Artificial Economics 2006: Programme

Thursday September 14th

8.00-8.45: Registration

8.45-9.00: Introduction

9.00-10.00: Thomas Lux (Invited Speaker)

• Estimation of an Agent-Based Models: Empirical Evaluation of Simple Noise Trader Models

10.00-10.30: Coffeee Break

10.30- 12.00: Market Structure and Economic Behaviour

• Mikhail Anufriev and Valentyn Panchenko, Heterogeneous Beliefs under Different Market Architectures.



• Marco LiCalzi and Paolo Pellizzari, The Allocative Effectiveness of Market Protocols Under Intelligent Trading.



• Marta Posada, Cesáreo Hernández, and Adolfo López-Paredes, Strategic Behaviour in Continuous Double Auction.

12.00-13.15 Lunch

13.15-14.45: Market Efficiency and the Role of Speculation

• Olivier Brandouy and Philippe Mathieu, A Broad-Spectrum Computational Approach for Market Efficiency.



• Andrea Consiglio, Valerio Lacagnina, and Annalisa Russino, The Dynamics of Quote Prices in an Artificial Financial Market with Learning Effects.



• Thierry Moyaux and Peter McBurney, Reduction of the Bullwhip Effect in Supply Chains Through Speculation.

14.45-15.15: Coffee Break

15.15-16.15: Social Interaction - Network Effects

• A.O.I. Hoffmann, S.A. Delre, J.H. von Eije and W. Jager, Artificial Multi-Agent Stock Markets: Simple Strategies, Complex Outcomes.



• Sitabhra Sinha and Srinivas Raghavendra, Market Polarization in Presence of Individual Choice Volatility.Unfortunately this paper will not be presented



• Toshiji Kawagoe and Shinichi Sasaki, Is Ignoring Public Information Best Policy? Reinforcement Learning in Information Cascade.

16.15-16.30: Short Break

16.30-17.30: Akira Nametame (Invited Speaker)

• The Wisdom of Networked Evolving Agents

17.30: Social Event and Conference Dinner

Friday September 15th

9.00-10.30: Social Interaction - Connectivity

• Denis Phan and Stéphane Pajot, Complex Behaviours in Binary choice Model With Global or Local Social influence.



• Roberto da Silva, Alexandre T. Baraviera, Silvio R. Dahmen and Ana L. C. Bazzan, Dynamics of a Public Investment Game: From Nearest Neighbor Lattices to Small-World Networks.



• Andrew Bertie, Susan Himmelweit and Andrew Trigg, Social Norms, Cognitive Dissonance and Broadcasting: How to Influence Economic Agents.

10.30-11.00: Coffee Break

11.00-12.30: Methodological Issues and Their Application

• Giorgio Fagiolo, Alessio Moneta, and Paul Windrum, Confronting Agent-Based Models with Data: Methodological Issues and Open Problems.



• Mikhail Anufriev and Pietro Dindo, Equilibrium Return and Agents’ Survival in a Multiperiod Asset Market: Analytic Support of a Simulation Model.



• José A. Pascual, J. Pajares and A. López-Paredes, Explaining the Statistical Features of the Spanish Stock Market from the bottom-up.

12.30-14.00: Lunch

14.00-15.30: Firm-Consumer Dynamics

• César García-Díaz, Arjen van Witteloostuijn, Co-evolutionary Market Dynamics in a Peaked Resource Space.



• Jacques Laye, Maximilien Laye, Charis Lina and Hervé Tanguy, E-Consumers' search and Emerging Structure of Web-Sites Coalitions.



• Alexander Gorobets and Bart Nooteboom, Agent Based Modeling of Trust between Firms in Markets.Unfortunately this paper will not be presented.



• Craig Lynch, Investigations into Schumpeterian Economic Behaviour Using Swarm.

15.30-16.00: Coffee Break

16.00-17.00: K. Vela Velupillai (Invited Speaker)

• Are there Computable Foundations for Artificial Economics: The Case of Agent-Based Economic Models

17.00-17.45: Open Discussion

18.00-19.00: Open Sandwich!