Berlin 2018 – wissenschaftliches Programm

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SOE: Fachverband Physik sozio-ökonomischer Systeme

SOE 10: Financial Markets and Risk Management II

Dienstag, 13. März 2018, 11:30–12:30, MA 001

	11:30	SOE 10.1	Ising model of financial markets with many assets — •Alexander Eckrot, Jan Jurczyk, and Ingo Morgenstern
	11:45	SOE 10.2	Intrinsic and spurious long-range memory in financial markets and ABMs through the lense of first passage times — •Aleksejus Kononovicius and Vygintas Gontis
	12:00	SOE 10.3	Riskmanagement for electric power supply in times of variable, renewable source of energy — •Magda Schiegl
	12:15	SOE 10.4	Estimation of Covariance Matrices using Gaussian Processes — •Rajbir-Singh Nirwan and Nils Bertschinger