev D. and Lelchuk A. Endogenous Credit Dynamics as Source of Business Cycles in the EURACE Model Teglio A., Raberto M. and Cincotti S. Reinforcement Learning of Heterogeneous Private Agents in a Macroeconomic Policy Game Hemmati M., Nili M. and Sadati N. 16h30-17h00 Coffee Break 17h00-18h30 DEMOGRAPHICS AND CULTURE Chair: Tim Verwaart Towards and Agent-Based Model of the Economic Development Process: The Dynamics of the Fertility Rate Giulioni G. and Bucciarelli E. An Agent-Supported Simulation of Labour and Financial Markets for Migration Processes Ruiz N., Botti V., Giret A., Julian V., Alvarado O., Perez V. and Rodriguez R. Sensitivity Analysis of an Agent-Based Model of Culture's Consequences for Trade Burgers S.L.G.E., Hofstede G.J., Jonker C.M. and Verwaart T. 20h30 Social Event Conference Dinner at 47 AD Vineyards

Friday, September 10th 2010 Palazzo San Leonardo, Riviera Garibaldi 13/E, Treviso
morning	afternoon
9h00-11h00 NETWORKS Chair: Matteo Marsili The Rise and Fall of Trust Networks Anand K., Gai P. and Marsili M. Simulations on Correlated Behavior and Social Learning Blasco A. and Pin P. Technology Shocks and Trade in a Network Taghawi-Nejad D. Wage Discount vs. Premium for the Network Search in the Labour Market Horvat G. 11h00-11h30 Coffee Break 11h30-13h00 MANAGEMENT Chair: Andrea Consiglio The (Beneficial) Role of Informational Imperfections in Enhancing Organisational Performance Wall F. Social Interactions and Innovation: Simulation Based on an Agent-Based Modular Economy Chie B.T. and Chen S.H. Threshold Rule and Scaling Behavior in a Multi-Agent Supply Chain Lacagnina V. and Provenzano D. 13h00-14h30 Lunch Break	14h30-16h00 INDUSTRY SECTORS Chair: Florian Hauser Information and Search on the Housing Market: An Agent-Based Model Mc Breen J., Goffette-Nagot F. and Jensen P. Adaptation of Investments in a Pharmaceutical Industry Schüette T. An Agent-Based Information Management Model of the chinese Pig Sector Osinga S.A., Kramer M.R., Hofstede G.J., Roozmand O. and Beulens A.J.M. 16h00-16h30 Coffee Break 16h30-17h30 Invited Talk Thomas Bäeck Evolutionary Algorithms and Applications in Engineering and Finance [Video of the talk] 17h30-17h45 Conference Conclusions
Saturday, September 11th 2010
(morning) Sightseeing in Venice

September 9-10, 2010 - Treviso (Italy)