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### 2008

**0801.4047 No Arbitrage Conditions For Simple Trading Strategies***by*Erhan Bayraktar & Hasanjan Sayit**0801.3973 Boom and bust in continuous time evolving economic model***by*Lawrence Mitchell & G. J. Ackland**0801.3712 Empirical shape function of limit-order books in the Chinese stock market***by*Gao-Feng Gu & Wei Chen & Wei-Xing Zhou**0801.3560 Trading Model with Pair Pattern Strategies***by*F. Ren & Y. -C. Zhang**0801.3494 Direct evidence for inversion formula in multifractal financial volatility measure***by*Zhi-Qiang Jiang & Wei-Xing Zhou**0801.3348 Statistical Arbitrage and Optimal Trading with Transaction Costs in Futures Markets***by*Theodoros Tsagaris**0801.3263 From short to fat tails in financial markets: A unified description***by*A. A. G. Cortines & R. Riera & C. Anteneodo**0801.3191 Intensity process and compensator: A new filtration expansion approach and the Jeulin--Yor theorem***by*Xin Guo & Yan Zeng**0801.3047 Econometrics as Sorcery***by*G. Innocenti & D. Materassi**0801.3043 Activity spectrum from waiting-time distribution***by*Mauro Politi & Enrico Scalas**0801.2980 Analysing tax evasion dynamics via the Ising model***by*Georg Zaklan & Frank Westerhoff & Dietrich Stauffer**0801.1710 Multifractal analysis of Chinese stock volatilities based on partition function approach***by*Zhi-Qiang Jiang & Wei-Xing Zhou**0801.1599 Parametric and nonparametric models and methods in financial econometrics***by*Zhibiao Zhao**0801.1475 Effect of Asian currency crisis on multifractal spectra***by*Gabjin Oh & Cheoljun Eom & Shlomo Havlin & Woo-Sung Jung & Fengzhong Wang & H. Eugene Stanley & Seunghwan Kim**0801.0969 Pareto and Boltzmann-Gibbs behaviors in a deterministic multi-agent system***by*J. Gonzalez-Estevez & M. G. Cosenza & R. Lopez-Ruiz & J. R. Sanchez**0801.0748 Hausdorff clustering***by*N. Basalto & R. Bellotti & F. De Carlo & P. Facchi & E. Pantaleo & S. Pascazio**0801.0718 On the Stickiness Property***by*Erhan Bayraktar & Hasanjan Sayit**0801.0631 Critical comparison of several order-book models for stock-market fluctuations***by*Frantisek Slanina

### 2007

**physics/0703217 Properties of a simple bilinear stochastic model: estimation and predictability***by*D. Sornette & V. F. Pisarenko**physics/0703208 Statistical properties of short term price trends in high frequency stock market data***by*Pawe{\l} Sieczka & Janusz A. Ho{\l}yst**physics/0703201 Economic Inequality: Is it Natural?***by*Arnab Chatterjee & Sitabhra Sinha & Bikas K. Chakrabarti**physics/0703181 Least Squares Importance Sampling for Monte Carlo Security Pricing***by*Luca Capriotti**physics/0703180 A Closed-Form Approximation of Likelihood Functions for Discretely Sampled Diffusions: the Exponent Expansion***by*Luca Capriotti**physics/0703156 Strategy bifurcation and spatial inhomogeneity in a simple model of competing sellers***by*L. Mitchell & G. J. Ackland**physics/0703128 Fluctuation scaling versus gap scaling***by*Zoltan Eisler & Janos Kertesz**physics/0703023 A transactional theory of fluctuations in company size***by*A. O. Schweiger & S. V. Buldyrev & H. E. Stanley**physics/0702248 The uniqueness of company size distribution function from tent-shaped growth rate distribution***by*Atushi Ishikawa**physics/0702240 Bayesian estimation of GARCH model by hybrid Monte Carlo***by*Tetsuya Takaishi**physics/0702210 The tick-by-tick dynamical consistency of price impact in limit order books***by*Damien Challet**physics/0702185 Yet on statistical properties of traded volume: correlation and mutual information at different value magnitudes***by*Silvio M. Duarte Queiros & Luis