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Last update:
CEEL program in Adaptive Economic Dynamics
Eighth Trento Summer School Intensive course in
Co-Directors:
Cars Hommes, University of Amsterdam Thomas Lux, University of Kiel
Guest lecturers include Professors Jasmina Arifovic, Simon Fraser University, Doyne Farmer, Santa Fe Institute, Klaus Reiner Schenk-Hoppe', University of Leeds,
Attilio Stella, University of Padova,Shyam Sunder, Yale University.
Financial markets are complex systems whose frequent volatile eruptions,
bubbles and crashes are often described by terms such as 'out-of-equilibrium-dynamics', 'self- organized criticality' and
'life at the edge of chaos' even in the popular press.
The huge numbers of agents interacting and competing within modern financial markets indeed suggests to treat them as large
systems of autonomous sub-units whose macroscopic features might be seen as unintended emergent phenomena of the bustling
microscopic activity. The fact that practically all markets that belong to the financial sphere (stock markets, foreign
exchange markets, derivatives, precious metals) share a set of extremely robust and quantitatively uniform statistical
regularities lends additional credibility to this viewpoint.
The Eighth Summer School in the Trento Program in Adaptive Economic
Dynamics focuses on Agent-Based Finance (ABF) and is designed to familiarize students with the phenomenology of financial
markets and recent agent-based and computational approaches to financial markets. Students will be introduced to the
relevant tools of dynamic systems theory, econophysics and agent-based modeling and will be guided to their own independent applications
of these tools. Topics of the summerschool include:
Prior knowledge on these topics is helpful, but not required. The Eighth
Summer School will run for two weeks and consists of an intensive course on recent developments in ABF as well as invited
lectures by international experts in the field.
The Trento Summer Schools are intended for advanced graduate students
and post-doctoral scholars.People interested in participating in the Summer School are encouraged
to apply by submitting a curriculum vitae, a two-page essay
describing their interest in agent-based finance, a course transcript from their PhD program,
including advanced examinations passed, and two letters of recommendation.
Applications are due by April 13, 2007.
We encourage electronic submissions. You can submit all the required documents by e-mail
(ccschool@economia.unitn.it) or fax (0039-0461-882222).
Admissions decisions will be announced by April 30, 2007.
All applicants will be informed by e-mail about the results.
The sessions will be held at Sardagna Trento,
Italy, a beautiful retreat in the Dolomite Mountains, readily accessible by cable car.
All participants are required to stay for the entire duration of
the event. Food and accommodation will be completely
covered (participants will have to cover travel expenses and meals during the weekend).
Please direct logistical questions to the Summer School secretary
(ccschool@economia.unitn.it).
This is the
Eighth of a series of intensive courses offered by the Computable
and Experimental Economics Laboratory (CEEL).
Previous courses
were offered in Computable Economics (2000, Professor K. Vela Velupillai),
Experimental Economics (2001, Professor Daniel Friedman), Adaptive Economic Processes (2002, Professor Peter Howitt),
Behavioral Economics (2003, Professors Daniel Friedman and
David Laibson), Institutional Economics (2004, Professor Richard N. Langlois), Evolutionary Economic Dynamics
(2005, Ken Binmore and Larry Samuelson), and Agent-Based Computational Economics (2006, Leigh Tesfatsion and Robert Axtell)
Program
Directors: Axel Leijonhufvud, UCLA and University of Trento and Enrico Zaninotto, CIFREM, University of Trento Co-Directors of the School:
Cars Hommes, University of Amsterdam and Thomas Lux, University of Kiel Guest Lecturers: Laboratory Director:
Luigi Mittone Lab Technical Assistant: Marco Tecilla The course is offered by the Computable and Experimental Economics Laboratory CEEL of the University of
Trento with the financial support of Latsis Foundation (Geneva). Computable
and Experimental Economics Laboratory (CEEL)
More Information will be soon available
Department of Economics
via Inama, 5 I-38100 Trento tel. +39 461 282201 |
