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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