G. Moyano**physics/0702106 Emergence of time-horizon invariant correlation structure in financial returns by subtraction of the market mode***by*Christian Borghesi & Matteo Marsili & Salvatore Miccich\`e**physics/0702035 Endogenous and exogenous dynamics in the fluctuations of capital fluxes: An empirical analysis of the Chinese stock market***by*Zhi-Qiang Jiang & Liang Guo & Wei-Xing Zhou**physics/0702029 Correlation of coming limit price with order book in stock markets***by*Jun-ichi Maskawa**physics/0702027 A two-Factor Asset Pricing Model and the Fat Tail Distribution of Firm Sizes***by*Y. Malevergne & D. Sornette**physics/0702003 Waiting time analysis of foreign currency exchange rates: Beyond the renewal-reward theorem***by*Naoya Sazuka & Jun-ichi Inoue**physics/0701335 Diffusive behavior and the modeling of characteristic times in limit order executions***by*Zoltan Eisler & Janos Kertesz & Fabrizio Lillo & Rosario N. Mantegna**physics/0701302 Power Law in Firms Bankruptcy***by*Byoung Hee Hong & Kyoung Eun Lee & Jae Woo Lee**physics/0701264 Martingales, Detrending Data, and the Efficient Market Hypothesis***by*Joseph L. McCauley & Kevin E. Bassler & Gemunu H. Gunaratne**physics/0701189 Assessing symmetry of financial returns series***by*H. F. Coronel-Brizio & A. R. Hernandez-Montoya & Huerta-Quintanilla & M. Rodriguez-Achach & .**physics/0701179 The market efficiency in the stock markets***by*Jae-Suk Yang & Wooseop Kwak & Taisei Kaizoji & In-mook Kim**physics/0701171 A case study of speculative financial bubbles in the South African stock market 2003-2006***by*Wei-Xing Zhou & Didier Sornette**physics/0701158 Market Mill Dependence Pattern in the Stock Market: Modeling of Predictability and Asymmetry via Multi-Component Conditional Distribution***by*Andrei Leonidov & Vladimir Trainin & Alexander Zatsev & Sergey Zaitsev**physics/0701156 Structurally dynamic spin market networks***by*D. Horvath & Z. Kuscsik**physics/0701140 Agent-based Models of Financial Markets***by*E. Samanidou & E. Zschischang & D. Stauffer & T. Lux**physics/0701110 On the origin of the Epps effect***by*Bence Toth & Janos Kertesz**physics/0701062 Long Term Economic Relationships From Cointegration Maps***by*Renato Vicente & Carlos de B. Pereira & Vitor B. P. Leite & Nestor Caticha**physics/0701030 Interplay between topology and dynamics in the World Trade Web***by*D. Garlaschelli & T. Di Matteo & T. Aste & G. Caldarelli & M. I. Loffredo**physics/0701025 Random, but not so much: A parameterization for the returns and correlation matrix of financial time series***by*Andre C. R. Martins**nlin/0701016 A model of coupled maps with Pareto behavior***by*J. R. Sanchez & J. Gonzalez-Estevez & R. Lopez-Ruiz & M. G. Cosenza**nlin/0701014 Nonlinear Dynamical Model of Regime Switching Between Conventions and Business Cycles***by*V. I. Yukalov & D. Sornette & E. P. Yukalova**math/0703862 Optimal Deferred Life Annuities to Minimize the Probability of Lifetime Ruin***by*Erhan Bayraktar & Virginia R. Young**math/0703850 Minimizing the Probability of Lifetime Ruin under Borrowing Constraints***by*Erhan Bayraktar & Virginia R. Young**math/0703834 Estimating the Fractal Dimension of the S&P 500 Index using Wavelet Analysis***by*Erhan Bayraktar & H. Vincent Poor & Ronnie Sircar**math/0703833 The Effects of Implementation Delay on Decision-Making Under Uncertainty***by*Erhan Bayraktar & Masahiko Egami**math/0703832 Queueing Theoretic Approaches to Financial Price Fluctuations***by*Erhan Bayraktar & Ulrich Horst & Ronnie Sircar**math/0703831 A Limit Theorem for Financial Markets with Inert Investors***by*Erhan Bayraktar & Ulrich Horst & Ronnie Sircar**math/0703828 