AE Conference and SSC have five invited speakers from a variety of fields.
Invited Speaker: Prof. Giulia Iori
Talk: Expectation formation in Agent Based Models of financial, credit and good markets
Professor Iori obtained a BSc and a PhD in Physics from the University of Rome. She has been a physics research fellow at several international research institutes and Universities. Before joining City University London as a Professor of Economics in 2005, she worked at the University of Essex as a Lecturer of Finance and at Kings College London as a Reader in Financial Mathematics. Her current research interests include: market microstructure, financial stability, agent based modelling, complexity, networks, high-frequency trading, option pricing and hedging. She is the author of several peer-reviewed papers in leading journals in finance and physics, and her work has been funded by the British Academy, the European Commission, the EPSRC plus a number of small grants from national and international awarding bodies. She was awarded the Lamfalussy Fellowship from the European Central Bank in 2003. She is an associate editor of Journal of Economics Dynamics and Control and of Journal of Economic Interaction and Coordination. She regularly serves as expert grant evaluator for the ESRC and the European Commission. She is a member of the London Mathematical Society and a member of the Institute of Physics.
Invited Speaker: Prof. Doyne Farmer
Talk: How do we make ABM as successful as machine learning?
Prof. Doyne Farmer is Director of the Complexity Economics program at the Institute for New Economic Thinking at the Oxford Martin School, Professor in the Mathematical Institute at the University of Oxford, and anExternal Professor at the Santa Fe Institute. His current research is in economics, including agent-based modeling, financial instability and technological progress. He was a founder of Prediction Company, a quantitative automated trading firm that wassoldto the United Bank of Switzerland in 2006. His past research includes complex systems, dynamical systems theory, time series analysis and theoretical biology. During the eighties he was an Oppenheimer Fellow and the founder of the Complex Systems Group at Los Alamos National Laboratory. While a graduate student in the 70’s he build the first wearable digital computer, which was successfully used to predict the game of roulette.
Prof. Frank Schweitzer is Chair of Systems Design at ETH Zurich, where he leads a group that aims to understand the dynamics of organisations and complex socio-economic systems. The research of Frank Schweitzer focuses on applications of complex systems theory in the dynamics of social and economic organizations. He is interested in phenomena as diverse as user interaction in online social networks, collective decisions in animal groups, failure cascades and systemic risk in economic networks, and the rise and fall of collaborations in socio-technical systems. His methodological approach can be best described as data-driven modeling, i.e., it combines the insights from big data analysis with the power of agent-based computer simulations and the strength of rigorous mathematical models.Invited Speaker: Prof. Volker Grimm
Biologist and physicist by training, Prof. Volker Grimm is a world-leading expert in modelling socio-ecological systems. His research is also focused on optimizing model development, communication and validation. He has (co)authored influential books on agent-based modelling and collaborated to the development of the well-known ODD protocol for model documentation. Prof. Volker Grimm will give a talk on “Modelling resilience of agent-based complex systems”.
Invited Speaker: Dr. Toyotaro Suzumura
Talk: Towards Billion-Scale Social Simulation
Dr. Toyotaro Suzumura (IBM T.J. Watson Research Center, New York) holds his Ph.D. in Computer Science from Tokyo Institute of Technology and is now working on big data processing middlewares, large-scale graph analytics, supercomputing/high performance computing, and microscopic simulation platforms.