‘Philosophy & Finance Network’ Biennial Conference

‘Philosophy & Finance Network’ Biennial Conference

8-9 September 2022

Room II, Villa Mirafiori - Dept. Philosophy - Sapienza University of Rome

Via Carlo Fea 2

Open to the public

Hybrid conference. Zoom link: https://uniroma1.zoom.us/j/89669844932

Paolo Barucca (UCL)

Boudewijn De Bruin (Groningen)

Francesco Guala (Milano Statale)

Emiliano Ippoliti (Sapienza)

Taylor Spears (Edinburgh)

Ekaterina Svetlova (Twente)

Melissa Vergara-Fernandez (Erasmus University Rotterdam)

Roberto Violi (Bank of Italy)

Christian Walter (Paris, MSH)

Organization and info

Emiliano Ippoliti (Sapienza University of Rome) [email protected]

Adele Rugini (Sapienza University of Rome) [email protected]

Sapienza Department of Philosophy

Sapienza Ph.D. Programme in Philosophy

Under the auspices of the Italian Society for Logic and Philosophy of Sciences (SILFS)

Program

8 September 2022, room II

15:30 Opening

15:40-16:40 Ekaterina Svetlova (Twente), Ethics of artificial intelligence in finance: On responsibility for ignorant actions

16:40-17:40 Emiliano Ippoliti (Sapienza), The epistemic value of a millisecond: quotes, speed bumps, and market design

coffee

18:00-19:00 Paolo Barucca (UCL), AI and the efficient market hypothesis

Chair: Boudewijn De Bruin

20:30 Social dinner

***

9 September 2022, room II

09:40-10:40 Francesco Guala (Milano Statale), Money on My Mind

10:40-11:40 Taylor Spears (Edinburgh), When models become market infrastructure: the role of material and ontological alignment in shaping model development trajectories

coffee

12:00-13:00 Roberto Violi (Bank of Italy), Risk Aggregation, Tail Risk and Correlation: Regulator-Set Standardised Model Implications for Capital Allocation Efficiency

Chair: Melissa Vergara-Fernandez

lunch

15:40-16:40 Christian Walter (Paris, MSH), The two quantifications of the financial theory: a toy model

16:40-17:40 Boudewijn De Bruin (Groningen), Finance and the Climate Emergency: Seven Questions

coffee

18:00-19:00 Melissa Vergara-Fernandez (Erasmus University Rotterdam), What makes asset pricing empirically successful?

Chair: Ekaterina Svetlova