Optimal Time to Change Premiums***by*Erhan Bayraktar & H. Vincent Poor**math/0703827 Interacting Agent Feedback Finance Model***by*Biao Wu**math/0703825 A Unified Treatment of Dividend Payment Problems under Fixed Cost and Implementation Delays***by*Erhan Bayraktar & Masahiko Egami**math/0703824 Minimizing the Lifetime Shortfall or Shortfall at Death***by*Erhan Bayraktar**math/0703823 Optimizing Venture Capital Investments in a Jump Diffusion Model***by*Erhan Bayraktar & Masahiko Egami**math/0703820 Correspondence between Lifetime Minimum Wealth and Utility of Consumption***by*Erhan Bayraktar & Virginia R. Young**math/0703811 Suboptimality of Penalized Empirical Risk Minimization in Classification***by*Guillaume Lecu\'e**math/0703782 A Proof of the Smoothness of the Finite Time Horizon American Put Option for Jump Diffusions***by*Erhan Bayraktar**math/0703743 Implications of contrarian and one-sided strategies for the fair-coin game***by*Yasunori Horikoshi & Akimichi Takemura**math/0703714 Delta Hedging without the Black-Scholes Formula***by*Yukio Hirashita**math/0703538 On the Perpetual American Put Options for Level Dependent Volatility Models with Jumps***by*Erhan Bayraktar**math/0703424 Mean-variance Hedging Under Partial Information***by*M. Mania & R. Tevzadze & T. Toronjadze**math/0703085 Donsker theorem for the Rosenblatt process and a binary market model***by*Ciprian Tudor & Soledad Torres**math/0703079 Least-Squares Prices of Games***by*Yukio Hirashita**math/0703074 Bid-Ask Dynamic Pricing in Financial Markets with Transaction Costs and Liquidity Risk***by*Jocelyne Bion-Nadal**math/0703022 Tails of random sums of a heavy-tailed number of light-tailed terms***by*Christian Y. Robert & Johan Segers**math/0702893 On the optimal dividend problem for a spectrally negative L\'{e}vy process***by*Florin Avram & Zbigniew Palmowski & Martijn R. Pistorius**math/0702849 Asymptotic arbitrage and num\'eraire portfolios in large financial markets***by*Dmitry B. Rokhlin**math/0702828 Price systems for markets with transaction costs and control problems for some finance problems***by*Tzuu-Shuh Chiang & Shang-Yuan Shiu & Shuenn-Jyi Sheu**math/0702815 Multivariate volatility models***by*Ruey S. Tsay**math/0702814 Combining domain knowledge and statistical models in time series analysis***by*Tze Leung Lai & Samuel Po-Shing Wong**math/0702812 Estimation errors of the Sharpe ratio for long-memory stochastic volatility models***by*Hwai-Chung Ho**math/0702810 Fractional constant elasticity of variance model***by*Ngai Hang Chan & Chi Tim Ng**math/0702727 On Robust Utility Maximization***by*Traian A Pirvu & Ulrich G Haussmann**math/0702726 A Portfolio Decomposition Formula***by*Traian A Pirvu & Ulrich G Haussmann**math/0702473 Some applications and methods of large deviations in finance and insurance***by*Huyen Pham**math/0702435 Convexity theory for the term structure equation***by*Erik Ekstrom & Johan Tysk**math/0702423 Correction. Error estimates for binomial approximations of game options***by*Yuri Kifer**math/0702413 Sensitivity analysis of utility-based prices and risk-tolerance wealth processes***by*Dmitry Kramkov & Mihai S\^{{\i}}rbu**math/0702409 Market free lunch and large financial markets***by*Irene Klein**math/0702405 Bounded solutions to backward SDE's with jumps for utility optimization and indifference hedging***by*Dirk Becherer**math/0702249 Continuous-time mean-variance efficiency: the 80% rule***by*Xun Li & Xun Yu Zhou**math/0702173 Pathwise inequalities for local time: Applications to Skorokhod embeddings and optimal stopping***by*A. M. G. Cox & David Hobson & Jan Ob{\l}\'oj**math/0702058 Mixtures in non