50 indexed results
We propose a model with heterogeneous interacting traders which can explain some of the stylized facts of stock market returns.
We are moving toward a distributed, international, twenty-four hour, electronic stock exchange. The exchange will use the global Internet, or
With new data available from the SPS, at 40 and 80 GeV/A, I review the systematics of bulk hadron multiplicities,
As a typical representation of complex networks studied relatively thoroughly, financial market presents some special details, such as its nonconservation
We compare the probability distribution of returns for the three major stock-market indexes (Nasdaq, S&P500, and Dow-Jones) with an analytical
In this paper, we study the problem of designing proxies (or portfolios) for various stock market indices based on historical
This paper develops three polynomial-time pricing techniques for European Asian options with provably small errors, where the stock prices follow
We study the rotation of a $^{87}$Rb Bose-Einstein condensate confined in a magnetic trap to which a focused, off resonant
This is a pedagogical review of the the Generalized Lotka-Volterra (GLV) model: w_i(t+1) = lambda * w_i(t) + a *
Relativistic nucleus-nucleus collisions create a "fireball" of strongly interacting matter at high energy density. At very high energy this is
We analyze large stock price changes of more than five standard deviations for i) TAQ data for the year 1997
Twenty-two significant bubbles followed by large crashes or by severe corrections in the Argentinian, Brazilian, Chilean, Mexican, Peruvian, Venezuelan, Hong-Kong,
The use of intelligent systems for stock market predictions has been widely established. In this paper, we investigate how the
We propose that the minimal requirements for a model of stock market price fluctuations should comprise time asymmetry, robustness with
In this article we study the behavior of a group of economic agents in the context of cooperative game theory,
We present a method that uses distances between nearest neighbors in Takens space to evaluate a level of noise. The
Specialized topics on financial data analysis from a numerical and physical point of view are discussed. They pertain to the
A steep maximum occurs in the Wroblewski ratio between strange and non-strange quarks created in central nucleus-nucleus collisions, of about
We have analyzed the cross-correlations of daily fluctuations for N=6 358 US stock prices during the year 1999. From those
We investigate several statistical properties of the order book of three liquid stocks of the Paris Bourse. The results are
Standard quantitative models of the stock market predict a log-normal distribution for stock returns (Bachelier 1900, Osborne 1959), but it
In this paper, we present the possibility of using the Ising like models to explain by Statistical Physics means the
We discuss different physics cases, mainly of the ALICE TPC, such as pile-up, jets in pp and PbPb, Bottonium and
This work initiates research into the problem of determining an optimal investment strategy for investors with different attitudes towards the