| Sunday 2 July 2006 |
| 8.30 - 9.00 |
Registration |
| 9.00 - 9.15 |
Opening and Welcome M. Salzano |
Session: Methodology I
Chair: P. Terna |
| 9.15 - 9.40 |
D. Farmer
The Physicists' vs. the Economists' Approach to Economics |
| 9.40 - 10.05 |
M. Egidi
Learning as adaptive dynamic on rugged landscape |
| 10.05 - 10.30 |
P. Ormerod
Complexity and Agent Cognition in Economic Theory |
| 10.30 - 10.40 |
A. Khrenikov
Contextual Probabilistic Approach to Quantum Physics, Economy and Sociology (poster) |
| 10.40 - 11.10 |
Coffee Break Poster Session |
Session: Socio-economics, Welfare and Labor Economics
Chair: B. Amoroso |
| 11.10 - 11.35 |
L. Basile, L. D'Apuzzo, G. Marcarelli, M. Squillante
Generalized Consistency and Preferences representation by Pairwise Comparisons |
| 11.35 - 11.45 |
J. Laye, L. Charis, H. Tanguy
Consumers’ Search Cost and Emerging Structure of Web Sites Coalitions:
a Multi-agent Based Simulation of an Electronic Market (poster) |
| 11.45 - 12.10 |
C. Costea
The Impact of Inequality in Branding Romania |
| 12.10 - 12.20 |
R. Dell'Anno
Shadow Economy And Unemployment Rate In U.S.A. Is There
A Structural Relationship? An Empirical Analysis (poster) |
| 12.20 - 12.30 |
T. Addabbo, G. Facchinetti Gisella, G. Mastroleo, G. Solinas
Quality of Work: a Multidimensional Approach (poster) |
| 12.30 - 12.40 |
A. Abatemarco
Adequacy Comparisons among Pension Systems (poster) |
| 12.40 - 13.05 |
P. Richmond
A Roof over yuor Head; House Price Peaks in the UK and Ireland |
| 13.05 - 14.35 |
Lunch Poster Session |
Session: Agent Based Modelling
Chair P. Richmond |
| 14.35 - 15.00 |
P. Terna
Artificial Experiments in Economics, with ABM using jESOF:
from a Preys-Predators Representation to a Model of interacting and coevolving workers and firms. |
| 15.00 - 15.25 |
T. Lux Estimation of an Agent-Based Models:
Empirical Evaluation of Simple Noise Trader Models |
| 15.25 - 15.50 |
A. Kirman A physical Analogue of the Schelling Model |
| 15.50 - 16.20 |
Coffee Break Poster Session |
Session: Financial Approach Chair T. Lux |
| 16.20 - 16.30 |
O. Choustova Quantum-like probabilistic Behaviour of Financial Market? (poster) |
| 16.30 - 16.40 |
G. P. Kouretas, L. Zarangas
Conditional Autoregressive Value at Risk by Regression Quantiles:
Estimating Market Risk for Major Stock Markets (poster) |
| 16.40 - 16.50 |
J. Brudza
Examination of the Cost-of-Carry Model for Futures Contracts
on WIG20 Wavelet and Nonlinear Cointegration Analysis (poster) |
| 16.50 - 17.00 |
D. A. Georgoutsos, G. P. Kouretas
Common Stochastic Trends in International Stock Markets: Testing in an Integrated |
| 17.00 - 17.25 |
T. Bossomaier, J. Thompson, D. Jarratt
Evolution of Trust in a Financial Planning Model |
| 17.25 - 17.35 |
M. Coppola, V. D'Amato, E. Di Lorenzo, M. Sibillo
Risk Measurement and Fair Valuation Assessment in Life Insurance Field (poster) |
| 17.35 - 18.30 |
Meeting of Scientific Committee |
| 19.30 |
Departure to Restaurant
Lido del Faro
Meeting Point "Piazzetta" of Capri near clock tower |
| Monday 3 July 2006 |
Session Methodology II Chair R. Meucci |
| 10.00 - 10.25 |
S. Sordi, A. Vercelli On the Complexity of Growth Cycles |
| 10.25 - 10.50 |
S. Solomon Complexity Emergence in Economics: Theory and Applications |
| 10.50 - 11.00 |
F. Hashimoto The Signpost of the Brain Science –Brain, Body and Environment (poster) |
| 11.00 - 11.30 |
Coffee Break |
Session Methodology III Chair D. Farmer |
| 11.30 - 11.55 |
M. Gallegati Emerging Macroeconomics |
| 11.55 - 12.20 |
B. Amoroso On the Concept of Sustainability: the Roots and the Tree |
| 12.20 - 12.45 |
F. T. Arecchi, R. Meucci, F. Salvadori, D. Acampora, K. Al Naimee
A Physicist’s Approach to Phase Controlling Chaotic Economic Models |
| 12.45 - 13.15 |
Conclusion and Discussant M. Egidi |
| 13.15 - 14.45 |
Lunch |