Plenary Lecture
Agent based Modeling of Diffusion of Information across Investors in Financial Markets: How to Model it
Professor Filippo Neri
Dept. of Computer Information Systems
Faculty of Information and Communication Technology
University of Malta
Malta
E-mail: filipponeri@yahoo.com
Abstract: Financial markets are prototypical instances of complex systems where the many interactions among the innumerable participants contribute to the formation of the price of the financial assets that are there traded. In the talk, we will describe how an artificial intelligence technique, agent based modeling, could be used to take into account the diffusion of information among investors and how several approximations of the real phenomena could be modeled. During the talk we will also show and comment about the empirical findings obtained.
Brief Biography of the Speaker: Prof. Filippo Neri is currently with the Dept. of Computer Information Systems, Faculty of Information and Communication Technology, University of Malta. Prof. Filippo Neri is currently Editor in Chief of WSEAS Transactions on Systems. 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 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 a ADI associate, the Italian PhD association. 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.