Models and markets: relating to the future
9-10 October 2008
University of London
Co-organised by: Goldsmiths College, LSE and University of Barcelona
A report from the Chair can be downloaded here.
Audio and Presentations:
Estaban Moro
Marcel Boumans
Yuval Millo
Programme and Abstracts:
The programme and abstracts from the colloquium can be downloaded in PDF format below:
Front (28 KB)
Programme and Abstracts
Further Reading:
"How markets slowly digest changes in supply and demand", Jean-Philippe Bouchaud, J. Doyne Farmer, Fabrizio Lillo
"A model for interevent times with long tails and multifractality in human communications: An application to financial trading" , J. Perello, J. Masoliver, A. Kasprzak, R. Kutner
Boumans, M., How Economists Model the World into Numbers, Taylor and Francis, 2007.
Boumans, M., Measurement in Economics: A Handbook, Academic Press, 2007.
“Constructing a Market, Performing Theory: The Historical Sociology of a Financial Derivatives Exchange” - Donald MacKenzie & Yuval Millo in: AJS Volume 109 Number 1 (July 2003): 107–145
“Specialization and herding behavior of trading firms in a financial market” - Fabrizio Lillo, Esteban Moro, Gabriella Vaglica & Rosario N Mantegna in: New Journal of Physics 10 (2008): 2-14
“Monetized time-space: derivatives – money’s ‘new imaginary’?” - Michael Pryke, John Allen in: Economy and Society. Volume 29 (Number 2, May 2000): 264–284
“Geomoney: An option on frost, going long on clouds” - Michael Pryke in: Geoforum 38 (2007): 576–588
"Market Crowds" - Urs Stäheli
“Watching the market”, Visual representations of financial economy in advertisements - Urs Stäheli
|