The Complexity Options Game
November 30, 9:30am - 10:30pmMānoa Campus, Watanabe 113
The on-line interactive Complexity Option Game allows players to test their intuition and knowledge of complexity and American options.
Its companion paper is "Pricing complexity options", to appear in the journal Algorithmic Finance, joint with Math graduate Malihe Alikhani, and Shidler graduates Amir Pakravan and Babak Saadat.
The paper introduces a thought experiment: a financial derivative based on the complexity of a sequence of up and down ticks of a stock price.
The difficulty of succeeding in this game may be related to the phenomenon of bounded rationality, to be discussed by Lance Fortnow during the 11th International Conference on Computability, Complexity and Randomness, 51²è¹Ý Manoa, January 4-8, 2016.
Event Sponsor
Mathematics, Mānoa Campus
More Information
Bjørn Kjos-Hanssen, 956-8595, bjoern.kjos-hanssen@hawaii.edu,
Monday, November 30 |
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5:30am |
Warrior Fitness Challenge Mānoa Campus, Warrior Recreation Center
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9:30am |
The Complexity Options Game Mānoa Campus, Watanabe 113
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12:30pm |
Taming the Unruly Elephant in the Room: Classroom Management Session 2 Mānoa Campus, Kuykendall 106
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2:00pm |
Nursing Final Oral Mānoa Campus, Webster 205
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5:30pm |
Sustainable 51²è¹Ý Meetup Mānoa Campus, Sustainability Courtyard
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5:30pm |
LTEC Department Virtual Tour Mānoa Campus, Online
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