Blog
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Evaluating gambles using dynamics
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Ole Peters’ and Murray Gell-Mann’s manuscript is now available as SFI working paper 14-05-013 and on the arXiv at http://arxiv.org/abs/1405.0585 The paper presents the foundations of a possible new
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Mark Buchanan at LML
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LML is delighted to welcome Writer-in-Residence Mark Buchanan, who will be here for the month of May. Mark is a physicist, formerly an editor at Nature magazine.
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Scientific Work Experience
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From 15-16th January LML welcomed Rika Yoshitani and Yudai Yoshida from the Japanese School in London for a scientific work experience. On the first day the students were introduced to time series
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Bill Klein appointed External Fellow
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LML is pleased to announce that Bill Klein has been appointed External Fellow. Bill is a Professor of Physics at Boston University. He will be visiting LML and use his Fellowship to introduce BU students
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Tiago Pereira appointed External Fellow
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LML is pleased to announce that Tiago Pereira has been appointed External Fellow. Tiago is a Marie-Curie Fellow in the Department of Mathematics at Imperial College London.
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Time For A Solution – A Celebration of the Resolution of the St Petersburg Paradox
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Monday 9 September 2013 was an important milestone in the history of financial mathematics: the 300th anniversary of the formulation of the St Petersburg Paradox by Nicolas Bernoulli.
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Yuzuru Sato appointed External Fellow
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LML is pleased to announce that Yuzuru Sato has been appointed External Fellow. Yuzuru is an Associate Professor in the Department of Mathematics at Hokkiado University and will spend one day a week at LML
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“Why we underestimate risk by omitting time as a factor” by Mark Buchanan
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Writing for Bloomberg, Mark Buchanan explains the conceptual difference between classical behavioral utility theory and Ole Peters’ work on risk that emphasizes the non-ergodic nature of models of wealth dynamics.
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Bill Miller appointed trustee
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Bill Miller, Chairman of LMM, LLC and Investment Management Company, and Chairman Emeritus of the Santa Fe Institute, joins LML’s board of trustees. We congratulate Bill and thank him for accepting his nomination.
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Ole Peters appointed External Professor at Santa Fe Institute
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Today Ole joined SFI’s external faculty. In return we hope to welcome many SFI researchers in London over the coming years.