Ergodicity Economics

From Santa Fe Institute Events Wiki

Complex Systems Winter School 2015

Peters cv:


Lecture videos:

Time, for a change (Gresham College) (2012)

Time and chance (TEDx Goodenough College) (2011)

O. Peters
Ergodicity, Time, and Chance (SFI seminar) (2010)

Non-technical pieces

The Irreversibility of Time (2012)

M. Mauboussin
Shaking the foundation. (2012)

O. Peters
On time and risk. (2009)

Technical papers:

O. Peters and A. Adamou
Rational insurance with linear utility and perfect information.
arXiv:1507.04655 (2015).

O. Peters and A. Adamou
The evolutionary advantage of cooperation.
arXiv:1506.03414 (2015).

O. Peters and M. Gell-Mann
Evaluating gambles using dynamics.
arXiv:140585 (2014).

O. Peters and A. Adamou
Stochastic Market Efficiency.
arXiv:1101.4548 (2011).

O. Peters and W. Klein
Ergodicity breaking in geometric Brownian motion.
arXiv:1209.4517 . (2012)

O. Peters
The time resolution of the St Petersburg paradox.
arXiv:1011.4404v2 (2011)

O. Peters
Optimal leverage from non-ergodicity.
arXiv:0902.2965v2 (2011)