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SOE: Fachverband Physik sozio-ökonomischer Systeme

SOE 2: Financial Markets and Risk Management I

Montag, 12. März 2018, 09:30–10:30, MA 001

	09:30	SOE 2.1	Reality-check for Econophysics: Likelihood-based fitting of physics-inspired market models to empirical data — •Nils Bertschinger, Iurii Mozzhorin, and Sitabhra Sinha
	09:45	SOE 2.2	Information Transmission Channels of the Foreign Exchange Network — •Alexander Becker, Irena Vodenska, and H Eugene Stanley
	10:00	SOE 2.3	Identifying Market States by Methods of Portfolio Management — •Jan Jurczyk and Alexander Eckrot
	10:15	SOE 2.4	Extreme portfolio loss correlations in credit risk — •Andreas Mühlbacher and Thomas Guhr