Transcript Document 6515331

Gabriele Tedeschi
2 Via Santa Caterina, 44100, Ferrara, Italy
Mob: (0039)338 9986010;
E-mail: [email protected]
Citizenship: Italian
Place of birth: Bologna Italia
July 17, 2014
Education
Oct 06-Oct 07, City University (London, UK), Visiting student, Subject:
Networks and Agent based-model . Supervisor Prof. G. Iori.
Oct 05-Apr 06, Birkbeck University of London Visiting student, Subject: Advanced Microeconomics and Game Theory. Supervisor Prof. H. Sabourian.
Sep 05, Summer School of Panel Data (CIDE). Supervisor Prof R. Golinelli.
Oct 04-Dec 07, Universit´a Politecnica delle Marche, (Ancona, It) PhD.
Thesis: ”The impact of communication: the forgotten subject” . Supervisor
Prof. Mauro Gallegati.
Oct 04- Jul 05, Universit´a Politecnica delle Marche,
in Economics.
(Ancona, It) M.A.
Jul 04, Universit´a Bocconi (Milano, Italia), B.A. in Economics(2:1). Thesis:
”La convenzionalit´a dell’ Equilibrio”, Supervisor Prof. G. Lunghini.
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Appointments & Teaching
Oct 13-Aug 14, Visiting Researcher. Department of Economic, Universitat
Jaume I, Castellon, Spain.
July 13- today, PostDoc. Department of Economic, Universit`a Politecnica delle Marche, sponsored by European Community. Local coordinator
Prof. Mauro Gallegati on the MATHEMACS project.
Feb 13-May 14, Reader of Advanced Macroeconomics at Universit`a Politecnica delle Marche.
Feb 12-May 12, Reader of Advanced Macroeconomics at Universit`a Politecnica delle Marche.
Feb 12- July 13, PostDoc. Department of Economic, Universit`a Politecnica
delle Marche, sponsored by European Community. Local coordinator Prof.
Mauro Gallegati on the CRISIS project (Complexity based Research Initiative to cope with Systemic InstabilitieSi), (http://www.crisis-economics.eu).
1 May 11- 31 May 11, Visiting Researcher ETH Zurigo, Chair of Sociology,
in particular of modeling and simulation, (http://www.soms.ethz.ch/people/VS).
Feb 11-May 11, Reader of Computational Economics & Advanced Macroeconomics at Universit`a Politecnica delle Marche.
11 Jan 10- 11 Feb 10, Visiting Researcher ETH Zurigo, Chair of Sociology, in
particular of modeling and simulation, (http://www.soms.ethz.ch/people/VS).
Oct 09-Dec 09, Reader of International Economics (advanced course) Universit`a Politecnica delle Marche.
Aug 09- Jan 12, PostDoc. Department of Economic, Universit`a Politecnica
delle Marche, sponsored by European Community. Local coordinator Prof.
Mauro Gallegati on the FINNOV project (Finance, Innovation and Growth,
www.finnov-fp7.eu).
Feb 09-May 09, Reader of Macroeconomics (advanced course), Universit`a
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Politecnica delle Marche.
Feb 09-May 09, Reader of Microeconomics, Universit`a Politecnica delle Marche.
20 Oct 08- 20 Dec 08, Visiting Researcher ETH Zurigo, Chair of Sociology, in
particular of modeling and simulation, (http://www.soms.ethz.ch/people/VS).
Jun 08, Reader of Network theory for P.h.D students at the Universit´a Politecnica delle Marche (Ancona).
Feb 08- Aug 09, PostDoc. Department of Economic, Universit`a Politecnica delle Marche, sponsored by European Community. Local coordinator
Prof. Mauro Gallegati on the EURACE project (An agent-based software
platform for European economic policy design).
Sep 07, Readers of Domestic and International Finance at the City University (London).
Research
Research visits and collaborations:
Department of Economics, City University London, 3-30 June 2013, Cost
project.
Department of Economics, City University London, 15-20 June 2012, Crisis
(FP7) working meeting.
Villa Finaly, Florence 14-16 May 2012, meeting on ”Global systems as networks of networks”.
Department of Physics, University of Fribourg, 8-11 Dec 2011, NESS, Kick
off meeting.
Crisis (FP7) Kick-off meeting, 11-16 Nov 2011, Catania Italy.
Italian national meeting of FuturICT Torino, Italy il 13 Giu 2011
Department of Economics, City University London, 14-20 Mar 2011. Collaboration with prof. G. Iori.
Department of Physics, University of Fribourg, 17-19 Nov 2010, NESS meeting. Organizer Prof. Y. Zhang.
