[Coloquio ICF] Peinke y Schaefer 2013-02-27 y 28=

[Luis Mochan <mochan@xxxxxxxxxxx>]

Estimados Colegas, 

Es un gusto invitarles al Coloquio Ordinario y al Coloquio
Extraordinario que se llevarÃn a cabo el prÃximo miÃrcoles y jueves
a las 17:30 horas en el Instituto de Ciencias FÃsicas.

El Coloquio Ordinario estarà a cargo del

    Dr. Joachim Peinke

de la Carl-von-Ossietzky UniversitÃt de Oldenburg y presidente de la
Academia Europea de EnergÃa EÃlica, quien impartirà la charla 

    Turbulence driving wind energy 

el dÃa

        miÃrcoles 27 de febrero a las 17:30 horas.

Resumen:

     The main focus of the talk will be on the impact of turbulent wind
     conditions on the conversion of wind energy. It will shown that the
     multifractal features of turbulence improve the actual wind
     classification. Based on extreme value statistics and intermittency
     new quantities to characterize short term wind gusts will be
     proposed. The impact of such turbulent gusts on loads and the dynamics
     of the  power production will be shown. Finally based on modern
     stochastic time series analysis a method to estimate a new power curve
     of a wind turbine will be explained. 

	     Besides these scientific aspects an outlook on the promising
     developments of wind energy and challenges of offshore wind energy to
     become one major source for our electricity demand will be given. 

El Coloquio Extraordinario estarà a cargo del

    Dr. Rudi SchÃfer

de la UniversitÃt Duisburg en Essen, quien impartirà la charla 

    Econophysics: Quantitative Studies of Financial Markets

el dÃa

        jueves 28 de febrero a las 17:30 horas.

Resumen:
       In recent years the financial market has dominated the daily
       news like never before. Especially after the default of Lehman
       Brothers and the bail-out of AIG, questions about the stability
       of the financial system have found their way into general
       public interest.  

       Here I want to give a short introduction to the still quite
       young and  interdisciplinary field of econophysics. Our goal is
       to use methods of statistical physics to create a better
       fundamental understanding of the financial market as a complex
       system. 

       My main focus will be on the non-stationarity of
       correlations. We are able to identify different states of the
       market and study their time evolution.  In particular in times
       of crises we observe a characteristic behavior. To better
       understand the "dynamics" of correlations and to incorporate
       this knowledge into models will be an essential part of future
       research in this field. 

       In the second part of my talk, I will focus on credit risk
       modeling. The recent financial crisis has demonstrated that
       there are serious short-comings both in qualitative
       understanding, and in quantitative modeling of credit risk.  


Esperando su entusiasta participaciÃn, quedo de Uds.

Atentamente,

Luis MochÃn

pd. 1. Al final del Coloquio habrà bocadillos, refrescos y vino de honor.
    2. Nuestra direcciÃn, telÃfonos y un mapa pueden consultarse en
                http://em.fis.unam.mx/ICF/DondeEstamos
    3. El programa de nuestro Coloquio y otras actividades acadÃmicas
       de nuestro Instituto pueden consultarse en nuestra pÃgina
                http://www.fis.unam.mx/