I uploaded a presentation for tomorrow

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Since we'll spend some time talking about Doyne Farmer and some of his work, I've put together and uploaded a small bibliography on Nonlinear Dynamics and Chaos I've collected over the years. Most of these are from the early 90's, some are good, others not so good , but they do provide context for work going on at the Sante Fe Institute and some of the applications made to Finance. Chaos, by James Gleick (1987) was my first introduction to these folks (including Doyne Farmer) and the area of nonlinear dynamics. It's written for a popular audience and is nontechnical. The book predates the ventures of Doyne Farmer, and his collaborators, into Finance.

There's a new article on Wilmott called "The Dynamics of Financial Markets--Mandelbrot's Multifractal Cascades, and Beyond". If there's interest in this relative to the material we've already planned to cover I'd be happy to present it to the group. Let me know.

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http://www.mackichan.com/index.html?products/sv.html
Free Download of the Viewer. Able to view Mullhaupt decks once this is installed.

I uploaded the paper "The Dynamics of Financial Markets--Mandelbrot's Multifractal Cascades, and Beyond".

I uploaded a presentation for tomorrow. We'll see how far we get Monday. I have a couple more to add before the meeting tomorrow.

How did it go? Were you done last week? IF he wants to kee going, that is fine, other otherwise Chris will keep going with the stuff we were talking about 2 weeks ago.

I meant to say, if you (Rick) want to keep going..

Sorry, was out of town over the long weekend (thurs-sun). I won't be able to continue tonight. I will be glad to pick up the Farmer paper discussion next week. Did Jason want to present something on the paper he posted??

I would prefer to present on July 20 if that works with everyone.

Just a reminder: this week we will meet on Tuesday (14th).

Also, I can't meet on Monday next week either. So, if ok with everybody I would prefer to meet on the 21st. If not that is ok of course.

So, Jason, r u ok presenting on Tuesday?

uploaded a file called 'fund_of_flows...'. Looks interesting. Haven't really looked too deeply, though. Also uploaded slides.

Reminder: the seminar meets tomorrow (MONDAY) this week. Jason is presenting.

uploaded 'empirical.pdf' (good review):

Empirical properties of asset returns: stylized facts and statistical issues
Rama Cont
Quantitative Finance, v1, 223-236 (2001)

also available: http://www.proba.jussieu.fr/pageperso/ramacont/papers/empirical.pdf

Hi, when is the next meeting? I am back in Mpls

Hi Sandra. The next meeting is on Monday at 5:30.

Sadly, we do not have a speaker for tomorrow. I did not know whether Rick was going to finish his stuff. Sent him an email but got nothing back. So, unless we hear from him soon we will be cancelling tomorrows meeting.

My apologies to the group. I missed Carlos' note until checking the wiki this morning. I will be unable to present this evening, but I will be glad to continue my presentation next Monday (8/10).

Ok, no problem at all Rick.
Let us cancel tonights meeting. We will meet next Monday Aug 10th.

ok, uploaded the deck for Monday's talk. I have a couple more slides to add at the end. I wanted to give you something to review before Monday afternoon. I'll upload a final deck in the afternoon.

a new version of today's deck has been uploaded