Sponsored by
National Australia Bank
Detlef Seese
Institute AIFB, University Karlsruhe (TH), Germany
seese@aifb.uni-karlsruhe.de, www.aifb.uni-karlsruhe.de/CoM
| Time: | 5:15--7:00 pm |
| Date: | Wednesday 8th May 2002 |
| Venue: | Ground Floor, AAP Seminar Room, 259 George St |
Financial decision making is one of the most complex problems in contemporary business life. It is the goal of this talk to build a bridge between results from complexity theory and selected financial decision problems. After a survey of some recent developments in complexity theory the talk will provide a structural analysis of some financial decision problems, covering operational risk and credit risk and prediction of the stock market. The research is conducted from a complexity researcher's perspective. As an alternative to classical techniques problem solving methods using intelligent systems will be discussed.
The talk is based on results obtained in cooperation with F. Schlottmann (Institute AIFB, University Karlsruhe (TH), Germany).
Paper: complexity.pdf
Please feel free to bring this to the attention of interested colleagues.