Past Seminars
From COSNet
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Contents |
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Spring 2011
| Date | Location | Speaker | Title |
|---|---|---|---|
| 23 Aug | UNSW | Corrado Di Guilmi | Financial Instability and Endogenous Money: Can Monetary Policy Be Effective? (Abstract) |
| 15 Sept | UTS | Dirk Baur | A Behavioural Finance Approach with Fundamentalists and Chartists in the Gold Market (Abstract) (Full Paper) |
| 6 Oct | UNSW | Kristoffer Glover | A Heterogeneous Agents Model for Gold and Stock Prices (Abstract) |
| 27 Oct** | UTS | Fabian Held | The Development of Specialisation and Division of Labour on Networks (Abstract) |
| 17 Nov | UTS | Simone Landini | Phenomenological Modeling for Complex Systems with Master Equations |
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Autumn 2011
| Date | Location | Speaker | Title |
|---|---|---|---|
| 24 Mar | UNSW | Corrado Di Guilmi | Dynamic Aggregation of Heterogeneous Interacting Agents and Network: An Analytical Solution for Agent Based Models (Abstract) (Full Paper) |
| 6 Apr | UTS | Valentyn Panchenko | Continuous double auction with full and limited information: experiments and individual learning model (Abstract) (Full Paper) |
| 5 May | UTS | David Goldbaum | Venture Capitalists' Portfolio Choices (Abstract) (Full Paper) |
| 26 May** | UNSW | Simon Angus (Monash U) | The Bit-Economy: an artificial model of specialisation and open-ended technology growth (Abstract) |
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Spring 2010
| Date | Location | Speaker | Title |
|---|---|---|---|
| 19 Aug | UTS | Robert Marks | Validating Simulations with Historical Data: The State Similarity Measure (Abstract) (Full Paper) |
| 16 Sept | UTS | Soner Teknikeller | Macroeconomic Forecasting with Neural Networks (Abstract) |
| 7 Oct | UTS | Ian Wilkinson | The Evolution of Cooperation in Business (Abstract) (Full Paper) |
| 18 Nov** | UTS | Paolo Pellizzari | A multi-agent model of tax evasion and public expenditure (Abstract) |
| 3 Dec | UTS | Remco Zwinkels | Chasing Trends in the U.S. Housing Market (Abstract) (Full Paper) |
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Autumn 2010
Autumn 2010 was a period of decreased activity for SydneyAgents as both of the seminar organizers were on leave.
| Date | Location | Speaker | Title |
|---|---|---|---|
| Mar | UTS | April Cai | Product Connectivity, Multi-product Firm Innovations and Economic Growth (Abstract) (Full Paper) |
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Spring 2009
| Date | Location | Speaker | Title |
|---|---|---|---|
| Thu 17 Sep | UTS | Valentyn Panchenko | Individual evolutionary learning in the market environment with full or limited information (Abstract) (Full Paper) |
| Thu 8 Oct | TBA | Remco Zwinkels | Heterogeneous Expectations in Asset Pricing: Evidence from the S&P500 (Abstract) (Full Paper) |
| Thu 22 Oct** | TBA | Mikhail Anufriev | Interest Rate Rules with Heterogeneous Expectations (Abstract) |
| Thu 19 Nov | TBA | TBA | TBA |
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Autumn 2009
| Date | Location | Speaker | Title |
|---|---|---|---|
| Mon 23 Mar | UNSW Rm105 | Austin Gerig | A Theory for Market Impact (Abstract) |
| Mon 6 Apr | UTS | Corrado Di Guilmi | Financial Instability Hypothesis: a Stochastic Micro-foundation (Abstract) |
| Mon 27 Apr** | UNSW Rm105 | Sid Winter | Agent-based Modeling of Economic Evolution: Principles and Examples |
| Mon 18 May | UTS | Duncan James | Experience Weighted Attraction in the First Price Auction and Becker DeGroot Marschak (Abstract) |
| Mon 15 Jun | UTS | Anna Gunnthorsdottir | Near-Efficient Equilibria in Collaborative Meritocracies (Abstract) (Full paper) |
| Wed 24 Jun | UTS | Mini Workshop | |
| Times | 2:00-3:00 | Masanao Aoki | A Model of Non-Self Averaging Convergence of Two Blocks of Economies (abstract) (full paper) |
| 3:00-3:30 | Corrado Di Guilmi | The Financial Instability Hypothesis: a Stochastic Microfoundation Framework (abstract) (abstract.pdf) | |
| 3:30-4:00 | Coffee break | ||
| 4:00-5:00 | Paul de Grauwe | Animal Spirits and Monetary Policy (abstract) | |
| 5:00-5:30 | David Goldbaum | Learning and Adaptation as a Source of Market Failure (abstract) (full paper) | |
| 5:30-6:00 | Tony He | Boundedly Rational Equilibrium and Risk Premium (abstract) | |
| 6:00-6:30 | Reception | ||
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Spring 2008
| Date | Location | Speaker | Title |
|---|---|---|---|
| Wed 17 Sept | UTS | Ruipeng Liu | Higher Dimensional Multi-fractal Processes: Filtering via Simulation |
| Wed 15 Oct | UTS | Carl Chiarella | Stock Price and Market Maker Inventory Dynamics under Heterogeneous Beliefs Abstract |
| Wed 5 Nov | UNSW | Paolo Pellizzari | Some Effects of Transaction Taxes Under Different Microstructures |
| Wed 26 Nov | UTS | Tony He | Calibrating a Market Fraction Model to the Power-law Behaviour in the DAX 30 Abstract Paper |
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Autumn 2008
| Date | Location | Speaker | Title |
|---|---|---|---|
| Wed 12 Mar | UNSW | Carl Chiarella | The Stochastic Dynamics of Speculative Prices |
| Wed 9 Apr | UNSW | Abigail Brown | The social welfare cost of fraud: evidence from an agent-based model |
| Wed 30 Apr** | UTS | David Goldbaum | Follow the Leader; Abstract, Full Paper |
| Wed 21 May | TBA | Steve Keen | Two multi-agent challenges: competition theory and financial instability |
| Wed 11 Jun | UTS | Philippa Pattison | The structure and dynamics of social networks |
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Spring 2007
| Date | Location | Speaker | Title |
|---|---|---|---|
| Tue 21 Aug | UNSW | Valentyn Panchenko | Asset Price Dynamics with Small World Interactions under Heterogeneous Beliefs (.pdf) |
| Tue 11 Sep | UTS | Simon Angus | Genotype or Phenotype? The conflation of two concepts in evolutionary agent-based modeling (.pdf) |
| Tue 2 Oct | UTS | Ian Wilkinson | Mean Bad Birds vs Kind Friendly Chickens (.pdf) |
| Tue 23 Oct** | UTS | Terry Bossomaier | Evolution of Trust in Financial Systems (abstract) |
| Tue 13 Nov | UTS | Remco Zwinkels | Behavioral Heterogeneity in the Options Market (.pdf) |
| Tue 4 Dec | UTS | Dan Ladley | The evolution of strategies within a limit order market |
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