Nov

30

Mon

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, UH Manoa, January 4-8, 2016.

**Event Sponsor**

Mathematics, Manoa Campus

**More Information**

Bjørn Kjos-Hanssen, 9568595, bjoern.kjos-hanssen@hawaii.edu, http://math.hawaii.edu/wordpress/bjoern/software/web/complexity-option-game/

Feb

23

Tue

Jason Castiglione (ICS, UH-Manoa) will explain the Berlekamp-Massey algorithm for decoding pseudorandom output from a linear feedback state register.

Mar

15

Tue

Speaker: Kostas Beros (U. North Texas)

Title: Normal numbers and a completeness result in the difference hierarchy

Abstract: In this talk I consider a natural set of real numbers, arising in ergodic theory, and show that it is Wadge-complete for the class of differences of $F_{\sigma\delta}$ sets. I will recall basic definitions and motivate my result with a discussion of related theorems from the past twenty years.

Logic seminar

Keller Hall 401

## University of Hawaiʻi at Mānoa 2017