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AKSOE: Physik sozio-ökonomischer Systeme
AKSOE 1: Finanzm
ärkte und Risikomanagement
Montag, 8. März 2004, 09:30–12:30, H8
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09:30 | AKSOE 1.1 | Hauptvortrag: Toward an Understanding of Market Behavior: A Physics Perspective — •Neil Johnson |
| 10:15 | 15 min. break | ||
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10:30 | AKSOE 1.2 | Modeling Correlations in Portfolio Credit Risk — •Bernd Rosenow, Rafael Weißbach, and Frank Altrock |
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11:00 | AKSOE 1.3 | Tackling Mutual Funds Style Analysis with Medoid Clustering and Differential Evolution — •Thiemo Krink, Sandra Paterlini, Tommaso Minerva, and Francesco Pattarin |
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11:30 | AKSOE 1.4 | Significance of log-periodic signatures in cumulative noise — •Hans-Christian Graf v. Bothmer |
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12:00 | AKSOE 1.5 | Application of Heston and Hull-White model to German DAX data — •Ralf Remer and Reinhard Mahnke |