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Verhandlungen
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DPG

Regensburg 2004 – scientific programme

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SYFT: Fat-Tail Distributions - Applications from Physics to Finance

SYFT 2: Fat-Tail Distributions - Applications from Physics to Finance

Thursday, March 11, 2004, 11:30–13:00, H1

11:30 SYFT 2.1 Invited Talk: Credit Risk in Banking - Methods, Problems, Implications — •Axel Müller-Groeling and Jan-Hendrik Schmidt
12:00 SYFT 2.2 Invited Talk: Understanding large fluctuations in stock market activity using methods of statistical physics — •H. Eugene Stanley
12:30 SYFT 2.3 Fachvortrag: The Sierpinski signal: 1/fα noise in a simple 1D automaton model of pattern formation — •Jens Christian Claussen, Jan Nagler, and Heinz Georg Schuster
12:45 SYFT 2.4 Fachvortrag: Robust estimation of correlation matrices and principal component analysis for fat-tailed elliptical distributions — •Uwe Jaekel und Gabriel Frahm
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