Graduate Fellows
Although the Santa Fe Institute does not grant degrees, occasionally it is possible for a graduate student to arrange to conduct research at SFI under the tutelage of a scientist in residence. Typically, though not necessarily, this is thesis research, conducted after all course work required by the home institution has been completed.
Austin Gerig, University of Illinois, Urbana-Champaign, Working with Doyne Farmer on Dynamics of Financial Markets
I am currently studying several interesting features of the financial markets: fat-tail distributed returns, clustered volatility, and the emergence of market efficiency given the long-memory of buy vs. sell orders. I am continuing previous work by others at SFI on a modified zero-intelligence model that, hopefully, will provide insight into what is causing each of the above properties.