CiteULike: scis0000001's markets [50 articles]

	Stock market speculation: Spontaneous symmetry breaking of economic valuation [My Copy] 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 [My Copy] European Physical Journal B, Vol. 20 (2001), pp. 609-617. by V. I. 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 [My Copy] ArXiv Condensed Matter e-prints (September 1999) by F. Lillo, R. N. 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 [My Copy] 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 [My Copy] 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 [My Copy] 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 [My Copy] ArXiv Physics e-prints (July 2006) by E. W. 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 [My Copy] 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 [My Copy] (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 9 people jsaramak trunov pdlug ianturton merazzle tdrycker kevinemamy deysandeep ganden
	Racetrack Betting and Consensus of Subjective Probabilities [My Copy] 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 [My Copy] 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 [My Copy] 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 [My Copy] 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 [My Copy] 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 [My Copy] by Carl Chiarella, Roberto Dieci posted to markets by scis0000001 on 2007-04-06 14:20:35 as
	Intra-Day Market Activity [My Copy] 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 [My Copy] : 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 [My Copy] 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 along with 1 person Scis0000002
	Periodicity and scaling of eigenmodes in an emerging market [My Copy] 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 [My Copy] (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 [My Copy] 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 [My Copy] 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 [My Copy] Physica Scripta Volume T, Vol. 106 (2003), 48. by J. P. 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 [My Copy] European Physical Journal B, Vol. 50 (March 2006), pp. 165-168. by J. de Souza, L. G. Moyano, Duarte S. M. Queirós posted to markets volume by scis0000001 on 2007-04-02 01:22:41 as
	Boltzmann Distribution and Temperature of Stock Markets [My Copy] (23 Sep 2006) by H. Kleinert, X. J. 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 [My Copy] ArXiv Condensed Matter e-prints (September 2002) by F. Lillo, R. N. Mantegna posted to crash dynamics markets by scis0000001 on 2007-04-02 00:53:03 as
	Self-organized critical topology of stock markets [My Copy] 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
	$My PDF muzy_00_multifractal.pdf$ Multifractal returns and Hierarchical Portfolio Theory [My Copy] 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 [My Copy] Phys. Rev. E, Vol. 62 (December 2000), 7615. by G. Bonanno, N. Vandewalle, R. N. Mantegna posted to indexing markets taxonomy by scis0000001 on 2007-04-01 16:07:07 as
	Dynamics of market correlations: Taxonomy and portfolio analysis [My Copy] Phys. Rev. E, Vol. 68, No. 5. (November 2003), 056110. by J. P. 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 [My Copy] (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 [My Copy] (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 [My Copy] (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 2 people tjpp Scis0000002
	$My PDF ecimka_05_multifractality.pdf$ Multifractality in the stock market: price increments versus waiting times [My Copy] 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 [My Copy] : 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 [My Copy] by P. Jefferies, M. Hart, P. M. Hui, N. F. Johnson posted to games markets by scis0000001 on 2007-03-30 01:29:36 as
	Stock mechanics: unification with economy [My Copy] (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 [My Copy] In Contemporary Economic Development Reviewed, Volume~4: The Enterprise and its Environment (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 along with 3 people rrbarb Scis0000002 p2p01
	Real-time decentralized information processing and returns to scale [My Copy] (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 [My Copy] (16 Jan 2004) by G. Bonanno, G. Caldarelli, F. Lillo, S. Micciche`, N. Vandewalle, R. N. Mantegna posted to markets network network-theory by scis0000001 on 2007-03-21 00:34:37 as
	Identifying Business Sectors from Stock Price Fluctuations [My Copy] (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 [My Copy] (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 [My Copy] 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 [My Copy] (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 [My Copy] 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 [My Copy] (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 [My Copy] In Formal Modeling in Electronic Commerce (2003) by O. Streltchenko, T. Finin, Y. Yesha edited by S. O. Kimbrough, D. J. 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 [My Copy] 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 [My Copy] 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 [My Copy] (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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