Gravitation & Relativity Seminar | December 08, 12:30

Financial markets as complex system: geometric data analysis and stochastic modeling

Yuriy A. Stepanov

We combine geometric data analysis and stochastic methods for data driven modeling of complex systems with application to finance. We identify low dimensional dominating variables and extract their stochastic models directly from the data. We identify and analyze quasi-stable states of the market.


University of Duisburg-Essen
TP conference room 0.02
Contact: Joachim Krug