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Regensburg 2004 – scientific programme

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AKSOE: Physik sozio-ökonomischer Systeme

AKSOE 1: Finanzm
ärkte und Risikomanagement

Monday, March 8, 2004, 09:30–12:30, H8

09:30 AKSOE 1.1 Invited Talk: Toward an Understanding of Market Behavior: A Physics Perspective — •Neil Johnson
  10:15 15 min. break
10:30 AKSOE 1.2 Modeling Correlations in Portfolio Credit Risk — •Bernd Rosenow, Rafael Weißbach, and Frank Altrock
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
11:30 AKSOE 1.4 Significance of log-periodic signatures in cumulative noise — •Hans-Christian Graf v. Bothmer
12:00 AKSOE 1.5 Application of Heston and Hull-White model to German DAX data — •Ralf Remer and Reinhard Mahnke
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