Workshop: Modeling Market Dynamics and Equilibrium - New Challenges, New Horizons

Date: August 19 - 22, 2013
Venue: HIM lecture hall, Poppelsdorfer Allee 45
Organizers: Evstigneev and Schenk-Hoppé

The focus of the workshop was on new approaches and recent developments in the area of stochastic models for market dynamics and equilibrium. Its main emphasis was on research directions and approaches that could respond to the fundamental challenge of modern mathematics-based economics and finance: the development of new paradigms of theoretical analysis in economic and finance, as well as of market models that would be suitable for practical quantitative applications.

The scope of the workshop was very broad and included the following topics: behavioral and evolutionary models of markets, game theory and information; ambiguity and investment, risk management and trading; decentralized trade and random matching; von Neumann-Gale dynamical systems; detection problems and their applications in finance; ...