Difference between revisions of "First Steps Toward Understanding Market Ecologies - Agenda"
From Santa Fe Institute Events Wiki
| (One intermediate revision by one other user not shown) | |||
| Line 1: | Line 1: | ||
{{First Steps Toward Understanding Market Ecologies}} | {{First Steps Toward Understanding Market Ecologies}} | ||
'''Monday, July 28 - Friday, August 1, 2008'''<br/> | |||
Santa Fe Institute, 1399 Hyde Park Road, Santa Fe, NM 87501<br/> | |||
All meeting events in Medium Conference Room, SFI | |||
'''Sunday July 27'''<br/> | |||
7:00 – 9:00 Welcome Reception – Hacienda Lounge, Hotel Santa Fe<br/> | |||
'''Monday July 28'''<br/> | |||
8:15 Hotel Van to SFI<br/> | |||
8:30 Buffet Breakfast<br/> | |||
9:00. Introduction and overview, Doyne Farmer<br/> | |||
10:00. Empirical studies of market ecologies I, Rosario Mantegna<br/> | |||
11:00. Break<br/> | |||
11:15. Empirical studies of market ecologies II, Fabrizio Lillo<br/> | |||
12:00. Discussion<br/> | |||
12:30. Lunch<br/> | |||
1:30 Hotel Van back to Hotel<br/> | |||
Afternoon free for informal discussion and collaboration.<br/> | |||
6:15 Sandia Shuttle to Coyote Cafe<br/> | |||
6:30 Dinner at Coyote Café<br/> | |||
9:15 Sandia Shuttle back to Hotel<br/> | |||
'''Tuesday July 29'''<br/> | |||
8:15 Hotel Van to SFI<br/> | |||
8:30 Buffet Breakfast<br/> | |||
9:00. Overview of market microstructure theory, Burton Hollifield<br/> | |||
10:00. Are traders always opportunistic?, David Michayluk<br/> | |||
10.30. Break<br/> | |||
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/> | |||
11:45. Discussion<br/> | |||
12:30. Lunch<br/> | |||
1:30 Hotel Van back to Hotel<br/> | |||
Afternoon free for informal discussion and collaboration. | |||
'''Wednesday, July 30'''<br/> | |||
8:15 Hotel Van to SFI<br/> | |||
8:30 Buffet Breakfast<br/> | |||
9:00. Behavioral finance, Terrance Odean and Brad Barber<br/> | |||
11:00. Break<br/> | |||
11:15. The leverage cycle, John Geanakoplos<br/> | |||
12:30. Lunch<br/> | |||
2:00. Discussion with George Soros, chaired by John Geanakoplos<br/> | |||
3:30 Break<br/> | |||
4:00 Resume discussion<br/> | |||
5:00. End<br/> | |||
5:15 Hotel Van back to Hotel<br/> | |||
'''Thursday, July 31'''<br/> | |||
8:15 Hotel Van to SFI<br/> | |||
8:30 Buffet Breakfast<br/> | |||
9:00. The leverage cycle continued, John Geanakoplos<br/> | |||
10:15 Break<br/> | |||
10:30 An overview of ecology: Applications beyond biology? Jennifer Dunne<br/> | |||
12:30 Lunch<br/> | |||
2:00 Discussions with George Soros, chaired by Terry Odean<br/> | |||
3:30 Break<br/> | |||
4:00 Resume discussion<br/> | |||
5:00 End<br/> | |||
5:15 Hotel Van back to Hotel <br/> | |||
6:15 Sandia Shuttle to Doyne’s Home for Barbecue<br/> | |||
9:15 Sandia Shuttle back to Hotel<br/> | |||
'''Friday, August 1'''<br/> | |||
8:15 Hotel Van to SFI<br/> | |||
8:30 Buffet Breakfast<br/> | |||
9:00 An overview of evolution: Applications beyond biology? Jon Wilkins<br/> | |||
10:30 Break<br/> | |||
10:45 Discussion on future research directions, chaired by Doyne Farmer<br/> | |||
12:30 Lunch<br/> | |||
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