Recent Talks/seminars

This lists some selected recent talks and discussions. Where appropriate, links to papers are given, and in some cases video.

Talks, 2017

  1. Univerity of Waterloo, (Ontario, CA, January 2017): Self-generating Forecast Heterogeneity.
  2. American University, (Washington, DC, April 2017): Optimality of Short Term Rules of Thumb at Long Horizons for an Agent-based Financial Market.
  3. Computational Economics and Finance, (NYC, June 2017): Optimality of Short Term Rules of Thumb at Long Horizons for an Agent-based Financial Market.
  4. Computational Economics and Finance, (NYC, June 2017): Dynamic Limit Order Dispersion and Volatility Persistence in a Simple Limit Order Book Market.
  5. Social Simulation, keynote, (Dublin, Sept 2017): Self-generating forecast heterogeneity.

Talks, 2018

  1. Eastern Economic Association, (Boston, March 2018): The Optimality of Short Term Rules of Thumb at Long Horizons for an Agent-based Financial Market.
  2. Econometric Society Summer Meetings, (Davis, CA, June 2018): A Long History of Realized Volatility.