skheller's library 53 articles Export

	A Random Walk Down Wall Street, Completely Revised and Updated Edition [My Copy] (01 April 2003) by Burton G. Malkiel posted to no-tag by skheller on 2008-06-06 01:24:33 as along with 3 people and 1 group capital rlai quianominorleo MITCCI
	The Black Swan: The Impact of the Highly Improbable [My Copy] (17 April 2007) by Nassim N. Taleb posted to no-tag by skheller on 2008-06-06 00:38:52 as along with 11 people williamdwalker NitinCR ajaymalik brian hawkestein tystl bigbossman flb86 topher suizan matuszak
	The (Mis) Behavior of Markets: A Fractal View of Risk, Ruin And Reward [My Copy] (31 March 2006) by Benoit B. Mandelbrot, Richard L. Hudson posted to no-tag by skheller on 2008-06-05 21:59:21 as along with 1 person bigbossman
	Gaussian Self-Affinity and Fractals [My Copy] (14 December 2001) by Benoit Mandelbrot posted to no-tag by skheller on 2008-06-05 21:58:56 as along with 1 person bigbossman
	$My PDF mandelbrot_82_fractal.pdf$ The Fractal Geometry of Nature [My Copy] (15 August 1982) by Benoit B. Mandelbrot posted to no-tag by skheller on 2008-06-05 21:58:33 as along with 7 people NitinCR balicea dmueller bigbossman awooga volkansevim quianominorleo
	Scaling and criticality in a stochastic multi-agent model of a financial market [My Copy] Nature, Vol. 397, No. 6719. (11 February 1999), pp. 498-500. by Thomas Lux, Michele Marchesi posted to depaper by skheller on 2008-05-27 00:17:01 as along with 2 people karipuf gi0rgi0ne
	Agent-based models of financial markets [My Copy] Reports on Progress in Physics, Vol. 70, No. 3. (2007), pp. 409-450. by E. Samanidou, E. Zschischang, D. Stauffer, T. Lux posted to depaper by skheller on 2008-05-27 00:10:29 as along with 1 person gi0rgi0ne
	Do Stock Prices Move Too Much to be Justified by Subsequent Changes in Dividends? [My Copy] Social Science Research Network Working Paper Series (August 1981) by Robert J. Shiller, Nber posted to depaper emh by skheller on 2008-05-25 20:19:05 as
	Efficient Capital Markets: A Review of Theory and Empirical Work [My Copy] The Journal of Finance, Vol. 25, No. 2. (1970), pp. 383-417. by Eugene F. Fama posted to depaper efficient hypothesis market by skheller on 2008-05-25 20:16:01 as along with 9 people RobHayward bearxu83 xedaemen asalvadori csbliu austin987 cblock kenjimyzk ChristianRauh
	Dampened Power Law: Reconciling the Tail Behavior of Financial Security Returns [My Copy] Social Science Research Network Working Paper Series (13 February 2004) by W. U. Liuren posted to no-tag by skheller on 2008-05-25 19:40:12 as
	Power law relaxation in a complex system: Omori law after a financial market crash [My Copy] (3 Jun 2003) by Fabrizio Lillo, Rosario N. Mantegna posted to depaper by skheller on 2008-05-25 16:50:51 as
	Stochastic Multiplicative Processes for Financial Markets [My Copy] (12 Oct 2001) by Zhi-Feng Huang, Sorin Solomon posted to depaper by skheller on 2008-05-25 16:19:38 as
	Generalized Lotka-Volterra (GLV) Models and Generic Emergence of Scaling Laws in Stock Markets [My Copy] (23 Jan 1999) by Sorin Solomon posted to depaper by skheller on 2008-05-25 16:08:58 as
	Statistical Properties of Share Volume Traded in Financial Markets [My Copy] (7 Aug 2000) by Parameswaran Gopikrishnan, Vasiliki Plerou, Xavier Gabaix, Eugene H. Stanley posted to no-tag by skheller on 2008-05-25 15:53:21 as
	Modelling share volume traded in financial markets [My Copy] (28 Jan 2002) by Vygintas Gontis posted to no-tag by skheller on 2008-05-25 15:47:37 as
	Power, Levy, Exponential and Gaussian Regimes in Autocatalytic Financial Systems [My Copy] (2 Aug 2000) by Zhi-Feng Huang, Sorin Solomon posted to no-tag by skheller on 2008-05-25 15:46:39 as
	Fluctuations and response in financial markets: the subtle nature of `random' price changes [My Copy] (25 Aug 2003) by Jean-Philippe Bouchaud, Yuval Gefen, Marc Potters, Matthieu Wyart posted to depaper emh by skheller on 2008-05-25 15:45:47 as along with 1 person eGiere
