Dresden 2009 – wissenschaftliches Programm

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AGSOE: Arbeitsgruppe Physik sozio-ökonomischer Systeme

AGSOE 3: Financial Markets and Risk Management II

Montag, 23. März 2009, 10:15–12:45, BAR 205

	10:15	AGSOE 3.1	The instability of downside risk measures — Istvan Varga-Haszonits and •Imre Kondor
	10:45	AGSOE 3.2	GPU Accelerated Fluctuation Analysis and Complex Pattern Formation — •Tobias Preis, Peter Virnau, Wolfgang Paul, and Johannes J. Schneider
	11:15	AGSOE 3.3	Collective firm bankruptcies and phase transition in rating dynamics — •Paweł Sieczka and Janusz Hołyst
	11:45	AGSOE 3.4	Measure of default risk in insurance companies: Do ratings fail? — •Christoph Hamer, Heiko Frings und Ralf Engelshove
	12:00	AGSOE 3.5	Risk properties of structured financial securities offered to the general public — •Martin Treiber
	12:15	AGSOE 3.6	Nonlinear stochastic modeling of Tsallis statistics with application to financial markets — •Bronislovas Kaulakys, Vygintas Gontis, Miglius Alaburda, and Julius Ruseckas
	12:30	AGSOE 3.7	Prediction of financial time series with the technology of high-order Markov chains — Vladimir Soloviev, Vladimir Saptsin, and •Dmitry Chabanenko