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.
Speaker: Gideon Zamba (U. Iowa)
Title: Data-Driven Sciences: Another Way to Bring Math to the World and the World to Math
Abstract: Applied mathematics is a field of constant adaptability to the world’s contingencies. Such adaptability requires a solid training and understanding of theoretical and pure mathematical thinking—as the activity of applied thinking is vitally connected with research in pure mathematics. One such applied mathematical field is the field of statistics. As the world continues to rely more on data for decision making, statistics and associated data-driven fields have gained increased recognition. The purpose of this talk is to educate the audience about the field of statistics, about statistical involvements, and further provide examples of settings where statistical theory finds an application and where real world application calls for a new statistical development. The presentation further elaborates on Biostatistics and provides some general advice about mathematical and computational skills needed for a successful graduate degree in Biostatistics or Statistics.
The presentation is semi-technical.
TITLE: On Diophantine equations
ABSTRACT:
A Diophantine equation is an equation of the form F(X_1, X_2, … , X_m) = c (with a fixed c in Z) for which we look for the solutions (x_1, x_2, … , x_m) in Z^m verifying F(x_1, x_2, … , x_m) = c. The most famous result is probably the solution of Fermat’s last theorem X^n + Y^n = Z^n found by Andrew Wiles using so-called elliptic curves. A small survey of a few results will be given and the notion of elliptic curve will be introduced. The lecture is accessible to anyone, most particularly to undergraduates.