	Scaling of the distribution of price fluctuations of individual companies [My Copy] (11 Jul 1999) by V. Plerou, P. Gopikrishnan, L. A. N. Amaral, M. Meyer, H. E. Stanley posted to converge_rand depaper by skheller on 2008-05-25 15:44:17 as
	Power laws, Pareto distributions and Zipf's law [My Copy] Contemporary Physics (29 September 2005), pp. 323-351. by M. E. J. Newman posted to depaper by skheller on 2008-05-25 15:43:41 as along with 61 people and 8 groups ddahlem jaspervoskuilen danilov Sergey_gerbek ingo Gorzomagnificent halukbingol makrehchi jotwin pdlug klouie tnhh diamantis flips jfelipe eisdur BelliOS nolodie pietrosperoni egh korakot sccook sriks6711 mafwood A_Olympia JeffreyPalmer derek_farn ansobol devzero nigini yaroslavvb lubrifix mague mapio ecolab garyfeng ChaTo yishuai Borelli bayesian lyongu scottmoody balicea mukundn proportional entropy scis0000001 bigbossman cristinaalp merazzle sugarexpletive mp4man MoritzStefaner mylit gi0rgi0ne ejazasi salvoscellato ruffini ulmer quianominorleo dylanwalker Soslab Philosophy_of_Information Blog_and_Wiki_Research ReadingLab 18th-century_history_culture_and_society semantic-multicast-routing Web2 EntrepreneurialRisks
	A continuous time random walk model for financial distributions [My Copy] (23 Oct 2002) by Jaume Masoliver, Miquel Montero, George H. Weiss posted to no-tag by skheller on 2008-05-25 15:42:34 as
	Econophysics: Two-phase behaviour of financial markets [My Copy] Nature, Vol. 421 (January 2003), 130. by V. Plerou, P. Gopikrishnan, H. E. Stanley posted to depaper by skheller on 2008-05-24 23:37:08 as along with 1 person Alelima
	On the Origin of Power-Law Fluctuations in Stock Prices [My Copy] (2 Mar 2004) by Vasiliki Plerou, Parameswaran Gopikrishnan, Xavier Gabaix, Eugene H. Stanley posted to no-tag by skheller on 2008-05-24 23:36:06 as
	Fokker-Planck equation of distributions of financial returns and power laws [My Copy] (6 Nov 2000) by D. Sornette posted to no-tag by skheller on 2008-05-24 23:35:23 as
	Agent-based simulation of a financial market [My Copy] (30 Mar 2001) by Marco Raberto, Silvano Cincotti, Sergio M. Focardi, Michele Marchesi posted to depaper by skheller on 2008-05-24 23:34:22 as
	Mandelbrot and the Stable Paretian Hypothesis [My Copy] The Journal of Business, Vol. 36, No. 4. (1963), pp. 420-429. by Eugene F. Fama posted to no-tag by skheller on 2008-05-24 23:34:02 as along with 1 person RobHayward
	The Predictive Power of Zero Intelligence in Financial Markets [My Copy] Social Science Research Network Working Paper Series (9 February 2004) by Doyne J. Farmer, Paolo Patelli, Ilija I. Zovko, Afa posted to depaper by skheller on 2008-05-24 23:32:16 as
	Financial Anti-Bubbles Log-Periodicity in Gold and Nikkei Collapses [My Copy] International Journal of Modern Physics C, Vol. 10 (1999), pp. 563-575. by A. Johansen, D. Sornette posted to depaper by skheller on 2008-05-24 23:23:27 as
	Exponential distribution of financial returns at mesoscopic time lags: a new stylized fact [My Copy] (25 July 2004) by A. Christian Silva, Richard E. Prange, Victor M. Yakovenko posted to no-tag by skheller on 2008-05-24 23:22:36 as along with 1 person and 1 group nettraq Philosophy_of_Information
	A generalized spin model of financial markets [My Copy] (22 Oct 1998) by Debashish Chowdhury, Dietrich Stauffer posted to depaper by skheller on 2008-05-24 23:10:14 as
	Economic Fluctuations and Diffusion [My Copy] (3 Dec 1999) by Vasiliki Plerou, Parameswaran Gopikrishnan, Luis, Xavier Gabaix, Eugene H. Stanley posted to no-tag by skheller on 2008-05-24 23:09:05 as along with 1 person eGiere
	Modelling fluctuations of financial time series: from cascade process to stochastic volatility model [My Copy] (24 May 2000) by J. F. Muzy, J. Delour, E. Bacry posted to no-tag by skheller on 2008-05-24 22:49:51 as
	Dynamics of the Number of Trades of Financial Securities [My Copy] (1 Dec 1999) by Giovanni Bonanno, Fabrizio Lillo, Rosario N. Mantegna posted to no-tag by skheller on 2008-05-24 22:48:49 as