stable Levy processes***by*Nicola Cufaro Petroni**math/0701650 Pricing Options in Incomplete Equity Markets via the Instantaneous Sharpe Ratio***by*Erhan Bayraktar & Virginia R. Young**cond-mat/0702607 Geometrical Brownian Motion Driven by Color Noise***by*Ryszard Zygad\l{}o**cond-mat/0702517 Fokker-Planck and Chapman-Kolmogorov equations for Ito processes with finite memory***by*Joseph L. McCauley**0801.0195 An optimal life insurance policy in the investment-consumption problem in an incomplete market***by*Masahiko Egami & Hideki Iwaki**0801.0108 Note on two phase phenomena in financial markets***by*Shi-Mei Jiang & Shi-Min Cai & Tao Zhou & Pei-Ling Zhou**0801.0003 Short-time behaviour of demand and price viewed through an exactly solvable model for heterogeneous interacting market agents***by*Gunter M. Sch\"utz & Fernando Pigeard de Almeida Prado & Rosemary J. Harris & Vladimir Belitsky**0712.3992 Two Fractal Overlap Time Series: Earthquakes and Market Crashes***by*Bikas K. Chakrabarti & Arnab Chatterjee & Pratip Bhattacharyya**0712.3746 Pricing and hedging of derivatives based on non-tradable underlyings***by*Stefan Ankirchner & Peter Imkeller & Goncalo dos Reis**0712.3611 Effects of diversification among assets in an agent-based market model***by*F. Ghoulmi\'e & M. Bartolozzi & C. P. Mellen & T. Di Matteo**0712.3537 Arbitrage free cointegrated models in gas and oil future markets***by*Gr\'egory Benmenzer & Emmanuel Gobet & C\'eline J\'erusalem**0712.3485 Smart expansion and fast calibration for jump diffusion***by*Eric Benhamou & Emmanuel Gobet & Mohammed Miri**0712.3428 On Financial Markets Based on Telegraph Processes***by*Nikita Ratanov & Alexander Melnikov**0712.3363 Incorporating exchange rate risk into PDs and asset correlations***by*Dirk Tasche**0712.3350 Market Model with Heterogeneous Buyers***by*Matus Medo & Yi-Cheng Zhang**0712.2910 Applications of physical methods in high-frequency futures markets***by*M. Bartolozzi & C. Mellen & F. Chan & D. Oliver & T. Di Matteo & T. Aste**0712.2771 Analysis of Kelly-optimal portfolios***by*Paolo Laureti & Matus Medo & Yi-Cheng Zhang**0712.2687 The value of information in financial markets: An agent-based simulation***by*Bence Toth & Enrico Scalas**0712.2684 An Economic Model of Coupled Exponential Maps***by*R. Lopez-Ruiz & J. Gonzalez-Estevez & M. G. Cosenza & J. R. Sanchez**0712.2220 Phase transition in the rich-get-richer mechanism due to finite-size effects***by*James P. Bagrow & Jie Sun & Daniel ben-Avraham**0712.2088 Financial Variables Effect on the U.S. Gross Private Domestic Investment (GPDI) 1959-2001***by*Byron E. Bell**0712.1624 Hurst exponent and prediction based on weak-form efficient market hypothesis of stock markets***by*Cheoljun Eom & Sunghoon Choi & Gabjin Oh & Woo-Sung Jung**0712.1483 Continuous-time trading and emergence of volatility***by*Vladimir Vovk**0712.1343 An Hilbert space approach for a class of arbitrage free implied volatilities models***by*A. Brace & G. Fabbri & B. Goldys**0712.1275 Continuous-time trading and emergence of randomness***by*Vladimir Vovk**0712.1093 The derivatives of Asian call option prices***by*Jungmin Choi & Kyounghee Kim**0712.0912 Empirical regularities of order placement in the Chinese stock market***by*Gao-Feng Gu & Wei Chen & Wei-Xing Zhou**0712.0337 On the transition to efficiency in Minority Games***by*Tobias Galla & Andrea De Martino**0712.0083 Smearing Distributions and their use in Financial Markets***by*Petr Jizba & Hagen Kleinert**0711.4710 Effects of network topology on wealth distributions***by*Diego Garlaschelli & Maria I. Loffredo**0711.4596 The non-random walk of stock prices: The long-term correlation