BaGBeM Research Workshop "Agent Based Modelling: Numerical Solution and Stochastic Aggregate Dynamics"
Date: 25.-26. September 2017
Instructor: Dr. Corrado Di Guilmi
About the Instructor:
Dr. Corrado Di Guilmi is a Senior Lecturer at the University of Technology Sydney (UTS) and Co-Director of the program in Behavioural Macroeconomics and Complexity at the Centre of Applied Macroeconomic Analysis at the Australian National University. Dr. Di Guilmi has published numerous articles in peer-reviewed journal such as Journal of Economic Behavior and Organization, Journal of Economic Dynamics and Control, Macroeconomic Dynamics, Advances in Complex Systems and Studies in Nonlinear Dynamics and Econometrics, among others. He is Coauthor with Mauro Gallegati and Simone Landini of the book Interactive Macroeconomics. Stochastic Aggregate Dynamics with Heterogeneous and Interacting Agents recently published by Cambridge University Press. His research interests are business cycle and financial instability, agent-based modeling and simulation methods, Post-Keynesian economics and network theory and complex systems.
Monday, 25. September
14.00 - 15.30: Intro to ABM Modelling
15.30 - 16.00: Coffee Break
16.00 - 17.30: Intro to the statistical mechanic approach to macro-modeling: Mean field approximations, Entropy, and the Master equation
Tuesday, 26. September
10.00 - 11.30: Application of the master equation approach to ABMs, Probability Inference and Maximum Entropy
11.30 - 12.30: Coffee Break
12.30 - 14.00: Practice Session: Implementing ABMs in MATLAB
14.00 - 16.00: Consultation Hours
16.00 - 17.00: Presentation in the Research Seminar of the Bamberg Economics Department: "The dynamics of leverage in a demand-driven model with heterogeneous firms"