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Difference between revisions of "First Steps Toward Understanding Market Ecologies - Agenda"

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{{First Steps Toward Understanding Market Ecologies}}
 
{{First Steps Toward Understanding Market Ecologies}}
  
Monday, July 28  - Friday, August 1, 2008<br/>
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'''Monday, July 28  - Friday, August 1, 2008'''<br/>
 
Santa Fe Institute, 1399 Hyde Park Road, Santa Fe, NM  87501<br/>
 
Santa Fe Institute, 1399 Hyde Park Road, Santa Fe, NM  87501<br/>
 
All meeting events in Medium Conference Room, SFI
 
All meeting events in Medium Conference Room, SFI

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