PROGRAM
Days: Thursday, October 21st Friday, October 22nd Saturday, October 23rd
Thursday, October 21st
View this program: with abstractssession overviewtalk overview
09:00-10:30 Session 1: Experiments and Algorithmic trading
09:00 | Algorithmic Trading in Experimental Markets with Human Traders: A Literature Survey (abstract) |
09:30 | The minimum heterogeneous agent configuration to realize the future price time series in the AI market experiment: an updated version (abstract) |
10:00 | Arbitrage bots in experimental asset markets (abstract) |
11:00-12:30 Session 2: Risk Parity, Parametrized Response and Belief Updating
11:00 | The Risk Parity Premium Puzzle: A Resolution with Minimal-Intelligence Traders (abstract) |
11:30 | Parameterised-Response Zero-Intelligence Traders (abstract) |
12:00 | Market structure or agent rationality: How efficiency trades with belief updating? |
13:00-14:30 Session 3: Efficiency and Information in Markets
13:00 | An Agent-based model of informed and misinformed trading with learning by imitation (abstract) |
13:30 | Informational and Allocative Efficiency with Zero- and Minimal-Intelligence Agents without Predefined Roles under Alternative Exchange Institutions (abstract) |
14:00 | Opening the Book: Price Information’s Impact on Market Efficiency in the Lab (abstract) |
Friday, October 22nd
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09:00-10:30 Session 4: Cooperation and Iterative Reasoning
09:00 | Reputation and Punishment sustain cooperation in the Optional Public Goods Game (abstract) |
09:30 | Cooperation in repeated Cournot games (abstract) |
10:00 | Iterated Reasoning and Efficiency Heuristics, and a Behavioral Taxonomy of 2x2 Games (abstract) |
11:00-12:30 Session 5: Panel Discussion
Panelists:
Shu-Heng Chen
Robert Axtell
Moderator: Dave Cliff
13:00-14:30 Session 6: Coordination among ZI/MI Agents
13:00 | Local Reputation, Local Selection, and the Leading Eight Norms (abstract) |
13:30 | On the Role of Incentives in Evolutionary Approaches to Organizational Design (abstract) |
14:00 | Coordination in Organizations with Heterogeneous Minimal Intelligence Agents (abstract) |
Saturday, October 23rd
View this program: with abstractssession overviewtalk overview
09:00-10:30 Session 7: Forms and Networks of ZI/MI Agents
09:00 | Can swarms explain empirical/experimental asset pricing? The case of emerging swarm intelligence from zero intelligence agents. (abstract) |
09:30 | A comparison of zero and minimal intelligence agendas in Markov Chain voting models (abstract) |
10:00 | Market Networks under ZI Traders |
11:00-12:30 Session 8: ZI/MI Agents in Double Auctions and Edgeworth Box
11:00 | The CDA with trade externalities (abstract) |
11:30 | Optimal Allocations without Utility Maximization in an Edgeworth Box (abstract) |
12:00 | Individual Evolutionary Learning and Zero-Intelligence in the Continuous Double Auction (abstract) |
13:00-14:30 Session 9: Emergence in and of Markets
13:00 | Endogenous Network In OTC Markets (abstract) |
13:30 | The Adaptive Rationality of Markets (abstract) |
14:00 | A SCIENCE OF HUMAN SOCIETY WITH TWO EYES OPEN (abstract) |