50 indexed results
Strangeness enhancement is discussed as a feature specific to relativistic nuclear collisions which create a fireball of strongly interacting matter
This paper initiates a study into the century-old issue of market predictability from the perspective of computational complexity. We develop
In a given market, financial covariances capture the intra-stock correlations and can be used to address statistically the bulk nature
A new model for stocks markets using integer values for each stock price is presented. In contrast with previously reported
We investigate quantitatively the so-called leverage effect, which corresponds to a negative correlation between past returns and future volatility. For
The main focus of this work is to understand the dynamics of non regulated markets. The present model can describe
Comment on recent claims by Sornette and Zhou: D. Sornette and W. Zhou, Quantitative Finance 2 (6), 468-481 (2002); Evidence
We study a rational expectation model of bubbles and crashes. The model has two components : (1) our key assumption
The distance contraction, as observed in electrical soundings over horizontally stratified earth (static system), is identified as a counterpart of
We propose an improvement of the known DFT-based indexing technique for fast retrieval of similar time sequences. We use the
The problem of insider trading and other illegal practices in financial markets is an important issue in the field of
An analytical formula for the probability distribution of stock-market returns, derived from the Heston model assuming a mean-reverting stochastic volatility,
An experimental server for stock trading autonomous agents is presented and made available, together with an agent shell for swift
We consider the problem of option pricing and hedging when stock returns are correlated in time. Within a quadratic-risk minimisation
Buying and selling stocks causes price changes, which are described by the price impact function. To explain the shape of
On markets with receding prices, artificial noise traders may consider alternatives to buy-and-hold. By simulating variations of the Parrondo strategy,
We present a synthesis of all the available empirical evidence in the light of recent theoretical developments for the existence
We discuss the development of a Java toolbox for astronomical time series data. Rather than using methods conventional in astronomy
We present preliminary results of a RR Lyrae star search and stellar populations study performed in the Canis Major overdensity,
The CELESTE atmospheric Cherenkov detector, running until June 2004 at the Themis solar facility, has taken data on compact sources
Currently statistical and artificial neural network methods dominate in financial data mining. Alternative relational (symbolic) data mining methods have shown
It is a well known fact that local scale invariance plays a fundamental role in the theory of derivative pricing.
In this paper we demonstrate a striking regularity in the way people place limit orders in financial markets, using a
The F8Ia supergiant V810 Centauri is part of a long-term high-precision photometric monitoring program on long period variables started twenty