
AMS Sectional Meeting Program by Special Session
Current as of Sunday, October 21, 2007 00:26:11
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2007 Fall Western Section Meeting
Albuquerque, NM, October 1314, 2007 (Saturday  Sunday)
Meeting #1032
Associate secretaries: Michel L Lapidus, AMS lapidus@math.ucr.edu, lapidus@mathserv.ucr.edu
Special Session on Financial Mathematics: The Mathematics of Financial Markets and Structures

Saturday October 13, 2007, 9:00 a.m.10:40 a.m.
Special Session on Financial Mathematics: The Mathematics of Financial Markets and Structures, I
Room 325, Dane Smith Hall Organizers: Cristina Mariani, New Mexico State University mmariani@nmsu.edu
Kenneth Martin, New Mexico State University kjmartin@nmsu.edu

Saturday October 13, 2007, 3:00 p.m.5:40 p.m.
Special Session on Financial Mathematics: The Mathematics of Financial Markets and Structures, II
Room 325, Dane Smith Hall Organizers: Cristina Mariani, New Mexico State University mmariani@nmsu.edu
Kenneth Martin, New Mexico State University kjmartin@nmsu.edu

3:00 p.m.
Asset price dynamics with heterogeneous, limitedinformation agents.
Alec N Kercheval*, Florida State University
Paul M. Beaumont, Florida State University
Andrew J. Culham, Florida Power and Light, Jupiter, FL
(103290126)

4:00 p.m.
On Coarse Data Modeling in Some Economic Problems.
Hung T. Nguyen*, Department of Mathematical Sciences, New Mexico State University
(10326236)

5:00 p.m.
A Model for the Money Supply.
Jerry L. Bona*, University of Illinois at Chicago
Jenny X. Li, The Pennsylvania State University
(103291175)

Sunday October 14, 2007, 9:00 a.m.10:50 a.m.
Special Session on Financial Mathematics: The Mathematics of Financial Markets and Structures, III
Room 325, Dane Smith Hall Organizers: Cristina Mariani, New Mexico State University mmariani@nmsu.edu
Kenneth Martin, New Mexico State University kjmartin@nmsu.edu

9:00 a.m.
Stochastic Volatility models: Leverage effect in continuous time.
Ionut Florescu*, Department of Mathematical Sciences / Stevens Institute of Technology
(10326084)

9:30 a.m.
Consistent longmemory parameter estimation in a LARCH time series model and its connection to the Hurst parameter of the fractional Brownian motion.
Michael Levine*, Department of Statistics, Purdue University
Soledad Torres, Depto de Estadistica, Universidad de Valparaiso
Frederi Viens, Dept of Statistics, Purdue University
(103262106)

10:00 a.m.
Development of numerical methods and simulations to forecast and optimize New Mexico red chile harvest.
Delia Julieta Valles Rosales*, New Mexico State University
Christopher Erickson, New Mexico State University
James Libbin, New Mexico State University
Mariani C Mariani, New Mexico State University
Maria P. Beccar Varela, New Mexico State University
Donovan Fuqua, New Mexico State University
(10326571)

10:30 a.m.
Analyzing Financial Indices with Machine Learning Techniques.
Inna V. Pivkina*, Department of Computer Science, NMSU
Maria Christina Mariani, Department of Mathematical Sciences, NMSU
(10329045)

Sunday October 14, 2007, 3:00 p.m.4:50 p.m.
Special Session on Financial Mathematics: The Mathematics of Financial Markets and Structures, IV
Room 325, Dane Smith Hall Organizers: Cristina Mariani, New Mexico State University mmariani@nmsu.edu
Kenneth Martin, New Mexico State University kjmartin@nmsu.edu

3:00 p.m.
Perpetual real put options and art market efficiency.
Carlos A. Ulibarri*, New Mexico Tech
Peter C. Anselmo, New Mexico Tech
K. S. Hovespian, New Mexico Tech
(10329174)

3:30 p.m.
DistributionValued Weak Solutions to a Parabolic Differential Equation that Arises in Financial Mathematics.
Michael S Eydenberg*, New Mexico State University
Maria C. Mariani, New Mexico State University
(10323570)

4:00 p.m.
Normalized Truncated Levy Models and Detrended Fluctuation Analysis applied to the study of the behavior of financial and agricultural indices and farm portfolios.
Vijay Kumar Mani*, New Mexico State University
Maria Pia Beccar Varela, New Mexico State University
James D. Libbin, New Mexico State University
Maria Christina Mariani, New Mexico State University
Christopher A. Erickson, New Mexico State University
Delia J. VallesRosales, New Mexico State University
(10326055)

4:30 p.m.
Estimating the Risk Versus Return Trade Off.
Rod A Freed*, University of California Irvine
(10326016)
Inquiries: meet@ams.org

