Berlin 2018 – wissenschaftliches Programm

Bereiche | Tage | Auswahl | Suche | Aktualisierungen | Downloads | Hilfe

DY: Fachverband Dynamik und Statistische Physik

DY 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	DY 1.1	Tutorium: Market microstructure: dynamics of the stock markets — •Thomas Guhr
	16:50	DY 1.2	Tutorium: Maximum-entropy models in economics and finance — •Tiziano Squartini
	17:40	DY 1.3	Tutorium: 350 years of puzzles in economics -- and a solution. — •Ole Peters