Finance

Herd vs Profit Earning behiviors in the current crisis

I 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

 

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

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