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scis0000001 markets [50 articles]

最近 scis0000001 さんのライブラリに追加された論文の中から タグ markets. You can also see everyone's markets.
  • Stock market speculation: Spontaneous symmetry breaking of economic valuation
    Physica A Statistical Mechanics and its Applications, Vol. 284 (September 2000), pp. 355-375.
    by D Sornette
    posted to markets symmetry-breaking by scis0000001 on 2007-04-12 12:10:49 as **
  • Self-similar approach to market analysis
    European Physical Journal B, Vol. 20 (2001), pp. 609-617.
    by VI Yukalov
    posted to fractal-evolution markets self-similar-evolution self-similarity self-similarity-analysis by scis0000001 on 2007-04-12 11:36:11 as **
  • Statistical Properties of Statistical Ensembles of Stock Returns
    ArXiv Condensed Matter e-prints (September 1999)
    by F Lillo, RN Mantegna
    posted to ensemble markets statistics by scis0000001 on 2007-04-12 11:30:13 as **
  • Compact Securities Markets for Pareto Optimal Reallocation of Risk
    pp. 481-488.
    by David M Pennock, Michael P Wellman
    posted to markets risk by scis0000001 on 2007-04-12 01:26:53 as **
  • Topology and Behaviour of Agents: Capital Markets
    ArXiv Condensed Matter e-prints (December 2005)
    by O Hudak
    posted to behavior markets by scis0000001 on 2007-04-11 16:06:35 as ** along with 1 person Scis0000002
  • Large Stock Market Price Drawdowns Are Outliers
    ArXiv Condensed Matter e-prints (October 2000)
    by A Johansen, D Sornette
    posted to markets scaling by scis0000001 on 2007-04-11 14:25:55 as **
  • Geometry of Financial Markets -- Towards Information Theory Model of Markets
    ArXiv Physics e-prints (July 2006)
    by EW Piotrowski, J Sladkowski
    posted to fractafold geometry information-geometry information-theory markets topological-space by scis0000001 on 2007-04-11 10:31:11 as **
  • Endogenous versus Exogenous Crashes in Financial Markets
    ArXiv Condensed Matter e-prints (October 2002)
    by A Johansen, D Sornette
    posted to crisis endogenous exogenous markets by scis0000001 on 2007-04-11 09:48:22 as **
  • Patterns of influence in a recommendation network
    (2005)
    by J Leskovec, A Singh, J Kleinberg
    posted to collaboration collaborative-filtering influence markets power prediction-market recommendation trading by scis0000001 on 2007-04-09 16:41:53 as ** along with 8 people trunov pdlug ianturton merazzle tdrycker OriginalLurch deysandeep ganden
  • Racetrack Betting and Consensus of Subjective Probabilities
    by Lawrence D Brown, Yi Lin
    posted to betting markets opinion prediction by scis0000001 on 2007-04-09 14:33:44 as **
  • Betting Boolean-Style: A Framework for Trading in Securities Based on Logical Formulas
    by Lance Fortnow, Joe Kilian, David M Pennock, Michael P Wellman
    posted to logics markets by scis0000001 on 2007-04-09 14:21:49 as **
  • NP Markets, or How To Get Everyone Else to Solve Your Intractable Problems
    by David M Pennock
    posted to collaboration collaborative-problem-solving crowdsourcing distributed e-science efficiency iff markets metascience mkm optimality prediction-market problem-solving semweb by scis0000001 on 2007-04-09 14:20:34 as **
  • Theoretical Investigation of Prediction
    by Markets W Aggregate
    posted to aggregation collective information markets prediction prediction-market by scis0000001 on 2007-04-09 13:45:00 as **
  • Collaborative Filtering in Dynamic Streaming Environments
    by Olfa N Jeff
    posted to collaborative-filtering markets streams trading by scis0000001 on 2007-04-07 15:11:05 as **
  • A Dynamic Analysis of Speculation Across Two Markets
    by Carl Chiarella, Roberto Dieci
    posted to markets by scis0000001 on 2007-04-06 14:20:35 as **
  • Intra-Day Market Activity
    by Christian Gouriroux, Joanna Jasiak, Gaëlle Le Fol
    posted to dynamics markets ntraday by scis0000001 on 2007-04-06 02:21:15 as **
  • Order book dynamics and price impact
    : Practical Fruits of Econophysics (2006), pp. 88-92.