between signs and sizes***by*Gabriele La Spada & J. Doyne Farmer & Fabrizio Lillo**0711.4225 Consumption processes and positively homogeneous projection properties***by*Tom Fischer**0711.3909 Application of Tuncay's language teacher model to business-customer relations***by*Carmen Costea**0711.3581 The Impact of Heterogeneous Trading Rules on the Limit Order Book and Order Flows***by*Carl Chiarella & Giulia Iori & Josep Perello**0711.3106 A threshold model of financial markets***by*Pawe{\l} Sieczka & Janusz A. Ho{\l}yst**0711.2807 Pricing Equity Default Swaps under an approximation to the CGMY L\'{e}% vy Model***by*Soeren Asmussen & Dilip Madan & Martijn Pistorius**0711.2718 A Risk-Sensitive Portfolio Optimization Problem with Fixed Incomes Securities***by*Mayank Goel & K. Suresh Kumar**0711.2624 Renewal equations for option pricing***by*Miquel Montero**0711.2550 Effective multifractal features and l-variability diagrams of high-frequency price fluctuations time series***by*Jeferson de Souza & Silvio M. Duarte Queiros**0711.1836 A Markov process associated with plot-size distribution in Czech Land Registry and its number-theoretic properties***by*Pavel Exner & Petr \v{S}eba**0711.1595 Likelihood-based inference for correlated diffusions***by*Konstantinos Kalogeropoulos & Petros Dellaportas & Gareth O. Roberts**0711.1594 Inference for stochastic volatility models using time change transformations***by*Konstantinos Kalogeropoulos & Gareth O. Roberts & Petros Dellaportas**0711.1272 How close are the option pricing formulas of Bachelier and Black-Merton-Scholes?***by*Walter Schachermayer & Josef Teichmann**0711.1143 Optimal intertemporal risk allocation applied to insurance pricing***by*Kei Fukuda & Akihiko Inoue & Yumiharu Nakano**0711.1136 Analysis of continuous strict local martingales via h-transforms***by*Soumik Pal & Philip Protter**0711.0729 Forbidden patterns in financial time series***by*Massimiliano Zanin**0711.0644 Empirics versus RMT in financial cross-correlations***by*S. Drozdz & J. Kwapien & P. Oswiecimka**0711.0223 Least Squares Importance Sampling for Libor Market Models***by*Luca Capriotti**0710.5497 Multifractality in the Random Parameters Model***by*Camilo Rodrigues Neto & Andr\' e C. R. Martins**0710.5301 An iterative algorithm for evaluating approximations to the optimal exercise boundary for a nonlinear Black-Scholes equation***by*Daniel Sevcovic**0710.4106 Cash Sub-additive Risk Measures and Interest Rate Ambiguity***by*Nicole El Karoui & Claudia Ravanelli**0710.4010 A stochastic theory for temporal fluctuations in self-organized critical systems***by*Martin Rypdal & Kristoffer Rypdal**0710.3959 The t copula with Multiple Parameters of Degrees of Freedom: Bivariate Characteristics and Application to Risk Management***by*Xiaolin Luo & Pavel V. Shevchenko**0710.3892 Maturity-independent risk measures***by*Thaleia Zariphopoulou & Gordan Zitkovic**0710.3645 The k-generalized distribution: A new descriptive model for the size distribution of incomes***by*F. Clementi & T. Di Matteo & M. Gallegati & G. Kaniadakis**0710.2991 Moment Methods for Exotic Volatility Derivatives***by*Claudio Albanese & Adel Osseiran**0710.2876 Information, Inflation, and Interest***by*Lane P. Hughston & Andrea Macrina**0710.2792 Market completion using options***by*Mark Davis & Jan Obloj**0710.2775 Dam Rain and Cumulative Gain***by*Dorje C. Brody & Lane P. Hughston & Andrea Macrina**0710.2758 The fundamental theorem of asset pricing under proportional transaction costs***by*Alet Roux**0710.2583 Martingales, the Efficient Market Hypothesis, and Spurious Stylized Facts***by*Joseph L. McCauley & Kevin E. Bassler & Gemunu H. Gunaratne**0710.2402 Intraday pattern in bid-ask spreads and its power-law relaxation for Chinese A-share stocks***by*Xiao-Hui Ni & Wei-Xing Zhou**0710.1995 Influence of corruption on economic growth rate and foreign investments***by*Boris Podobnik & Jia Shao & Djuro Njavro & Plamen Ch. Ivanov & H. Eugene Stanley**0710.1909 In which Financial Markets do Mutual Fund Theorems hold true?