Deterministic and Stochastic Dynamics in Economics and Finance
Month: December 2013
Date: December 2--6
Name: Deterministic and Stochastic Dynamics in Economics and Finance
Location: Centro di Ricerca Matematica Ennio De Giorgi, Palazzo Puteano, Piazza dei Cavalieri 3, Pisa, Italy.
The modeling of economic and financial systems is a complex and challenging task, and, as the current crisis has shown, new ideas and approaches are needed to understand interlinkages and tackle instabilities. The aim of this workshop is to bring together scholars from different disciplines interested in the mathematical modeling of economic and financial systems. Contributions from dynamical systems theory, stochastic processes, statistical physics, and computational economics or finance are presented and discussed. The workshop aims also to bring together ideas and models based on deterministic dynamics as well as stochastic dynamics with a special emphasis on the interaction between these two aspects both in the analysis and in the modelization of financial and economics time series.
November 24, 2013.
G. Bottazzi, R. Dieci, R. Douady, T. Hens, C. Hommes, S. Marmi, M. Marsili, D. Pinheiro, K. Reiner Schenk-Hoppe', F. H. Westerhoff.