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AKjDPG: Arbeitskreis junge DPG
AKjDPG 1: Tutorial: Dynamics and Fluctuations in Economic and Financial Markets (joint session SOE/DY/TUT/AKjDPG)
Sonntag, 11. März 2018, 16:00–18:30, H 0104
Financial and economic markets display nontrivial fluctuation statistics that called attention among physicists. Methods from statistical physics have demonstrated to be able to derive stylized facts from microscopic models, to extract networks from data, and to relate multivariate economic time series to the underlying mechanisms.
16:00 | AKjDPG 1.1 | Tutorium: Market microstructure: dynamics of the stock markets — •Thomas Guhr | |
16:50 | AKjDPG 1.2 | Tutorium: Maximum-entropy models in economics and finance — •Tiziano Squartini | |
17:40 | AKjDPG 1.3 | Tutorium: 350 years of puzzles in economics -- and a solution. — •Ole Peters | |