Statistical properties of stock order books: empirical results and models
We investigate several statistical properties of the order book of three liquid stocks of the Paris Bourse. The results are
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Books
15 indexed results
The Competitiveness of On-Line vis-a-vis Conventional Retailing: A Preliminary Study
Previous research has directly studied whether on-line retailing is more competitive than conventional retail markets. The evidence from books and
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Competition and cooperation: Libraries and publishers in the transition to electronic scholarly journals
The conversion of scholarly journals to digital format is proceeding rapidly, especially for those from large commercial and learned society
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Dynamic entropies, long-range correlations, and fluctuations in complex linear structures
We investigate symbolic sequences and in particular information carriers as e.g. books and DNA-strings. First the higher order Shannon entropies
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Mathematical Equivalency of the Ether Based Gavitation Theory of Janossy and General Relativity
"There are several interpretations and approaches to relativity. All of them are characterized by the fact that none of them
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Non-mean-field theories of short range order and diffuse scattering anomalies in disordered alloys
Local, or short-range, order in disordered alloys is an important and exciting phenomenon which is quantified in electron, X-ray and
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On Zeeman Topology in Kaluza-Klein and Gauge Theories
E. C. Zeeman [1] has criticized the fact that in all articles and books until that moment (1967) the topology
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Quantum Mechanics of Neutrino Oscillations - Hand Waving for Pedestrians
Why Hand Waving? All calculations in books describe oscillations in time. But real experiments don't measure time. Hand waving is
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Quantum Phenomena in Low-Dimensional Systems
A brief summary of the physics of low-dimensional quantum systems is given. The material should be accessible to advanced physics
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Strange Cases from the Files of Astronomical Sociology
What astronomer could not use his own surname because his father was beheaded for sorcery? Who built the only observatory
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TACMB-1: The Theory of Anisotropies in the Cosmic Microwave Background (Bibliographic Resource Letter)
This Resource Letter provides a guide to the literature on the theory of anisotropies in the cosmic microwave background. Journal
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The Chemical Potential
The definition of the fundamental quantity, the chemical potential, is badly confused in the literature: there are at least three
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The Quest for the Cosmological Parameters
The following review presents an attempt to discuss various issues of current interest in Observational Cosmology, the selection of which
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Universal Similarity
We survey a new area of parameter-free similarity distance measures useful in data-mining, pattern recognition, learning and automatic semantics extraction.
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Writing and Editing Complexity Theory: Tales and Tools
Each researcher should have a full shelf---physical or virtual---of books on writing and editing prose. Though we make no claim
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