16-17 September 2021 University Lecture Hall, piazza S. Marco 4, Florence

Full Program

(all times are CEST)

Day 1 – 16 September

Greetings and opening remarks 8:45 – 9:00

Session 1: Networks (chair: Gabriele Tedeschi) 9:00 – 10:40

Observed vs expected systemic risk in interbank networks
Presenter: Alessandro Ferracci (Sapienza University of Rome)
Reinforcement learning for interbank credit strategies
Presenter: Alessio Brini (Scuola Normale Superiore, Pisa)
Score driven generalized fitness model for sparse weighted dynamical networks
Presenter: Domenico Di Gangi (Scuola Normale Superiore, Pisa)
A network approach to identify financial market efficiency: evidence from a laboratory analysis

Presenter: Gabriele Tedeschi (University of Bari)

Coffee break 10:40 – 11:20

Session 2: Evolutionary dynamics (chair: Frederik Banning) 11:20 – 13:00

Politics of consensus and compromise
Presenter: Mauro Sodini (Federico II University of Neaples)
Reputation and punishment sustain cooperation in the optional public goods game
Presenter: Simone Righi (Ca’ Foscari University of Venice)
Market selection and learning under model misspecification
Presenter: Giulio Bottazzi (Sant’Anna School of Advanced Studies, Pisa)
Modelling a firm as a complex adaptive system
Presenter: Frederik Banning (Ruhr-Universit¨at Bochum)

Lunch break 13:00 – 14:30

Session 3: Covid economics (chair: Christian Proa˜no) 14:30 – 16:15

Optimal lockdown policies driven by socioeconomic costs
Presenter: Edgar J. S´anchez Carrera (University of Urbino Carlo Bo)
Modeling the distributional epidemic-economic effects of the Covid-19 pandemic
Presenter: Marco Pangallo (Sant’Anna School of Advanced Studies, Pisa)
Belief-driven dynamics in a behavioral SEIRD macroeconomic model with sceptics
Presenter: Christian Proa˜no (Otto-Friedrich-Universit¨at Bamberg)

Coffee break 16:15 – 16:45

Round table: “Teaching Complexity” (chair: Giorgio Ricchiuti) Keynote speakers: Domenico Delli Gatti, Alan Kirman 16:45 – 18:30

Social dinner at Antico Ristoro di Cambi, via S. Onofrio 1R 20:00

Day 2 – 17 September

Session 4: Macroeconomic models (chair: Simone Alfarano) 9:00 – 10:40

Monetary policy and inequality in an AB-SFC macro model
Presenter: Alberto Russo (Universitat Jaume I, Castellon)
Measure forecast disagreement in a non-stationary environment: the effect of time dependent fundamentals in LTFs experiments

Presenter: Annarita Colasante (Unitelma Sapienza University of Rome)

Macroprudential capital buffers in heterogeneous banking networks. Insights from an ABM with liquidity crises

Presenter: Andrea Gurgone (Otto-Friedrich-Universit¨at Bamberg)

Granular Firms and Aggregate Fluctuations

Presenter: Simone Alfarano (Universitat Jaume I, Castellon)

Coffee break 10:40 – 11:15

Session 5: Empirical methods (chair: Fabrizio Lillo) 11:15 – 13:00

Estimation of heuristic switching in behavioral macroeconomic models
Presenter: Jiri Kukacka (Charles University, Czechia) Measuring financial cycles in HAMs: an empirical analysis

Presenter: Filippo Gusella (University of Florence)

Analysis of bank leverage via dynamical systems and deep neural networks

Presenter: Fabrizio Lillo (University of Bologna)

Lunch break 13:00 – 14:30

Session 6: Networks (chair: Frank Schweitzer) 14:30 – 16:15

Bubble effect induced by recommendation systems in a simple social media model

Presenter: Franco Bagnoli (University of Florence) Sectoral market power in global production: a theoretical and observational study

Presenter: Lilit Popoyan (University of Neaples Parthenope)

Heterogeneity in R&D networks: empirics, models, validation

Presenter: Frank Schweitzer (ETH Zurich)

Coffee break 16:15 – 16:50

Session 7: Evolutionary dynamics (chair: Marcello Galeotti) 16:50 – 18:30

Local environmental quality and heterogeneity in an OLG agent-based model with network

Presenter: Andrea Caravaggio (University of Foggia)

Assortativity in cognition: Learning intuitive cooperation through deliberation

Presenter: Eugenio Vicario (University of Florence)

An agent based model of fads

Presenter: Filippo Pietrini (University of Florence)

A coevolution model of defensive medicine, litigation and medical malpractice insurance

Presenter: Marcello Galeotti (University of Florence)