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SYFT: Fat-Tail Distributions - Applications from Physics to Finance
SYFT 2: Fat-Tail Distributions - Applications from Physics to Finance
Donnerstag, 11. März 2004, 11:30–13:00, H1
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11:30 | SYFT 2.1 | Hauptvortrag: Credit Risk in Banking - Methods, Problems, Implications — •Axel Müller-Groeling and Jan-Hendrik Schmidt |
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12:00 | SYFT 2.2 | Hauptvortrag: Understanding large fluctuations in stock market activity using methods of statistical physics — •H. Eugene Stanley |
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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 |
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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 |