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Social Interactions and heterogeneous agent models. Applications to Economics and Finance

ARGOMENTI: Seminari Dottorato

Wednesday 3 June 2009 h. 14:30, room 2AB/40
Marco TOLOTTI (Universita` di Venezia)
"Social Interactions and heterogeneous agent models. Applications to Economics and Finance."

-Abstract
Relying on my work in the field of contagion models, based on interacting particle systems, I will discuss some open issues concerning the applicability of complex systems in Economics and Finance. I will present some applications of a class of Markov models that are in line with recent research in Economic Theory. In particular I will highlight the importance of modeling social interactions, bounded rationality, heterogeneous agents and random utilities.
[Keywords: heterogeneous agent models, intensity-based models, mean field interactions, non reversible Markov processes, phase transition, random utilities, social interactions, stochastic population processes, strategic complementarities.]

Rif. int. C. Marastoni, T. Vargiolu, M. Dalla Riva

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