Plenary Lecture

Plenary Lecture

How to Investigate the Decision Making Behavior of Investors in Financial Markets by means of Software Agents

Professor Filippo Neri
Universita' di Napoli "Federico II"
Dipartimento di Informatica e Sistemistica
Via Claudio 21
80125 Napoli (NA)

Abstract: Financial markets are an example of complex systems where relevant behavior happens to be a synthesis of independent and singular decisions taken by individual entities operating in them. Such is the case of financial markets where several investors autonomously decide what investment decision to undertake.
In our work, in particular, we focus our attention to the following research question: can a software agent simulation reproduce the behaviour of a significant financial market time serie by concentrating on many simple interactions among investors-agents.
This talk takes forward a research line we started to investigate a year ago and the most promising empirical findings are reported.

Brief Biography of the Speaker:
Prof. Filippo Neri is currently a professor in Computer Science at the Department of Computer and System Science of University of Naples "Federico II".
Prof. Filippo Neri has wide experience in the area of artificial intelligence, machine learning, and software agent simulation. He had the opportunity to work both in academic and industrial environments including Ericsson's and Unlever's R&D centers and across three countries in the European Union (Italy, Ireland and UK). He is currently setting up a spin-off company providing consulting services for information technology strategy and management while at the same time advancing his academic career.
He has studied and visited at several important academic institutions including Carnegie Mellon University, MIT, Imperial College London, University of Milano, University of Torino.
He is a Marie Curie Fellow and an ADI associate, the Italian PhD association. He is a founding member of initiatives aiming to close the gap between academia and the business application of research results.
Finally he has served in the program committees and as reviewer at several international conferences and he is author of more than 50 internationally reviewed publications.

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