Dresden 2003 – scientific programme
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AKSOE: Physik sozio-ökonomischer Systeme
AKSOE 1: Finanzm
ärkte und Risikomanagement I
Monday, March 24, 2003, 09:30–12:30, BAR/205
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09:30 | AKSOE 1.1 | Invited Talk: From financial data to physics models: A new science ? — •Marcel Ausloos |
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10:15 | AKSOE 1.2 | Pause 10:15 – 10:30 — • |
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10:30 | AKSOE 1.3 | Financial Markets: Memory Effekts and Forecasting — •Michael Schulz |
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11:00 | AKSOE 1.4 | Neural Networks for Volatility Predictions — •Friedrich Wagner |
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11:30 | AKSOE 1.5 | Volatility clustering and scaling for financial time series due to attractor bubbling — •Janusz Holyst, Andrzej Krawiecki, and Dirk Helbing |
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12:00 | AKSOE 1.6 | Geometric Brownian motion and option pricing — •Ulrich Nögel |