	Scaling and correlation in financial time series [My Copy] Physica A (December 2000), pp. 362-373. by P. Gopikrishnan, V. Plerou, Y. Liu, L. A. N. Amaral, X. Gabaix, H. E. Stanley posted to no-tag by skheller on 2008-05-24 22:47:52 as
	Power law for the calm-time interval of price changes [My Copy] (17 Mar 2006) by Taisei Kaizoji, Michiyo Kaizoji posted to no-tag by skheller on 2008-05-24 22:28:18 as
	$My PDF matia_03_multifractal.pdf$ Multifractal Properties of Price Fluctuations of Stocks and Commodities [My Copy] (1 Aug 2003) by Kaushik Matia, Yosef Ashkenazy, Eugene H. Stanley posted to depaper by skheller on 2008-05-24 22:27:14 as
	Multiscale behaviour of volatility autocorrelations in a financial market [My Copy] (19 Oct 1998) by Michele Pasquini, Maurizio Serva posted to no-tag by skheller on 2008-05-24 22:26:37 as
	Scaling of the distribution of fluctuations of financial market indices [My Copy] (20 May 1999) by Parameswaran Gopikrishnan, Vasiliki Plerou, Luis, Martin Meyer, Eugene H. Stanley posted to no-tag by skheller on 2008-05-24 22:26:10 as
	Waiting-times and returns in high-frequency financial data: an empirical study [My Copy] (28 Mar 2002) by M. Raberto, E. Scalas, F. Mainardi posted to no-tag by skheller on 2008-05-24 22:03:18 as
	Inverse Cubic Law for the Probability Distribution of Stock Price Variations [My Copy] (11 May 1998) by Parameswaran Gopikrishnan, Martin Meyer, Luis, Eugene H. Stanley posted to no-tag by skheller on 2008-05-24 21:49:50 as
	Large financial crashes [My Copy] (16 Jun 1997) by Didier Sornette, Anders Johansen posted to no-tag by skheller on 2008-05-24 21:48:42 as along with 1 person ahuesler
	HERD BEHAVIOR AND AGGREGATE FLUCTUATIONS IN FINANCIAL MARKETS [My Copy] Macroeconomic Dynamics, Vol. 4, No. 02. (2000), pp. 170-196. by Rama Cont, Jean P. Bouchaud posted to depaper by skheller on 2008-05-24 21:26:48 as along with 2 people secondboy gi0rgi0ne
	A brief history of generative models for power law and lognormal distributions [My Copy] by M. Mitzenmacher posted to no-tag by skheller on 2008-05-24 21:25:44 as along with 4 people and 2 groups jfelipe korakot gregdingle tuttle Philosophy_of_Information Blog_and_Wiki_Research
	Waiting-times and returns in high-frequency financial data: an empirical study [My Copy] (28 Mar 2002) by M. Raberto, E. Scalas, F. Mainardi posted to no-tag by skheller on 2008-05-24 20:52:24 as
	Power-laws in economy and finance: some ideas from physics [My Copy] (7 Aug 2000) by Jean-Philippe Bouchaud posted to no-tag by skheller on 2008-05-24 20:51:26 as
	Scaling of the distribution of fluctuations of financial market indices [My Copy] (20 May 1999) by Parameswaran Gopikrishnan, Vasiliki Plerou, Luis, Martin Meyer, Eugene H. Stanley posted to no-tag by skheller on 2008-05-24 20:50:20 as
	Multiscale behaviour of volatility autocorrelations in a financial market [My Copy] Economics Letters, Vol. 65, No. 3. (December 1999), pp. 275-279. by Michele Pasquini, Maurizio Serva posted to no-tag by skheller on 2008-05-24 20:49:07 as
	Correlations in Economic Time Series [My Copy] (3 Jun 1997) by Yanhui Liu, Pierre Cizeau, Martin Meyer, Chung-Kang Peng, Eugene H. Stanley posted to no-tag by skheller on 2008-05-24 20:48:17 as
	Empirical Performance of Alternative Option Pricing Models [My Copy] The Journal of Finance, Vol. 52, No. 5. (1997), pp. 2003-2049. by Gurdip Bakshi, Charles Cao, Zhiwu Chen posted to black-scholes by skheller on 2008-05-01 16:24:29 as along with 1 person chaikorn
	Theory of Rational Option Pricing [My Copy] The Bell Journal of Economics and Management Science, Vol. 4, No. 1. (1973), pp. 141-183. by Robert C. Merton posted to black-scholes by skheller on 2008-05-01 16:23:14 as along with 1 person gi0rgi0ne
	Intuitive Proof of Black-Scholes Formula Based on Arbitrage and Properties of Lognormal Distribution [My Copy] (3 Dec 2006) by Alexei Krouglov posted to bl black-scholes by skheller on 2008-05-01 16:19:23 as along with 2 people ansobol proportional