Im Rahmen des SFB "Adaptive Information Systems and Modelling in Economics and Management Science" (Initiative 6: "Artificial Financial Markets and Investment Decisions")
haelt am
Dienstag, 9. Juni 1997 um 15 Uhr
Prof. Cars Hommes (Universitaet Amsterdam)
ein Seminar ueber
"Adaptive Beliefs and the Emergence of Complex Dynamics in Economic and Financial Models"
selected references:
W.A.Brock and C.H.Hommes, A Rational Route to Randomness, Econometrica 5 (1997), pp.1059-1095.
W.A.Brock and C.H.Hommes, Models of Complexity in Economics and Finance, in: C.Heij, H.Schumacher, B.Hanzon, K.Praagman (eds.), System Dynamics in Economic and Financial Models, John Wiley, 1997, pp.3-44.
W.A.Brock and C.H.Hommes, Heterogeneous Beliefs and Routes to Chaos in a Simple Asset Pricing Model, WP 1997, forthcoming in J. Econ. Dynamics and Control.
W.A.Brock, Asset Price Behavior in Complex Environments, in: W.B.Arthur, S.Durlauf, D.A.Lane (eds.), The Economy as an Evolving Complex System II, Santa Fe Institute Studies in the Sciences of Comlexity, Addison-Wesley, 1997.
Das Seminar findet im HS 5 (BWZ, Bruenner Strasse 72) statt.
Alle Interessenten sind herzlich eingeladen.
Andrea Gaunersdorfer
---------------------------------------------------- Dr. Andrea Gaunersdorfer Department of Business Administration University of Vienna Bruenner Strasse 72 A - 1210 Wien Tel.: +43-1-29 1 28-466, Fax: 464 mailto:gauner@finance2.bwl.univie.ac.at http://www.bwl.univie.ac.at/bwl/fiwi1/members/gauner/gauner.htm =========================================================================