Economics Department, Polytechnic University of Marche,
Piazzale Martelli, 8 - 60121 Ancona, Italy
Piazzale Martelli, 8 - 60121 Ancona, Italy
Oral Contributions & Abstracts
(in alphabetical order of author)
Dynamics of Frustration Governed Stock Markets
P. T. H. Ahlgren
Hidden Forces and Fluctuations from Moving Averages
V. Alfi, A. Petri, L. Pietronero
Multifractal Detrended Fluctuation Analysis of OMEL Electricity Market
Z. Alhesani, E. Foulaadvand, G. R. Jafari
A multi-asset market model
M. Anufriev, G. Bottazzi, M. Marsili and P. Pin
Habit Formation, Information Exchange and Geography of Demand
Z. Babutsidze and R. Cowan
Does SETAR help modeling asymmetry stock market returns?
S. Bentes, R. Menezes and D. Mendes
Prisoners on a co-evolving network. How the choice of friends solves the dilemma
C. Biely and S. Thurner
Log periodic power law fits to financial crashes: a preliminary replication
D S. Brée and N. L. Joseph
Hierarchical Structure and Dynamics of a set of Financial Assets
J. G. Brida and W. A. Risso Charquero
Asset Price and Wealth Dynamics as Adaptive Belief System
S. Brianzoni, C. Mammana, E. Michetti
The Italian Interbank Network: statistical properties and a simple model
G. Caldarelli, G. De Masi and G. Iori
On Market microstructures comparison through agent based model
A. N. Cappellini, G. Ferraris
Social and individual learning in micro economic framework: choosing an investment
F. Cecconi, S. Zappacosta, D. Marocco, A. Acerbi
Bounded Rationality and the Elasticity Puzzle: Analysis Based on Agent-Based Computational Consumption Capital Asset Pricing Models
S.-H. Chen
Modelling Income Distributions With Functional Forms: The k-Generalized Distribution
F. Clementi, T. Di Matteo, M. Gallegati and G. Kaniadakis
Explaining the Laplace distribution of firm growth rates
A. Coad
Study of the correlations between stocks of different markets
R. Coelho
Reshaping behavior in science and economics: new windows and opportunities in commercial business
Carmen Costea
Wealth distribution in a System with Wealth-limited Interaction
E.L. David, M. Litong-Palima and C. Saloma
Empirical Evidences of Credit Networks
G. De Masi, Y. Fujiwara, M.Gallegati, B. Greenwald, J. E. Stiglitz
Mean-Field Effects Of Stabilization Policies In Presence Of Uncertainty And Heterogeneity
C. Di Guilmi, M. Gallegati and S. Landini
Multi-scaling in finance
T. Di Matteo, R. Liu and T. Lux
A New Framework for Modelling in Economics: Decision-Making Steelyard
M. Estola
The Evolution of the World Trade Web: A Weighted Network Approach
G. Fagiolo, J. Reyes and S. Schiavo
"Own" price infuences in a Stackelberg leadership with demand uncertainty
F. A. Ferreira, F. Ferreira and A. A. Pinto
The Distribution of Wealth: Theoretical Microfoundations and Empirical Evidence
D. Fiaschi, M. Marsili
Large-scale Structure of Production and Financing Networks
Y. Fujiwara
Macroeconomic Risks: facts and figures
E. Gaffeo
Statistical equilibrium in simple exchange games: II. The redistribution game
U. Garibaldi, E. Scalas, P. Viarengo
A maximum likelihood approach to extract unbiased information from complex networks
D. Garlaschelli, M. I. Loffredo
Network formation and monetary intermediation activities
S. Giansante, D. Garlaschelli
Updating Probabilities with Data and Expectation Values: An Econometric Example
A. Giffin
The product innovation process and GDP dynamics
G. Giulioni
Infectious Diseases and Endogenous Fluctuations
A. Goenka and L. Lin
A Model of Mental Model Formation in a Social Context
U. Gostoli
Portfolio instability and linear constraints
N. Gulyas, I. Kondor
A Welfare Analysis for the Access Charge Problem when Consumers are Socially Connected: The Nondiscriminatory Case.
R. Harrison, G. Hernandez and R. Muńoz
Network Centrality and Stock Market Volatility. The Impact of Communication Topologies on Prices
O. Hein, M. Schwind and M. Spiwoks
Mathematical Model of Hit Phenomena
A.Ishii, H.Arakaki and N.Yoshida
Chaotic Economic Growth Model and Longevity
V. D. Jablanovic
GMM Classification of Interest Rates Curves
M. Kanevski, M. Maignan, V. Timonin
The non-conservation of money
S. Keen
A canonical MaxEnt analysis for macroeconomic scenarios
S. Landini, C. Di Guilmi
True and apparent scaling: The proximity of the Markov-switching multifractal model to long-range dependence
R. Liu, T. Di Matteo and Thomas Lux
Modelling US bond yields at weekly frequency: a nonlinear Adjustment Multivariate Model with Conditional Heteroskedasticity
R. Lucchetti and G. Palomba
Venture Capitalists - Start-Up networks
D. Mas, A. Vignes and G. Weisbuch
"Ex ante" and "ex post" differential forms in economic theory
J. Mimkes
Problems of research and study of Economics Security Risks
Z. Mingaleva, I. Mirskikh
Weak and strong hysteresis in the Dynamics of Employment
P. Mota, J. Varejăo, P. Vasconcelos
Studying Heterogeneity among Fundamentalists in Financial Markets
A. K. Naimzada, G. Ricchiuti
How tied is too tight? Links among financial institutions and the stability of financial systems
M. Napoletano, S. Battiston, C. Murawski
Robustness, Fragility and Agent Cognition in Evolving Complex Systems
Paul Ormerod and Rich Colbaugh (presented by S. Keen)
Diffusion Feedbacks on the Creation of Open Source Knowledge
V. Piculescu
Signalling strategies of trade policy
A. A. Pinto, F. A. Ferreira and H. A. Moreira
Checking universality in financial distributions
E. Rácz, Z. Eisler and J. Kértesz
The Solow Model revisited by the methods of the Dynamical Systems Theory
M. F. F. Ribeiro
Which is better for describing first passage processes of financial markets: a Weibull or a Mittag-Leffler function?
N. Sazuka, J. Inoue and E. Scalas
Using of wavelet entropy for analysis of complex economic systems
V. N. Soloviev and O. Serdyuk
The Statistical Mechanics of the Learning Curve
P. Speaker
Intra-day Prediction of FX Price by Means of Technical Indicators
M. Tanaka-Yamawaki
Decomposition of financial correlations: A model for the Epps effect
B. Tóth, J. Kértesz
The simple model of price behaviour in purpose of risk evaluation
K. Urbanowicz, P. Richmond and J.A. Holyst
Wavelet Estimation of the Persistence in the Heterogeneous Agents Model
L. Vácha and M. Vosvrda
Transparency in a Dealership Market
R. Yamamoto
Looking for chaos evidence in some stock price indices (to be confirmed)
P. Yousefpoor, M.S. Esfahani