    by Philipp Weber, Bernd Rosenow
    posted to dynamics markets order-book by scis0000001 on 2007-04-05 14:12:40 as **
  • Complex Behavior of Stock Markets: Processes of Synchronization and Desynchronization during Crises
    ArXiv Condensed Matter e-prints (March 2004)
    by T Araújo, Lou\c F Cã
    posted to behavior concurrency desynchronization markets synchronization by scis0000001 on 2007-04-05 02:24:38 as **
  • Periodicity and scaling of eigenmodes in an emerging market
    ArXiv Condensed Matter e-prints (April 2004)
    by D Wilcox, T Gebbie
    posted to eigenmodes markets periodicity scaling by scis0000001 on 2007-04-05 02:15:43 as **
  • Reconstructing an economic space from a market metric
    (6 Nov 2002)
    by Vilela R Mendes, Tanya Araújo, Francisco Louçã
    posted to economic-space markets metric reconstructing topological-space by scis0000001 on 2007-04-04 14:39:03 as ** along with 1 person bigbossman
  • Competition in a stock market with small firms
    Journal of Economics, Vol. 48, No. 3. (1988), pp. 243-261.
    by Hans Haller
    posted to markets metric-space semantics topological-space by scis0000001 on 2007-04-04 13:43:40 as **
  • An Outlook on Correlations in Stock Prices
    ArXiv Physics e-prints (May 2006)
    by A Chakraborti
    posted to markets by scis0000001 on 2007-04-04 02:35:07 as **
  • Asset Trees and Asset Graphs in Financial Markets
    Physica Scripta Volume T, Vol. 106 (2003), 48.
    by JP Onnela, A Chakraborti, K Kaski, J Kertész, A Kanto
    posted to asset-graph asset-lattice asset-network asset-space asset-tree behavior-space chu-space distance distributed domain-theory dynamical-system dynamics economics enriched-category-theory event-space evolution finance games hierarchy hypernetwork iff information-theory interactivity investment-strategy-space investment-theory lattice market-space markets minimum-spanning-tree modularity mst multifractality network partition phase-space process-space program-space scale-space semantics semweb space-of-investment-strategies space-of-probability-distributions state-space topological-space tree ultrametric by scis0000001 on 2007-04-02 01:33:38 as ** along with 1 person Scis0000002
  • On statistical properties of traded volume in financial markets
    European Physical Journal B, Vol. 50 (March 2006), pp. 165-168.
    by J de Souza, LG Moyano, Duarte SM Queirós
    posted to markets volume by scis0000001 on 2007-04-02 01:22:41 as **
  • Boltzmann Distribution and Temperature of Stock Markets
    (23 Sep 2006)
    by H Kleinert, XJ Chen
    posted to econophysics markets temperature by scis0000001 on 2007-04-02 01:05:22 as ** along with 1 person proportional
  • Dynamics of a financial market index after a crash
    ArXiv Condensed Matter e-prints (September 2002)
    by F Lillo, RN Mantegna
    posted to crash dynamics markets by scis0000001 on 2007-04-02 00:53:03 as **
  • Self-organized critical topology of stock markets
    ArXiv Condensed Matter e-prints (September 2000)
    by N Vandewalle, F Brisbois, X Tordoir
    posted to markets soc topology ultrametric by scis0000001 on 2007-04-02 00:12:14 as **
  • Multifractal returns and Hierarchical Portfolio Theory
    ArXiv Condensed Matter e-prints (August 2000)
    by Muzy, D Sornette, J Delour, A Arneodo
    posted to hierarchy markets multifractality portfolio-theory by scis0000001 on 2007-04-01 16:22:00 as **
  • Taxonomy of stock market indices
    Phys. Rev. E, Vol. 62 (December 2000), 7615.
    by G Bonanno, N Vandewalle, RN Mantegna
    posted to indexing markets taxonomy by scis0000001 on 2007-04-01 16:07:07 as **
  • Dynamics of market correlations: Taxonomy and portfolio analysis
    Phys. Rev. E, Vol. 68, No. 5. (November 2003), 056110.
    by JP Onnela, A Chakraborti, K Kaski, J Kertész, A Kanto
    posted to behavior concurrency domain-theory dynamics markets semantics taxonomy topological-space ultrametric-space by scis0000001 on 2007-04-01 15:42:05 as **
  • Why Stock Markets Crash: Critical Events in Complex Financial Systems
    (2003)
    by Didier Sornette
    posted to markets by scis0000001 on 2007-03-31 02:44:55 as ** along with 1 person and 1 group f_goltz assetpricing
  • Feedback complexity, bounded rationality, and market dynamics
    (15 July 1996)
    by Christian Kampmann, John D Sterman
    posted to feedback markets by scis0000001 on 2007-03-31 02:09:03 as ** along with 1 person and 1 group livingthingdan livingthing
  • Recurrence Plot and Recurrence Quantification Analysis Techniques for Detecting a Critical Regime. Examples from Financial Market Indices
    (31 Dec 2004)
    by A Fabretti, M Ausloos
    posted to criticality markets reconstruction recurrence by scis0000001 on 2007-03-30 13:33:18 as ** along with 1 person Scis0000002
  • Multifractality in the stock market: price increments versus waiting times
    Physica A Statistical Mechanics and its Applications, Vol. 347 (March 2005), pp. 626-638.