Department of Physics, Palermo, 20-24 Sep 2010, collaboration with Prof.
R.N. Mantegna.
ERMES (UMR 7181 CNRS), Universit´e Paris II Panth´eon-Assas, 28 Jun-3
Jul 2010, Collaboration with Prof. A. Vignes.
Department of Economics, City University London, 17-22 May 2010, Collaboration with prof. G. Iori.
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Scuola Superiore Sant’Anna Pisa, 12-14 May 2010 meeting of FINNOV.
ETH Zurich, Chair of Sociology, in particular of modeling and simulation,
8-9 Feb 2010, collaboration with Prof. D. Helbing.
ERMES (UMR 7181 CNRS), Universite Paris II Pantheon-Assas, 16-24 Nov
2009, collaboration with Prof. A. Vignes & Prof. S. Goyal.
Open University London, 5-8 May 2009, meeting of FINNOV.
Conference Organization:
Local Co-organizor of the INET workshop (Jul 2013): Interlinkages and systemic risk. http://convegni.dises.univpm.it/inet2013/
Local Co-organizor of the NESS workshop (Sept 2012): Micro-foundations
and Systemic Impacts Workshop. http://www.nessnet.eu/events-2/msiw/
Local Co-organizor of ESHIA/WEHIA 2011 (Jun 2011), The 16 th Annual
Workshop on Economic Heterogeneous Interacting Agents. www.wehia2011.univpm.it/
Referee activity:
-Advances in Complex Systems, ACS Print ISSN: 0219-5259, Online ISSN:
1793-6802
-Computational Economics.
- Economics, E-Journal
-Journal of Economic Behaviour and Organization, ISSN: 0167-2681.
-Journal of Economic Dynamics and Control, ISSN: 0165-1889.
-Journal of Economics and International Finance
-Studies in Nonlinear Dynamics &Econometrics, ISSN: 1558-3708.
Guest editor Journal of Economic Interaction and Coordination, Volume
8. Number 2. October 2013.
Memberships & Research Grants:
Grant Cost on ”Systemic Risks, Financial Crisis and Credit- the roots, dynamics and consequences of the Subprime Crisis”. Action IS0902.
Involved in several European projects:
FinMaP (2014-2017) Financial Distortion and Macroeconomic Performance.
RASTANEWS (2012-2015) Macro-Risk Assessment and Stabilization Policies with New Early Warning Signals.
CRISIS (2011-2014) Complexity Reserch Initiative for Systemic Instabilities.
FOC (2010-2013), for the forecasting of financial crises using the networks
theory by analyzing.
FINNOV (2009-2012), for the management, organization and financing of
IT.
POLHIA (2008-2011), for the analysis of monetary and fiscal policies with
heterogeneous agents.
EURACE (2008-2009), for the Development of a software platform used
for the design of European economic policy with heterogeneous interacting
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agents.
Involved in the Prin 2007-2010, Macroeconomics as an emergent System in
Heterogeneous and Interacting Agent Based Models: Theory and Empirical
evidence.
From Oct 2009 Member of Istituto dei Sistemi Complessi CNR, Roma.
Presentations:
• A calibration procedure for analyzing stock price dynamics in an agentbased framework. CEF 2014, Computing in Economics and Finance,
Oslo, Norway 22-25/06/2014
• A calibration procedure for analyzing stock price dynamics in an agentbased framework. Wehia/Eshia 2014, Tianjin University, Tianjin, China
17-19/06/2014.
• A calibration procedure for analyzing stock price dynamics in an agentbased framework Infiniti Conference on Internation Finance 2014 Prato,
Italia 9-10/06/2014.
• The effect of the interaction on macroeconomic dynamics, ”Complexity
Models for Systemic Instabilities and Crises”. Lorenz Center, Leiden,
8-12 April 2013.
• Markets connectivity and financial contagion, MAFIN 2012, Genoa,
September 2012.
• Markets connectivity and financial contagion, , ESHIA/WEHIA 2012,
Paris, July 2012.
• The dynamic of innovation networks: a switching model on technological change at FINNOV workshop, House of Commons/UK Parlament,
1-2 Feb 2012.
• Bankruptcy cascades in interbank markets, at the REPLHA International Conference Milan 13-15 Oct 2011.
• Herding effects in order driven markets: the rise and fall of gurus,
Seminary at the Osservatorio dei Sistemi Complessi, Department of
physics and Relative Technologies, Palermo Sep 2010.
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• Herding effects in order driven markets: the rise and fall of gurus, alla
16th Conference in Computational Economics and Finance, London
July 2010 (invited speaker).
• Herding effects in order driven markets: the rise and fall of gurus,
ESHIA/WEHIA 2010, Alessandria, Italy, June 2010.
