Dresden 2003 – wissenschaftliches Programm

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AKSOE: Physik sozio-ökonomischer Systeme

AKSOE 1: Finanzm
ärkte und Risikomanagement I

Montag, 24. März 2003, 09:30–12:30, BAR/205

	09:30	AKSOE 1.1	Hauptvortrag: From financial data to physics models: A new science ? — •Marcel Ausloos
	10:15	AKSOE 1.2	Pause 10:15 – 10:30 — •
	10:30	AKSOE 1.3	Financial Markets: Memory Effekts and Forecasting — •Michael Schulz
	11:00	AKSOE 1.4	Neural Networks for Volatility Predictions — •Friedrich Wagner
	11:30	AKSOE 1.5	Volatility clustering and scaling for financial time series due to attractor bubbling — •Janusz Holyst, Andrzej Krawiecki, and Dirk Helbing
	12:00	AKSOE 1.6	Geometric Brownian motion and option pricing — •Ulrich Nögel