Message-ID: <32352407.1075857072210.JavaMail.evans@thyme> Date: Mon, 8 May 2000 07:08:00 -0700 (PDT) From: yannis.tzamouranis@enron.com To: vince.kaminski@enron.com Subject: Joe McCauley's papers Mime-Version: 1.0 Content-Type: text/plain; charset=us-ascii Content-Transfer-Encoding: 7bit X-From: Yannis Tzamouranis X-To: Vince J Kaminski X-cc: X-bcc: X-Folder: \Vincent_Kaminski_Jun2001_9\Notes Folders\Uh X-Origin: Kaminski-V X-FileName: vkamins.nsf Vince, as promised, these are a couple of references that I have for Joe McCauley's papers. http://www.unifr.ch/econophysics/comments/nov_99/is_econometrics.html http://www.unifr.ch/econophysics/comments/nov_99/paper_of_the_month_dec.html Whether the specific papers are of interest to what exactly we're doing or not, I cannot say. On the other hand, given UH's drive to create an "Econophysics" specialization within the physics department, I thought we could both help them *and* drive it towards a direction that it could be of use to us. I think that they would very much like to hear what the Industry would like to see from such a specialization. Some of the things that have been discussed as course offerings would be: Basic physics courses (mechanics, nonlinear dynamics, stat. physics,math methods) various finance courses like options, banking, etc. Statistics, Math Methods, and Statistical Physics (that could teach topics like BRownian motion, lognormal distributions, fractals, Levy flights, and statistics of 'large deviations', which are of interest Comp Science (Java, C++, data structures, algorithms) Monte Carlo simulations etc Setting up some sort of exchange, where at minimum we could get summer interns from this program, would also be beneficial to both sides. Even better, a wider collaboration between Enron and the Physics department could be set up. After this message, I will inform Joe McCauley and Larry Pinsky (departmental chair person) of your suggestions on how to proceed. I will send Shirley their contact information to arrange for a visit at the beginning of June. Thanks, Yannis