Berlin 2008 – wissenschaftliches Programm

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AKSOE: Arbeitskreis Physik sozio-ökonomischer Systeme

AKSOE 3: Financial Markets and Risk Management I

Montag, 25. Februar 2008, 10:15–12:45, EW 203

	10:15	AKSOE 3.1	Modeling and predicting financial data — •Joachim Peinke and Andreas P. Nawroth
	10:45	AKSOE 3.2	Studies of the limit order book around large price changes — •Bence Toth, Janos Kertesz, and J. Doyne Farmer
	11:15	AKSOE 3.3	The hidden volatility process in financial time series — •Josep Perelló, Jaume Masoliver, and Zoltán Eisler
	11:45	AKSOE 3.4	Characteristic times in limit order executions — •Zoltan Eisler, Janos Kertesz, Fabrizio Lillo, and Rosario N. Mantegna
	12:15	AKSOE 3.5	Predicting employment and pension levels for the G7 and China — •Hans Danielmeyer and Thomas Martinetz