Ergodicity Economics
From Santa Fe Institute Events Wiki
Peters cv:
Lecture videos:
Time, for a change (Gresham College)
https://youtu.be/f1vXAHGIpfc (2012)
Time and chance (TEDx Goodenough College)
https://youtu.be/LGqOH3sYmQA (2011)
O. Peters
Ergodicity, Time, and Chance (SFI seminar)
https://youtu.be/27FqkRckpvs (2010)
Non-technical pieces:
Towers-Watson
The Irreversibility of Time.
http://www.towerswatson.com/en-GB/Insights/IC-Types/Survey-Research-Results/2012/10/The-irreversibility-of-time-or-why-you-should-not-listen-to-financial-economists (2012)
M. Mauboussin
Shaking the foundation.
http://www.trendfollowing.com/whitepaper/Mauboussin2.pdf (2012)
O. Peters
On time and risk.
http://www.santafe.edu/media/bulletin_article_pdf/TimeRisk.pdf (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)