Instabilities in financial markets

Instabilities in financial markets

Stefano Marmi, Pete Kyle, Giuseppe Vegas, Raphael Douady, Doyne Farmer, Matheus Grasselli, Rama Cont, Didier Sornette, Loriana Pelizzon, Youngna Choi

Sala Azzurra del Palazzo della CarovanaSimposio per il 202° anniversario del decreto di fondazione della Scuola Normale Superiore

18 e 19 ottobre 2012

SPEAKERS

Giovedì 18 ottobre

ore 15.00: Introduzione prof. Stefano Marmi

ore 15.15: Pete Kyle,Market Microstructure Invariants and Stock Market Crashes

ore 16.00: Giuseppe Vegas,Il risparmio in tempo di crisi

ore 16.45: coffee break

ore 17.15: Raphael Douady,Dinamics Instabilities in Sovereign Debt and Financial Markets

Venerdì 19 ottobre

ore 9.00: Doyne Farmer,Market impact, leverage, systemic risk and the perils of mark-to-market accounting

ore 10.00: Matheus Grasselli,Modeling Minsky: a dynamical system approach for financial fragility

ore 11.00: coffee break

ore 11.30: Rama Cont,When diversification increases risk: endogenous risk and contagion in financial markets

ore 12.30: pranzo

ore 14.00: Didier Sornette,Reflexivity/ endogeneity pervades financial markets from high frequency trading to large-scale bubbles and crashes

ore 15.00: coffee break

ore 15.30: Loriana Pelizzon,Measuring Sovereign Contagion

ore 16.30: Youngna Choi,Sovereign Credit Crisis: dynamical systems approach

ore 17.30: Conclusione