Thursday, 3 November 2011
Opening by Jan Sijbrand, Executive Director of De Nederlandsche Bank (DNB)
SESSION I “ HETEROGENEOUS AGENT MODELS
Chair: Jakob de Haan, Head of Research (DNB)
Cars Hommes (University of Amsterdam),
'Animal Spirits, Heterogeneous Expectations and Crises' [Paper] [Presentation A] [Presentation B]
Discussant: Domenico Delli Gatti ( Catholic University in Milan ) [Presentation]
Maria Demertzis (DNB),
'Complex Methods in Economics: An Example of Behavioural Heterogeneity in House Prices' [Paper] [Presentation]
Discussant: Vincent Sterk (University College London) [Presentation]
KEYNOTE: Doyne Farmer (Santa Fe Institute),
'Steps toward Agent-based Models for Central Banking' [Presentation]
Chair: Jan Marc Berk, Director of Economics and Research (DNB)
SESSION II “ FINANCIAL STABILITY
Chair: Cars Hommes (University of Amsterdam)
Tuomas Peltonen (European Central Bank),
'Mapping the State of Financial Stability' [Paper] [Presentation]
Discussant: Stijn Ferrari (National Bank of Belgium) [Presentation]
Mikael Juselius ( Hanken School of Economics),
'Sustainable Financial Obligations and Crisis Cycles' [Paper] [Presentation]
Discussant: Cees Diks (University of Amsterdam) [Presentation]
Friday, 4 November 2011
SESSION III “ COMPLEX METRICS
Chair: Doyne Farmer (Santa Fe Institute)
Scott Brave (Federal Reserve Bank of Chicago),
'Diagnosing the Financial System: Financial Conditions and Financial Stress' [Paper] [Presentation]
Discussant: Chen Zhou ( DNB ) [Presentation]
Dima Shepelyansky (Université de Toulouse),
'Google Matrix of the World Trade Network' [Paper] [Presentation]
Discussant: Kimmo Soramäki* (Soramäki Networks) [Presentation]
Chair: Job Swank, Executive Director of DNB
Keynote: Andy Haldane (Bank of England),
'Complexity in Finance'
SESSION IV “ FINANCIAL NETWORKS
Chair: Klaas Knot, Governor of DNB
Sujit Kapadia (Bank of England),
'Complexity, Concentration and Contagion' [Paper] [Presentation]
Discussant: Esther Faia (Goethe Universität) [Presentation]
Goetz von Peter (Bank of International Settlements),
'Interbank Tiering and Money Center Banks' [Paper] [Presentation]
Discussant: Iman van Lelyveld (DNB) [Presentation]