Nick Watkins

4 Seguidores

My work confronts complexity science with real world problems and is centred on modelling uncertainty and risk in time series. A particular focus is models for processes that exhibit both heavy-tailed jumps and long ranged temporal memory, thus creating correlated extreme events (“bunched black swans”). My work, presentations and the conferences that I organise all aim to catalyse the two way dialogue between new ideas and paradigms drawn from complexity science, and the existing discipline-specific knowledge of more traditional disciplines and end users.

long range dependence heavy tails mandelbrot long range memory extremes 1/f noise london school of economics black swans ergodicity breaking levy flights volatility bunching imagination memory ranom walks foraging analytics complexity science cognitive diversity open university arfima langevin equations anomalous diffusion kesten process space weather econophysics. black swans complexity

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Nick Watkins

Apresentações

LSE 2012 Extremes, Bursts and Mandelbrot's Eyes ... and Five Ways to Mis-estimate Risk

Venice 2012 Two topics in the history of complexity: Bunched Black Swans and the Mind's Eye

Hyderabad 2010 Distributions of extreme bursts above thresholds in a fractional Levy toy model of natural complexity

AGU 2012 Bayesian analysis of non Gaussian LRD processes

Cyprus 2011 complexity extreme bursts and volatility bunching in solar terrestrial physics

Dresden 2014 A tour of some fractional models and the physics behind them

Cambridge 2014 Complexity, tails and trends

IMA 2013 Bunched Black Swans at the British Antarctic Survey

2014 AGU Balancing fact and formula in complex sytems: the example of 1/f noise

2014 OU Mandelbrot's eyes and 1/f noise

2014 Wroclaw Mandelbrot's Other Model of 1/f Noise

2014 tromso generalised and fractional Langevin equations implications for energy balance models

2015 Dresden Mandelbrot's other route to1 over f

A Random Walk Through Search Research