Barcelona GSE Summer Forum - Computational and Experimental Economics Workshop

Peter Bossaerts presented "Asset pricing under computational complexity" at the Barcelona GSE Summer Forum Computational and Experimental Economics Workshop in Barcelona on June 11.

The Summer Forum is a series of independent workshops that cover the main fields of Economics. With each edition, the Barcelona GSE Summer Forum has grown in participation by top researchers, selectivity of papers chosen for each workshop, and reputation as the summer meeting point in Europe for colleagues with common research interests.

The Computational and Experimental Economics Workshop brought together researchers working in two quite separate fields, computational economics and experimental economics. Topics included the understanding of the emergent dynamic properties of economic models, some of which are too complex to solve analytically. However, human behaviour can often be captured by relatively simple heuristics. While computational economics departs from simulations to derive their models, experimental economics uses human behaviour and then often simulation techniques to develop descriptive models of such behaviour. Such models include Agent Based Modelling (ABM), models of learning based on genetic algorithm, Reinforcement models, and other learning or cognitive models.