Work group for Economical Crisis practitionners
Qualification of Economical Crisis Risk.
Synopsis
This workgroup is dedicated to Finance practionners, more precisely risk managers, rating agencies, private or institutional regulators.
Finance
Herd vs Profit Earning behiviors in the current crisis
Wed, 2009-03-25 10:34 — Jean-Marc MercierI was having a look to herd behavior agent based model.
May I allow some criticisms of these models, because I really believe that they are dead end research directions.
1) herd behavior is mainly a psychological effect. I can't believe that a mathematical model can capture these effects reliably.
Qualification of Economical Crisis Risk
Work group for Economical Crisis practitionners
Qualification of Economical Crisis Risk.
Synopsis
This workgroup is dedicated to Finance practionners, more precisely risk managers, rating agencies, private or institutional regulators.
Optimally Transported Schemes - Application to Mathematical Finance
Work group dedicated to applications in Finance of Optimally Transported Schemes techniques
Optimally Transported Schemes - Application to Mathematical Finance
Optimally Transported Schemes - Application to Mathematical Finance
Work group dedicated to applications in Finance of Optimally Transported Schemes techniques
Optimally Transported Schemes - Application to Mathematical Finance
Quantification of Economical Crisis Risk
Work group dedicated to crisis economical model
Quantification of Economical Crisis Risk
Purposes
This is a group devoted to discuss economical crisis formation from a scientist point of view. The goal is to discuss non linear models that could be candidate to capture reliabily
Quantification of Economical Crisis Risk
Work group dedicated to crisis economical model
Quantification of Economical Crisis Risk
Purposes
This is a group devoted to discuss economical crisis formation from a scientist point of view. The goal is to discuss non linear models that could be candidate to capture reliabily
