Complexity Lab in Economics

22/05/2023

Mercoledì 24 maggio 2023
Aula Pio IX, ore 15.30
Largo A. Gemelli, 1 - Milano

JOSEPH EUGENE STIGLITZ

University Professor, Columbia University
Premio Nober per l'Economia 2001

Lectio Magistralis
"An Economy for a just, free, and prosperous society"

Siete tutti invitati

21/03/2022

Si segnala che Mercoledì 23 Marzo, alle ore 17.30 il Prof. Domenico Delli Gatti terrà una Lezione dal titolo "Credito, finanza e instabilità del capitalismo", nell'ambito del Ciclo di Seminari "Economia per la Polis: teorie economiche e scelte pubbliche nell'arena della storia" organizzato dall'Associazione Francesca Duchini Studio del Pensiero Economico in collaborazione con il Dipartimento di Economia e Finanza. La lezione si terrà nell'aula G110, Gemelli e sarà visibile via teams al seguente link: https://bit.ly/36fXHF5.

25/02/2022

Have a look at the full program of our new online seminar series which will take place between February and March 2022. If you wish to participate, please send an email to [email protected] a few days before each event and we’ll send you the link.
Look forward to seeing you online!

21/12/2021

https://dipartimenti.unicatt.it/economia-finanza-Programme2021_MD_Dic%2009%20DEFINITIVO.pdf

03/09/2021

Information regarding your access to and use of the Webex platform during the workshop.

1. Access to Webex (by means of the link we already sent) will be open at 9:00 CEST, i.e. well in advance with respect to the official start of the conference as indicated in the programme. That should give you ample time to connect (it only takes a couple of minutes) and practice with the platform if you are not familiar with it.
2. By clicking on the link you will be directed to a page in Italian (sorry about that) in which you will be asked to fill in your name (“Nome”), surname (“Cognome”) and email address (Indirizzo e-mail). Once you have done so you will be able to access the conference by clicking on the blue box with the sentence “Partecipa ora”.
3. You may be asked to use the web-based platform or download and install the Webex software. Downloading and installing the software is necessary for presenters, attendees are not obliged to do so.
4. Please note that only presenters will have an open microphone and camera, all other participants will be muted and cannot switch on their camera.
5. If you wish to ask questions, please use the chat and send a message to “everyone/all attendees” (“tutti”). The session chairs will transmit your question to the presenters.
6. If you have connection problems, send a chat message to “host” (“organizzatore”).
7. If you can’t access the conference at all, please send an email to [email protected].

We will have tech support throughout the proceedings so hopefully we will be able to solve all problems as they arise.

13/06/2021

https://unicatt.webex.com/mw3300/mywebex/default.do?nomenu=true&siteurl=unicatt-it&service=6&rnd=0.865891163584869&main_url=https%3A%2F%2Funicatt.webex.com%2Fec3300%2Feventcenter%2Fevent%2FeventAction.do%3FtheAction%3Ddetail%26%26%26EMK%3D4832534b000000053ccba83600fdef97db3225378d5adc47373fde4956b6b857d6dae08df525c130%26siteurl%3Dunicatt-it%26confViewID%3D196746934694714679%26encryptTicket%3DSDJTSwAAAAVH0qLWuwl4P2pc8q5a9tkt6JIfsKfeYuSM7r3p01LH2A2%26

26/05/2021

Wednesday 26 May 2021, 12.30 p.m.
Filippo GUSELLA, University of Florence

State Space Model to Detect Cycles in Heterogeneous Agents Models

Abstract: In this paper we propose an empirical test to depict possible endogenous cycles within Heterogeneous Agent Models. We consider a 2-type HAM into a standard small-scale dynamic asset pricing framework. On the one hand, fundamentalists base their expectations on the deviation of fundamental value from market price expecting a convergence between them. On the other hand, chartists, subject to self-fulling moods, consider the level of past prices and relate it to the fundamental value acting as contrarians. These pricing strategies, by their nature, cannot be directly observed but can cause the response of the observed data. For this reason, we consider the agents' beliefs as unobserved state components from which, through a state space model formulation, the heterogeneity of fundamentalist-chartist trader cycles can be mathematically derived and empirically tested. The model is estimated using the S&P500 index, for the period 1990-2020 at different time scales, specifically, daily, monthly, and quarterly. (Co-authored by G. Ricchiuti)

Riunione di Microsoft Teams
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20/05/2021

WEHIA 2021 will be spread out across 2021. It will consist of 4 events: a two-day conference on June 28-29 and three one-day workshops in the fall (10 September, 15 October, 19 November).
The present call for papers aims at collecting submissions for all the events. Accepted papers will be allocated to any of the scheduled dates.
Submission can be done by email. Contributions should be submitted in the form of extended abstracts (max 2 pages) or full paper as PDF files to: [email protected]
Deadline for submissions: 23 May 2021.
Publication opportunities:
A selection of papers presented at the conference will be considered for publication in a special issue of the Journal of Economic Interaction and Coordination and International Journal of Microsimulation.
Participants should register to receive the access details for the online conference talks. Registration opens: 7 June 2021.
Fees: No fees apply for this conference
For all further details, please visit the website of the Complexity Lab in Economics, at

The "Complexity Lab in Economics" (CLE) was established in December 2014 to encourage research on the applications of complexity to economic modeling, with special emphasis on ABMs, networks, experiments. Its main research areas are:

19/05/2021

https://teams.microsoft.com/dl/launcher/launcher.html?url=%2F_%23%2Fl%2Fmeetup-join%2F19%3Ameeting_NThiNWQyZTktNjQ3OS00MTg1LWE2MDktOTlhNWExYTQ2N2Zj%40thread.v2%2F0%3Fcontext%3D%257b%2522Tid%2522%253a%2522b94f7d74-81ff-44a9-b588-6682acc85779%2522%252c%2522Oid%2522%253a%252249001441-f82b-48f0-a063-19f57a4a484e%2522%257d%26anon%3Dtrue&type=meetup-join&deeplinkId=88b29324-6915-4591-b6f9-c4d71670422f&directDl=true&msLaunch=true&enableMobilePage=true&suppressPrompt=true

27/04/2021

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