#CIR process archive

May 10, 2013
Seminar at VU MIF: Modeling power-law distribution, 1/f noise and financial markets using stochastic differential equations
July 09, 2012
Special cases of the stochastic differential equation reproducing 1/f noise

Physics of risk, complexity and socio-economic systems.

#interactive #video #agent-based models #economics #statistics #opinion dynamics #general #statistical physics #financial markets #stochastic models #politics #voter model #postdoctoral project #A. Kononovicius #networks #1/f noise #V. Gontis #sociology #Kirman model #popular culture #biology #fractals #ted.com #methods #Numberphile #game theory #spectral density #competition #free market #traffic #epidemiology #macroeconomics #dynamical chaos #burst statistics #market price #Brownian motion #gross domestic product #sports #kinetic models #paradox #wealth #conference #topic: price formation #topic: ARFIMA #order book #supply and demand #conflicts #J. Ruseckas #marketing #cellular automata