martedì 26 ottobre 2010

In memoria di Mandelbrot.

Da Edge. The Third Culture una serie di articoli dedicati alla memoria di Benoit Mandelbrot:

To remember and to honor Benoit Mandelbrot, Edge is pleased to present several pieces:
"A Theory of Roughness: A Talk with Benoit Mandelbrot", an Edge feature which previously ran on December 20, 2004
Photograph: Budapest, 2003. "Benoit's Dangerous Life": A report on the photograph by George Dyson
"The Father of Long Tails", a 2008 interview conducted in Paris by the Swiss art curator and Edge collaborator Hans Ulrich Obrist, currently the Curator of the Serpentine Gallery in London.
Photograph: With John Brockman, Cambridge, Massachusetts, December 29, 2010
BENOIT MANDELBROT, who died on October 14th, was Sterling Professor of Mathematical Sciences at Yale University and IBM Fellow Emeritus (Physics) at the IBM T.J. Watson Research Center. His books include The Fractal Geometry of Nature; Fractals and Scaling in Finance; and (with Richard L. Hudson) The (mis)Behavior of Markets.

Anche Willmott  ha una pagina dedicata a Mandelbrot, dove è possibile scaricare alcuni articoli che discutono alcune conseguenze delle sue idee in finanza. The Rough Guide, scritto per celebrare l'ottantesimo compleanno di Mandelbrot, è una leggibilissima introduzione alla vita e al contributo di Mandelbrot. Per chi non ha paura della matematica raccomando caldamente l'articolo di Bouchaud e collaboratori: The Dynamics of Financial Markets: Mandelbrot's Multifractal Cascades, and Beyond - Lisa Borland, Jean-Philippe Bouchaud, Jean-François Muzy, Gilles Zumbach .

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