Thursday July 28/7:30
CP31/Marina 6
Economics and Finance
Chair: Deborah P. Levinson, Colorado College
- 7:30: Mathematica in Finance. Leszek Sczanieck and Robert Dickau, Wolfram Research, Inc.
- 7:45: Modeling Policy Reforms of the EEC Agriculture. Agapi Somwaru, Eldon Ball, United States Department of Agriculture; Jean-Christophe Bureau,INRA, France; and Kelly Eakin, United States Department of Agriculture
- 8:00: Imitation in Financial Markets Modeling. Lorenzo Peccati and L. Ferrari, IMQ, "Bocconi" University, Italy
- 8:15: Nonstationary Stochastic Models and Their Applications in Econometric Modeling. Jacek P. Leskow, University of California, Santa Barbara
- 8:30: An Intelligent System for Financial Time Series Prediction Combining Dynamical Systems and Statistics. Oscar Castillo, Instituto Tecnologico de Tijuana; and Patricia Melin, CETYS, Tijuana
- 8:45: Zero-Sum Differential Game of Infinite Dimensional Evolution Processes with Switching Strategies. Siu Pang Yung, University of Hong Kong, Hong Kong
- 9:00: Optimal Forecasts of of ARIMA Model With Constraint Conditions. Li Zhong Lian, Institute of Finance and Bank of China, People's Republic of China