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Thursday, 8th November

Ton Coolen (King's College, London), Ongoing and future applications of generating functional analysis to MG-type models - pdf
Stéphane Daul (RiskMetrics), How to capture risk in hedge funds - pdf
Didier Sornette (ETH Zürich), A two-Factor Asset Pricing Model based on the Fat Tail Distribution of Firm Sizes - pdf
Georges Harras (ETH Zürich), An evolving Potts model of financial markets with threefold input agents - pdf
Tobias Galla (University of Manchester), Chaos and stability in learning two-player random games - pdf
Yu Chen (University of Tokyo), Analysis of the market mechanism for price fluctuations by using a minority game model - ppt
David Bree (ISI Torino), The mechanism underlying log periodic power law fits to financial crashes - pdf

Friday, 9th November

Damien Challet (Fribourg University and ISI), Heterogeneity and predictability - pdf
Michel Dacorogna (SCOR), Bootstrapping the economy - a non-parametric method of generating consistent future scenarios for the world economy - pdf
Andrea De Martino (La Sapienza, Rome), How good a model for a financial market is a MG? - pdf
Jeffrey Satinover (University of Nice), "Illusion of Control" in Time-Horizon Minority and Parrondo Games - ppt
Dawn Sun (Interactive Brokers), A platform for implementing trading models and interacting directly with the Markets - pdf
Joseph Wakeling (Fribourg University), Interactive Minority Game - pdf
Marc Potters (Capital Fund Management), My life in a hedge fund - ppt
Diethelm Wuertz (ETH Zürich), Rmetrics - A Rapid Model Prototyping System for Computational Finance and Financial Engineering - pdf
Jean-Francois Emmenegger (Fribourg University), Discrete Fourier Transform to Calculate alpha-stable Distributions: Application to Risk Evaluation - pdf