CAMEF (2007-8) ::
Budapest workshop - programme
Last modification : 2008/02/01 15:38
Home
/
Recent Changes
Edit (
Help
) /
History
Everybody is welcome to attend these lectures. However, it is requested that you notify the organizers in advance. Staff and students of Corvinus University of Budapest - especially those of the Department of Mathematics - are particularly welcome. The password for editing this page is the same as before. Also it is available from Gyula Magyarkuti. Our programme is now final and no further changes are acceptable. --- --- !!! The conference plan !! Tuesday, 29/01 Main building, Room 2001 ! 14:00 - 14:15 Opening Address Dr. Tamás Mészáros, Rector of Corvinus University of Budapest ! 14:15 - 15:15 Implementation theory in the context of voting József Mala, Corvinus University of Budapest ! 15:15 - 15:30 Coffee Break ! 15:30 - 16:00 Some comments on the aggregation of rankings Chris Swanepoel, Univesity of South Africa ! 16:00 - 16:30 Anonymous and neutral social choice functions Dezső Bednay, Corvinus University of Budapest ! Social Program: Visiting the Budapest Palace of Arts --- !! Wednesday, 30/01 Sóház, Auditorium I. ! 9:00 - 10:00 Transition with Heterogeneous Labor András Simonovits, Hungarian Academy of Sciences ! 10:00 - 10:30 Introduction to mechanism design Imre Csekő, Corvinus University of Budapest ! 10:30 - 10:45 Coffee Break ! 10:45 - 11:15 On linear difference systems Gyula Magyarkúti, Corvinus University of Budapest ! 11:15 - 12:15 Seasonality filtering of spot electricity prices using GEV distributions Zita Marossy, Corvinus University of Budapest ! 12:15 -14:00 Lunch Break ! 14:00 - 15:00 Tutorial on Computable Analysis Vasco Brattka, University of Cape Town ! 15:00 - 15:15 Coffee Break ! 15:15 - 16:15 A Cantor-type construction of a Salem set Paul Potgieter, University of South Africa ! 16:15 - 16:45 The Corvinus network: new plans and developments (followed by discussion) János Mogyorósi, Head of Computer Services, Corvinus University of Budapest ! Social Program: Conference dinner at the Hungarian Academy of Sciences --- !! Thursday, 31/01 Sóház, Auditorium I. ! 9:00 - 10:00 Some computable counter-examples for the Brouwer fixed-point theorem Petrus Potgieter, University of South Africa ! 10:00 - 11:00 A computational approach to districting Attila Tasnádi, Corvinus University of Budapest !11:00 - 11:15 Coffee Break ! 11:15 - 12:15 Zeroes of complex oscillations: recent developments and open problems Willem Fouché, University of South Africa ! 12:15 - 12:45 Tail dependence of financial returns: empirical investigation and a behavioral model Zsolt Tulassay, Corvinus University of Budapest ! 12:45 - 14:00 Lunch Break ! 14:00 - 14:30 The stable GARCH model: does it work? Zoltán Palágyi, Corvinus University of Budapest ! 14:30 - 15:30 No-arbitrage theorems in continuous time Peter Medvegyev, Corvinus University of Budapest ! 15:30 - 15:45 Coffee Break ! 15:45 - 16:15 Title to be announced Claudia Rosta, Corvinus University of Budapest ! 16:15 - 16:45 The Central Library of Corvinus: new plans and developments (followed by discussion) Zsuzsanna Nagy, Central Library, Corvinus University of Budapest ! Social Program: Visiting the Budapest Opera --- !! Friday, 01/02 Sóház, Auditorium I. ! 9:00 - 10:00 Purely measurable complete universal type space Miklós Pintér, Corvinus University of Budapest ! 10:00 -10:30 Coffee Break ! 10:35 - 12:10 Generalizations of correlated equilibria Ferenc Forgó, Corvinus University of Budapest ! 12:15 - 12:45 Optimal cash management with dynamic programming Daniel Havran, Corvinus University of Budapest !12:45 - 14:00 Lunch Break ! Social Program: Wine tasting: wines of the Szekszárd region (Nádasdi Estate wines) --- --- !!! Talk abstracts Participants should post their talk titles and abstracts here. Use the wiki syntax as in the example. The name of the speaker and the title of the talk are final when entered here. Feel free to come back and edit your abstract. Please put the presenter's name first in the case of contributions with more than one author and keep alphabetical order by the surname of the presenter. --- ! Bednay, Dezső: Anonymous and neutral social choice functions Existence of anonymous and neutral social