Presentation slides

17 June

Time
Programme
17:00~21:00 Conference Registration (In the lobby of Jing-Shi Building)

18 June

Time
Programme
8:00~9:00 Conference Registration

9:00~9:30

Opening Ceremony (Chair: Zeng-Ru Di)

9:30~10:20

Keynote Speech: Mauro Gallegati (Chair: Zeng-Ru Di)

Complex Economics: Toward a New Paradigm

10:20~10:40

Tea Break

10:40~11:20

Invited Talk: Tina Yu (Chair: Zeng-Ru Di)

Artificial Economic Agents with Heterogeneous Cognitive Capacity and Their Economic Consequences: Study Based on Agent-Based Double Auction Market Simulations

11:20~12:00

Taking Photo

12:00~14:00

Lunch

14:00~14:40

Invited Talk: Wei-Xing Zhou (Chair: Shu-Heng Chen)

Modeling Order-Driven Stock Markets with Applications

14:40~16:00 Session I A: Financial Applications (Chair: Shu-Heng Chen)
14:40~15:00

Fei Ren

Scaling and Memory in the Return Intervals of Realized Volatility

15:00~15:20

Carl Chiarella

Estimation of HAMS with a Market Maker

15:20~15:40

Franco Nardini

Heterogeneity, Profitability, and Market Clearing Mechanisms in a Simple Asset Pricing Model

15:40~16:00

Xin-Yang Li

Determining the Optimal Market Structure Using Near-Zero Intelligence Traders

16:00~16:20 Tea Break
16:20~17:00

Invited Talk: You-Gui Wang (Chair: Matti Estola)

Mobility: Measurements and Applications

17:00~18:00 Session II A: Macroeconomics (Chair: Matti Estola)
17:00~17:20

Corrado Di Guilmi

The Financial Instability Hypothesis: a Stochastic Microfoundation Framework

17:20~17:40

Philipp Harting

How to Design Policies for Physical and Human Capital Improvement: a Spatial Agent-Based Analysis

17:40~18:00

Ai-Min Xiong

The Double Power-Law Behavior of Chinese Firm's Size Distribution

19:00~20:30 Dinner

19 June

Time Programme
9:00~9:50

Keynote Speech: Alan Kirman (Chair: Mauro Gallegati)

Changing Identity: The Emergence of Social Groups

9:50~10:50 Session II B: Macroeconomics (Chair: You-Gui Wang)
9:50~10:10

Matti Estola

Measuring the Growth and Structural Change of a Multi-Sector Economy

10:10~10:30

Si-Yan CHEN

The K-Generalized Income Distribution in Agent-Based Models

10:30~10:50

Massimo Ricottilli

Innovation, Imitation and Investment Waves Through Local and Global Dynamics

10:50~11:10 Tea break
11:10~12:30 Session I B: Financial Applications (Chair: Carl Chiarella)
11:10~11:30

Li Zhao

Peculiar Statistical Properties of Chinese Stock Indices in Bull and Bear Market Phases

11:30~11:50

Min Zheng

Consensus Investor and Intertemporal Asset Pricing with Heterogeneous Beliefs

11:50~12:10

Andreas Krause

Performance of Adaptive Trading Strategies with Different Discount Factors

12:10~12:30

Tong-Kui Yu

Dynamic Regimes of a Multi-Agent Stock Market Model

12:30~14:00 Lunch
14:00~14:40

Invited Talk: Xue-Zhong He (Chair: Shu-Heng Chen)

A Dynamic Analysis of the Microstructure of Moving Average Rules in a Double Auction Market

14:40~16:00 Session III A: Game and Market Dynamics (Chair: Shu-Heng Chen)
14:40~15:00

Elenna Dugundji

Socio-Dynamic Discrete Choice on Networks

15:00~15:20

Gang Wang

Herd Behavior based on the Market-Directed Resource Allocation Game

15:20~15:40

Petr Svarc

Q-Learning Agents in the Extended Duopoly Game

15:40~16:00

Yuya Ushida

Modeling Collective Adaptive Agent Design and its Analysis in Barnga Game

16:00~16:20 Tea break
16:20~17:40 Session III B: Game and Market Dynamics (Chair: Xue-Zhong He)
16:20~16:40

Wei Wang

Heterogeneous Preferences, Decision-Making Capacity, and Phase Transitions in a Complex Adaptive System

16:40~17:00

Han Liu

The Influence on System Dynamics of Evolutionary Mix-Game Models by Local Information

17:00~17:20

Rong Lan

Agent Based Free Competition Market Build and Simulation Experiments

17:20~17:40

Yi-Ming Ding

Nonstationarity Measure

20 June

Time Programme
9:00~9:50

Keynote Speech: Susumu Yamakage (Chair: Alan Kirman)

Multi-Agent Simulation and Empirical Research in International Relations

9:50~10:00 Short Break
10:00~10:40

Invited Talk: Zhan-Gang Han (Chair: Alan Kirman)

How can Heterogeneity emerge from Homogeneity?

10:40~11:00 Tea Break
11:00~12:20 Session IV: Network and Modeling Approach (Chair: Susumu Yamakage)
11:00~11:20

Toshihiko Yamamoto

The Design of Optimal Diffusion Networks

11:20~11:40

Guo-Cheng  Wang

Understanding the Complexity of Economic System through Heterogeneity and Interaction

11:40~12:00

Jing-Jing Wang

The Proposition and Construction of Industrial Network Theory Based on the View of Complex Network

12:00~12:20

Michael Neugart

Referral Hiring, Endogenous Social Networks, and Inequality: An Agent-Based Analysis

12:20~12:30 Closing Ceremony
12:30~14:00 Lunch
14:00~19:00 Tour to Summer Palace
19:00~20:30 Dinner

Department of Systems Science, School of Management
Center for Complexity Research
Beijing Normal University, China. 100875
Phone: (86-10)58807876
Fax: (86-10)58808176