• The role of communication and imitation in limit order markets, Seminary at Zurich, ETH (Switzerland) December 2008.
• The role of communication and imitation in limit order markets, a
Zurich, ETH (Switzerland) 27-29 October 2008, The Physics Approach
To Risk: Agent-Based Models and Networks.
• Credit Market computational experiment, Second Review Meeting of
project EURACE, European Commission, Brussels October 2008.
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Publications:
- G. Tedeschi, S. Vitali & M. Gallegati (2014) The dynamic of innovation
networks: a switching model on technological change. Journal of Evolutionary Economics DOI 10.1007/s00191-014-0374-4.
- R. Grilli, G. Tedeschi & M. Gallegati (2014). Markets connectivity and
financial contagion. Journal of Economic interaction and coordination DOI
10.1007/s11403-014-0129-1
-L. Bargigli and G. Tedeschi (2014). Interaction in Agent-based Economics: a
survey on the network approach.PhysicaA DOI: 10.1016/j.physa.2013.12.029.
- S. Vitali, G. Tedeschi and M. Gallegati (2013).The impact of classes of innovators on Technology, Financial Fragility and Economic Growth. Industrial
& Corporate Change. DOI: doi: 10.1093/icc/dtt024
- L. Bargigli and G. Tedeschi (2013). Major trends in Agent-Based Economics: Editorial. Journal of Economic interaction and coordinationVolume
8, Issue 2, Page 211-217. DOI 10.1007/s11403-012-0105-6.
-G. Tedeschi, A. Mazloumian, M. Gallegati, D. Helbing (2012). Bankruptcy
cascades in interbank markets. PLoS ONE 7(12): e52749.
doi:10.1371/journal.pone.0052749
-S. Lenzu & G. Tedeschi (2012). Systemic risk on different interbank network
topologies. Physica A, 391, 18, 4331-4341.
http://dx.doi.org/10.1016/j.physa.2012.03.035
-P. Cirillo, G. Tedeschi, M. Gallegati (2012). The Boulogne fish market: the
social structure and the role of loyalty. Applied Economics Letters, 19:11
1075-1079. http://dx.doi.org/10.1080/13504851.2011.613749
-G. Tedeschi, G. Iori, M. Gallegati (2012). Herding Effects in Order Driven
Markets: The Rise and Fall of Gurus. J. Econ.Behav.Organisazion 81, 82-96,
doi:10.1016/j.jebo.2011.09.006
-S. Mignot, G. Tedeschi, A. Vignes, (2012). An agent based model of switching: the case of Boulogne s/mer fish market. Journal of Artificial Societies
and Social Simulation Volume 15, Issue 2.
-G. Tedeschi, S. Mignot, M. Gallegati, A. Vignes (2011). Lost in transactions: the case of the Boulogne s/mer fish market. Physica A, DOI
10.1016/j.physa.2011.09.035.
-G. Tedeschi, G. Iori and M. Gallegati, (2009). The role of communication and imitation in limit order markets. Eur. Phys. J. B, 1, 489-497
http://www.springerlink.com/content/4104048222065m17/
Working papers:
- Recchioni, MC., Tedeschi, G., Gallegati, M. (2013). A calibration procedure
for analyzing stock price dynamics in an Agent-based framework. Working
paper SSRN: http://dx.doi.org/10.2139/ssrn.2330739
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-G. Tedeschi (2013) Market efficiency and stylized facts in stock markets:
towards an agent-based model approach. Submitted to Quantative Finance
ISSN 1469-7688
- G. Tedeschi (2013).The impact of interactions. Prepared for the Handbook
on Agent-Based Models (Forthcoming).
-R. Grilli, G. Tedeschi and M. Gallegati (2014). Bank interlinkages and
Macroeconomic stability. Forthcoming on International Review of Economics
and Finance.
-G. Tedeschi, A. Mazloumian, M. Gallegati, D. Helbing (2011). Bankruptcy
cascades in interbank markets. Santa Fe’ Working paper n0 11 − 09 − 043 at
http : //www.santaf e.edu/research/working − papers/year/2011/.
- Mignot S., Tedeschi G. and Vignes A. (2009). ”Differences in selling mechanisms, differences in prices: the case of the Boulogne s/mer fish market,”
Working Papers ERMES 0914, ERMES, University Paris 2.
Computer Skills, Foreign Languages, more
• Fluent C, R programming.
• Strong software skills: R, STATA.
• Strong knowledge of: Mac OS X, Unix Os.
• Editing: LATEX, Windows Office.
• Fluent in English.
I confirm that my statement is true according to the laws 46 e 47 del D.P.R.
445/2000.
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