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/

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

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

Achilles Beros will
speak on “Algorithmic learning and the arithmetic hierarchy”

Summary:

I will present a theorem from my thesis that establishes the arithmetic
complexity of a well-known learning criterion. Two other papers have
been published since then that continue the line of research. I will
discuss the newer papers as well as broader connections between
recursion theory and learning theory.

Keller Hall 303

This week the Sporadic Logic Seminar will be Mushfeq Khan speaking on
“Turing degrees and Muchnik degrees of recursively
bounded DNR functions”.

Summary:

This talk is based on a forthcoming paper by Steve Simpson. It contains
some results that shed light on a part of the Muchnik lattice that remains
poorly understood: the various degrees of recursively bounded DNR functions
obtained by varying the recursive bound.

Keller 303

I will give a tutorial talk, how to use LEAN and Coq/MathCopm.SSReflect, which are famous proof assistant systems.

Keller 303