Brainstorming on (un)realistic simulations of financial markets

date: 
1 Apr 2005 - 5 Apr 2005

This brainstorming aims at bringing together in an informal way different viewpoints on the state of the art and possible directions for realistic simulations of artificial financial markets.

In terms of expertise, this ambitious approach can be conducted by attracting not only physicists, but also psychologists to run experiments on people's behaviour, computer scientists to canonise this behaviour (or the ideal ones proposed by existing Econophysicists models) into artificial agents, practitioners to relate those experiments to real markets and provide us with useful knowledge about market mechanisms, and economists to eventually assess the consequences of our results in terms of policy making.

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Briefing55.74 KB
Programme132.63 KB
Participants33.99 KB
Debriefing80.48 KB