    by Oswi\c P Ecimka, J Kwapien, Dro\
    posted to markets multifractality by scis0000001 on 2007-03-30 10:34:28 as **
  • Competition phase space: theory and practice
    : Practical Fruits of Econophysics (2006), pp. 371-375.
    by Dmitri Berg, Valerian Popkov
    posted to competition markets phase-space by scis0000001 on 2007-03-30 09:46:41 as **
  • From Market Games to Real-World Markets
    by P Jefferies, M Hart, PM Hui, NF Johnson
    posted to games markets by scis0000001 on 2007-03-30 01:29:36 as **
  • Stock mechanics: unification with economy
    (2 Mar 2006)
    by Caglar Tuncay
    posted to markets by scis0000001 on 2007-03-24 13:51:07 as ** along with 1 person Scis0000002
  • Decentralized information processing in the theory of organizations
    (1998)
    by T Van Zandt
    edited by M Sertel
    posted to distributed enterprise hypernetwork iff information markets multisource-algorithmic-information-theory organization-theory principal-agent-theory processing by scis0000001 on 2007-03-21 13:50:10 as **
  • Real-time decentralized information processing and returns to scale
    (1997)
    by T Van Zandt, R Radner
    posted to decentralized distributed enterprise information markets processing real-time by scis0000001 on 2007-03-21 13:37:16 as **
  • Networks of equities in financial markets
    (16 Jan 2004)
    by G Bonanno, G Caldarelli, F Lillo, S Micciche`, N Vandewalle, RN Mantegna
    posted to markets network network-theory by scis0000001 on 2007-03-21 00:34:37 as **
  • Identifying Business Sectors from Stock Price Fluctuations
    (8 Nov 2000)
    by Parameswaran Gopikrishnan, Bernd Rosenow, Vasiliki Plerou, Eugene H Stanley
    posted to fluctuation markets by scis0000001 on 2007-03-20 23:36:29 as **
  • A quantitative model of trading and price formation in financial markets
    (10 Dec 2002)
    by Marcus G Daniels, Doyne J Farmer, Laszlo Gillemot, Giulia Iori, Eric Smith
    posted to finance formation markets pricing trading by scis0000001 on 2007-03-20 14:12:23 as **
  • Stock Returns Distributions: The Emergent Behaviour of a Multi-Agent Artificial Stock Market
    by Mcgregor J Collie
    posted to markets simulation by scis0000001 on 2007-03-20 14:02:21 as **
  • Scaling in stock market data: stable laws and beyond
    (1997)
    by R Cont, M Potters, J Bouchaud
    posted to markets scaling by scis0000001 on 2007-03-20 13:58:30 as **
  • Scaling, self-similarity and multifractality in FX markets
    Physica A Statistical Mechanics and its Applications, Vol. 323 (May 2003), pp. 578-590.
    by Z Xu, Gen\c R Cay
    posted to markets multifractality scaling self-similarity by scis0000001 on 2007-03-20 13:44:16 as **
  • Hierarchical Structure in Financial Markets
    (24 Feb 1998)
    by Rosario N Mantegna
    posted to distance finance hirarchy markets similarity similarity-matrix by scis0000001 on 2007-03-20 09:17:03 as ** along with 2 people kklo Scis0000002
  • Multi-agent simulation of financial markets
    (2003)
    by O Streltchenko, T Finin, Y Yesha
    edited by SO Kimbrough, DJ Wu
    posted to finance markets mas simulation by scis0000001 on 2007-03-19 14:20:19 as ** along with 1 person exitbrooklyn
  • Using Multi-Agent Simulation to Understand Trading Dynamics of a Derivatives Market
    by Alan J King, Olga Streltchenko, Yelena Yesha
    posted to derivative dynamics markets mas trading by scis0000001 on 2007-03-19 14:17:05 as **
  • Financial Markets as Adaptive Ecosystems
    by Rama Cont, Marc Potters, Jean P Bouchaud
    posted to adaptivity al dynamics markets mas by scis0000001 on 2007-03-19 14:10:44 as **
  • Pricing and Hedging in Incomplete Markets
    (2001)
    by P Carr, H Geman, D Madan
    posted to hedging incompleteness markets positioning pricing by scis0000001 on 2007-03-17 10:10:51 as **
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