choice and social order functions, and connection with Arrow's theorem. Length: 30 minutes. --- ! Brattka, Vasco: We present a tutorial on the representation based approach to computable analysis. Some basic concepts and representations of real numbers were discussed in the first part of the tutorial in Pretoria. We will try to make the second part as self-contained as possible. It will mainly cover: computability concepts for subsets, computability in metric spaces and functional analysis and, if time permits, some aspects of the theory of admissible representations of topological spaces. The tutorial is based on the following book chapter: Vasco Brattka, Peter Hertling, and Klaus Weihrauch. A tutorial on computable analysis. In S. Barry Cooper, et al (eds.), New Computational Paradigms: Changing Conceptions of What is Computable, pages 425-491. Springer, New York, 2008. http://dx.doi.org/10.1007/978-0-387-68546-5_18 Length: 60 minutes. --- ! Csekő, Imre: Introduction to mechanism design A short and very incomplete survey will be given based on the results of the 2007 year Nobel Laureates in Economics (Leonid Hurwitz, Eric Maskin and Roger Myerson). Lenght: 30 or 60 minutes. --- ! Forgó, Ferenc: Generalizations of correlated equilibria A new generalization of correlated equilibria for bimatrix games is introduced by modifying the protocols supporting Aumann’s and Moulin-Vial’s scenarios. The new generalization is shown to produce Pareto-better outcomes than the orininal correlated equilibrium and its known generalizations. Interrelationships among different generalizations are discussed together with computational considerations. The idea is also applied to games in extensive form with perfect information. Length: 60 minutes. --- ! Fouché, Willem: Zeroes of complex oscillations: recents developments and open problems. Length: 60 minutes. --- ! Kánnai, Zoltán: Length: 30 or 60 minutes. --- ! Mala, József: Implementation theory in the context of voting A brief introduction into voting games with complete information and the proof of Maskin's theorem. Length: 60 minutes. --- ! Magyarkúti, Gyula: On linear difference systems Following Richter & Wong (2005 http://www.springerlink.com/content/dweedy4xgabq4446) the necessary and sufficient condition of the solution of a linear difference system, and the relationship with the Afriat theorem is due to be discussed. Length: 30 minutes. --- ! Medvegyev, Péter: No-arbitrage theorems in continuous-time. During the lecture I would like to discuss the most noticable problems when one wants to prove the no-arbitrage theorems in continuous time. Length: 30 or 60 minutes. --- ! Palágyi, Zoltán: The Stable GARCH model: does it work? Choosing a distribution for the innovations of GARCH models for stock return series is still an open problem. Stable distributions may be a preferred choice on the basis of their special role in probability theory. We estimated the stable power GARCH model (Mittnik et al. 2000) from high frequency (15, 30 and 60 minute) returns of the stock MOL (Hungarian Oil Company, traded at the Budapest Stock Exchange), and the stock CISCO (traded at NASDAQ). The most intriguing result is that even though we find that Levy power GARCH fits well to the data in the sense that there is no significant autocorrelation left in the residuals and squared residuals of the model, the distribution of residuals does not have the stability under addition property, so it is not stable. We tried to estimate the stable power GARCH model from daily returns of several stock indices, and found similar results. We also found that the stable GARCH model gives significantly higher value at risk results than other reasonable models. These observations question the applicability of stable distributions in GARCH models. Length: 30 minutes. --- ! Pintér, Miklós: Purely measurable complete universal type space The universal type space in a certain category of type spaces is a type space (1) which is in the given category, and (2) into which, every type space in the given category can be mapped in a unique way. A type space is complete, if the type functions in it are onto mappings. The existence of purely measurable universal type was proved by Heifetz and Samet (1998). In this talk we work with the category of type spaces used by the above authors, and show that the universal type space is complete in this purely measurable framework. Length: 60 minutes. --- ! Potgieter, Paul: A Cantor-type construction of a Salem set Jarnik and Besicovitch showed that the set of well approximable numbers has Hausdorff dimension \$2/(2+\alpha)$. Kaufman showed that this set has equal Fourier dimension, and is therefore a Salem set. This is one of the few known examples of a deterministic Salem set, although many random ones have been found. We discuss Bluhm's refinement of Kaufman's proof, using a more accessible Cantor-type argument. Length: 60 minutes. --- ! Potgieter, Petrus H.: Some computable counter-examples for the Brouwer fixed-point theorem The computable counter-examples of Orevkov and Baigger are discussed in detail, as well as the relation to the weak König lemma. Length: 60 minutes. --- ! Simonovits, András: Transition with Heterogeneous Labor The lecture deals with a very important problem of transition: what bundle of privatization policies (s), wage subsidies (tau) and unemployment benefit (b) can help the transition in a model with two types of labor: high and low productivity. The mathematical model consists of a system of two nonlinear differential equations, where the variables are the employment rates of L and H labor and the parameters are the policy variables s, tau and b. The major empirical result is as follows: the introduction of modest wage subsidy strongly increases the L-emplolyment without much decreasing the H-employment. Length: 30 minutes. --- ! Solymosi, Tamás: Monotonicity properties of core allocations in assignment games Assignment games are models of two-sided matching markets with indivisible goods and money. It is well known that the set of competitive equilibrium payoffs in these markets coincides with the (nonempty) core of the related assignment game. Motivated by the inevitable manipulability of equilibrium allocation mechanisms, we investigate monotonicity properties of the related core payoffs. We focus on two efficiently computable core allocations (the `fair' and the nucleolus allocations) and review results on their pairwise and linewise monotonicity. We also give sharp upper bounds for the extent the payoff of a player can increase under unilateral deviation from the true valuation(s). Length: 60 minutes. --- ! Swanepoel, Chris: Some comments on the aggregation of rankings A very short introduction to the reasons for, and some of the problems associated with rank aggregation will be given. Length: 30 minutes. --- ! Tallos, Peter: Generalized gradient systems Gradient systems have been extensively studied for their importance in mechanics and stability theory. For instance, if $V$ is a proper convex function with a strict minimum at $x_0$, then the state $x_0$ turns out to be an asymptotically stable equilibrium of the system. Moreover, if $y$ is an $\omega$-limit point of a trajectory, then $y$ is an equilibrium of the gradient system. In several applications (especially in optimization or economics) we encounter systems in which the potential function $V$ is not necessarily differentiable, but still enjoys convexity. We can think of marginal functions that arise in convex optimization problems. We prove that such systems may amazingly inherit stability and convergence properties of classical gradient systems. Length: 60 minutes. --- ! Tasnádi, Attila: A computational approach to districting In the context of discrete districting problems with geographical constraints, we demonstrate that determining a "fair" districting turns out to be a computationally intractable (NP-complete) problem. This raises doubts as to whether an independent jury can come up with a "fair" redistricting plan. We also show that dropping the geographical constraints yields a computationally simple problem, solvable in polynomial time. The main conclusion from our analysis is thus that geographical constraints cannot be neglected, as it is done in large parts of the literature, without changing the computational complexity of the districting problem. Length: 60 minutes. ---
Password :
Wiki using
TigerWiki 2.21
2026/04/19 19:08 -- 41.185.8.187