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{{First Steps Toward Understanding Market Ecologies}}
 
{{First Steps Toward Understanding Market Ecologies}}
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'''Monday, July 28  - Friday, August 1, 2008'''<br/>
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Santa Fe Institute, 1399 Hyde Park Road, Santa Fe, NM  87501<br/>
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All meeting events in Medium Conference Room, SFI
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'''Sunday July 27'''<br/>
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7:00 – 9:00  Welcome Reception – Hacienda Lounge, Hotel Santa Fe<br/>
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'''Monday July 28'''<br/>
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8:15    Hotel Van to SFI<br/>
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8:30    Buffet Breakfast<br/>
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9:00.  Introduction and overview, Doyne Farmer<br/>
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10:00.  Empirical studies of market ecologies I, Rosario Mantegna<br/>
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11:00.  Break<br/>
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11:15.  Empirical studies of market ecologies II, Fabrizio Lillo<br/>
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12:00. Discussion<br/>
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12:30. Lunch<br/>
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1:30    Hotel Van back to Hotel<br/>
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Afternoon free for informal discussion and collaboration.<br/>
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6:15    Sandia Shuttle to Coyote Cafe<br/>
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6:30    Dinner at Coyote Café<br/>
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9:15    Sandia Shuttle back to Hotel<br/>
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'''Tuesday July 29'''<br/>
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8:15    Hotel Van to SFI<br/>
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8:30    Buffet Breakfast<br/>
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9:00.  Overview of market microstructure theory, Burton Hollifield<br/>
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10:00.  Are traders always opportunistic?, David Michayluk<br/>
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10.30.  Break<br/>
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11:00. Short 15 min. talks: Preliminary analysis of Taiwan Stock Exchange, Neda Zamani, Empirical study of market impact, Esteban Moro, Theory of market impact, Austin Gerig<br/>
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11:45. Discussion<br/>
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12:30. Lunch<br/>
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1:30    Hotel Van back to Hotel<br/>
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Afternoon free for informal discussion and collaboration.
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'''Wednesday, July 30'''<br/>
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8:15    Hotel Van to SFI<br/>
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8:30    Buffet Breakfast<br/>
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9:00.  Behavioral finance, Terrance Odean and Brad Barber<br/>
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11:00. Break<br/>
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11:15.  The leverage cycle, John Geanakoplos<br/>
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12:30.  Lunch<br/>
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2:00.  Discussion with George Soros, chaired by John Geanakoplos<br/>
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3:30  Break<br/>
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4:00  Resume discussion<br/>
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5:00.  End<br/>
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5:15  Hotel Van back to Hotel<br/>
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'''Thursday, July 31'''<br/>
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8:15    Hotel Van to SFI<br/>
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8:30    Buffet Breakfast<br/>
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9:00.  The leverage cycle continued, John Geanakoplos<br/>
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10:15 Break<br/>
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10:30 An overview of ecology:  Applications beyond biology? Jennifer Dunne<br/>
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12:30 Lunch<br/>
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2:00  Discussions with George Soros, chaired by Terry Odean<br/>
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3:30  Break<br/>
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4:00  Resume discussion<br/>
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5:00  End<br/>
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5:15  Hotel Van back to Hotel <br/>
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6:15  Sandia Shuttle to Doyne’s Home for Barbecue<br/>
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9:15  Sandia Shuttle back to Hotel<br/>
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'''Friday, August 1'''<br/>
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8:15    Hotel Van to SFI<br/>
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8:30    Buffet Breakfast<br/>
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9:00    An overview of evolution:  Applications beyond biology? Jon Wilkins<br/>
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10:30 Break<br/>
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10:45 Discussion on future research directions, chaired by Doyne Farmer<br/>
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12:30 Lunch<br/>
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1:30  Hotel van back to Hotel<br/>

Latest revision as of 15:00, 31 July 2008

Working Group Navigation

Monday, July 28 - Friday, August 1, 2008
Santa Fe Institute, 1399 Hyde Park Road, Santa Fe, NM 87501
All meeting events in Medium Conference Room, SFI

Sunday July 27
7:00 – 9:00 Welcome Reception – Hacienda Lounge, Hotel Santa Fe

Monday July 28
8:15 Hotel Van to SFI
8:30 Buffet Breakfast
9:00. Introduction and overview, Doyne Farmer
10:00. Empirical studies of market ecologies I, Rosario Mantegna
11:00. Break
11:15. Empirical studies of market ecologies II, Fabrizio Lillo
12:00. Discussion
12:30. Lunch
1:30 Hotel Van back to Hotel
Afternoon free for informal discussion and collaboration.
6:15 Sandia Shuttle to Coyote Cafe
6:30 Dinner at Coyote Café
9:15 Sandia Shuttle back to Hotel


Tuesday July 29
8:15 Hotel Van to SFI
8:30 Buffet Breakfast
9:00. Overview of market microstructure theory, Burton Hollifield
10:00. Are traders always opportunistic?, David Michayluk
10.30. Break
11:00. Short 15 min. talks: Preliminary analysis of Taiwan Stock Exchange, Neda Zamani, Empirical study of market impact, Esteban Moro, Theory of market impact, Austin Gerig
11:45. Discussion
12:30. Lunch
1:30 Hotel Van back to Hotel
Afternoon free for informal discussion and collaboration.


Wednesday, July 30
8:15 Hotel Van to SFI
8:30 Buffet Breakfast
9:00. Behavioral finance, Terrance Odean and Brad Barber
11:00. Break
11:15. The leverage cycle, John Geanakoplos
12:30. Lunch
2:00. Discussion with George Soros, chaired by John Geanakoplos
3:30 Break
4:00 Resume discussion
5:00. End
5:15 Hotel Van back to Hotel


Thursday, July 31
8:15 Hotel Van to SFI
8:30 Buffet Breakfast
9:00. The leverage cycle continued, John Geanakoplos
10:15 Break
10:30 An overview of ecology: Applications beyond biology? Jennifer Dunne
12:30 Lunch
2:00 Discussions with George Soros, chaired by Terry Odean
3:30 Break
4:00 Resume discussion
5:00 End
5:15 Hotel Van back to Hotel
6:15 Sandia Shuttle to Doyne’s Home for Barbecue
9:15 Sandia Shuttle back to Hotel


Friday, August 1
8:15 Hotel Van to SFI
8:30 Buffet Breakfast
9:00 An overview of evolution: Applications beyond biology? Jon Wilkins
10:30 Break
10:45 Discussion on future research directions, chaired by Doyne Farmer
12:30 Lunch
1:30 Hotel van back to Hotel