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/
Title: Taxicabs and Sums of Two Cubes: An Excursion in Mathematics
Speaker: Joseph H. Silverman (Brown University)
Some numbers, such as
9 = 1^3 + 2^3 and 370 =3^3 + 7^3,
can be written as a sum of two cubes. Are there any numbers that can be written like this in two (or more) different ways? This elementary question will lead us into a beautiful area of mathematics where number theory, geometry, algebra, and calculus interact in surprising ways. The talk will be accessible to undergraduates at all levels.