Berlin 2018 – scientific programme
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SOE: Fachverband Physik sozio-ökonomischer Systeme
SOE 10: Financial Markets and Risk Management II
Tuesday, March 13, 2018, 11:30–12:30, MA 001
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11:30 | SOE 10.1 | Ising model of financial markets with many assets — •Alexander Eckrot, Jan Jurczyk, and Ingo Morgenstern |
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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 |
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12:00 | SOE 10.3 | Riskmanagement for electric power supply in times of variable, renewable source of energy — •Magda Schiegl |
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12:15 | SOE 10.4 | Estimation of Covariance Matrices using Gaussian Processes — •Rajbir-Singh Nirwan and Nils Bertschinger |