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/
The 11th International Conference on Computability, Complexity and Randomness is held in Physical Science Building 217, University of Hawaii at Manoa, January 4–8, 2016.
The conference is supported by the National Science Foundation under Grant No. 1545707.
Opening remarks
9:45 Erik Guentner (mathematics department chair)
9:46 Rod Downey (PC chair)
9:48 Bjørn Kjos-Hanssen (organizer)
The dinner is at Lulu’s at 6pm at the intersection of Kapahulu and Kalakaua. Note the change since an earlier version on the Google Form. M.K.’s reservation is for 20 people.
A special volume of Theory of Computing Systems is planned edited by Downey, Hirschfeldt, and Kjos-Hanssen.
Session chairs:
Monday
I Greg Igusa (alternate Rutger Kuyper)
II Mushfeq Khan (alternate Hayato Takahashi)
III Stephanie Blanda (alternate Uri Andrews)
IV Linda Brown Westrick (alternate Jake Pardo)
Tuesday
I Lance Fortnow (alternate Ron Peretz)
II Jeffrey Shallit (alternate Adam Case)
III Bjørn Kjos-Hanssen (alternate Rod Downey)
Wednesday
I Rod Downey (alternate Valentina Harizanov)
II Johanna Franklin (alternate Ruper Hölzl)
Thursday
I Dan Turetsky (alternate Linda Brown Westrick)
II Cristobal Rojas (alternate Wolfgang Merkle)
III Achilles Beros (alternate Joe Miller)
IV Kohtaro Tadaki (alternate Mariya Soskova)
Friday
I Satyadev Nandakumar (alternate Andrew Bridy)
II Benoit Monin (alternate Quinn Culver)
Wifi
Network: UHM
Username: conference@math.hawaii.edu
Password: will be written on the whiteboard