***by*Walter Schachermayer & Mihai Sirbu & Erik Taflin**0710.1893 Quasistatically varying log-normal distribution in the middle scale region of Japanese land prices***by*Atushi Ishikawa**0710.1855 Divergent estimation error in portfolio optimization and in linear regression***by*Imre Kondor & Istvan Varga-Haszonits**0710.1729 The Grounds For Time Dependent Market Potentials From Dealers' Dynamics***by*Kenta Yamada & Hideki Takayasu & Misako Takayasu**0710.1439 Trading activity as driven Poisson process: comparison with empirical data***by*V. Gontis & B. Kaulakys & J. Ruseckas**0710.1307 Common Markets, Strong Currencies & the Collective Welfare***by*Esteban Guevara**0710.1139 Kinetic Economies***by*Wan Ahmad Tajuddin Wan Abdullah & Sidiq Mohamad Khidzir**0710.1014 Wealth distribution in a System with Wealth-limited Interactions***by*Marisciel L. Palima & Eduardo J. David**0710.0802 The Student ensemble of correlation matrices: eigenvalue spectrum and Kullback-Leibler entropy***by*Giulio Biroli & Jean-Philippe Bouchaud & Marc Potters**0710.0753 Modelling Bonds & Credit Default Swaps using a Structural Model with Contagion***by*Helen Haworth & Christoph Reisinger & William Shaw**0710.0745 Mixing Kohonen Algorithm, Markov Switching Model and Detection of Multiple Change-Points: An Application to Monetary History***by*Marie-Th\'er\`ese Boyer-Xambeu & Ghislain Deleplace & Patrice Gaubert & Lucien Gillard & Madalina Olteanu**0710.0576 Shrinkage and spectral filtering of correlation matrices: a comparison via the Kullback-Leibler distance***by*M. Tumminello & F. Lillo & R. N. Mantegna**0710.0459 Statistical properties of agent-based market area model***by*Zoltan Kuscsik & Denis Horvath**0710.0241 Adapted Downhill Simplex Method for Pricing Convertible Bonds***by*Kateryna Mishchenko & Volodymyr Mishchenko & Anatoliy Malyarenko**0710.0114 Reinforcement learning in market games***by*Edward W. Piotrowski & Jan Sladkowski & Anna Szczypinska**0710.0069 High-order accurate implicit methods for the pricing of barrier options***by*J. C. Ndogmo & D. B. Ntwiga**0709.4467 A Convex Stochastic Optimization Problem Arising from Portfolio Selection***by*Hanqing Jin & Zuo Quan Xu & Xun Yu Zhou**0709.4361 Interest rates mapping***by*M. Kanevski & M. Maignan & A. Pozdnoukhov & V. Timonin**0709.4358 Projective Market Model Approach to AHP Decision-Making***by*Anna Szczypinska & Edward W. Piotrowski**0709.4355 Agent Simulation of Chain Bankruptcy***by*Yuichi Ikeda & Yoshi Fujiwara & Wataru Souma & Hideaki Aoyama & Hiroshi Iyetomi**0709.4242 Rational Expectations, psychology and inductive learning via moving thresholds***by*H. Lamba & T. Seaman**0709.4096 Quantum Auctions: Facts and Myths***by*E. W. Piotrowski & J. Sladkowski**0709.4093 A Brief History of Economics: An Outsider's Account***by*Bikas K Chakrabarti**0709.3955 Statistics of Extreme Values in Time Series with Intermediate-Term Correlations***by*Cecilia Pennetta**0709.3884 Flexible least squares for temporal data mining and statistical arbitrage***by*Giovanni Montana & Kostas Triantafyllopoulos & Theodoros Tsagaris**0709.3710 Bidding Strategy with Forecast Technology Based on Support Vector Machine in Electrcity Market***by*C. Gao & E. Bompard & R. Napoli & Q. Wan**0709.3662 Econophysics, Statistical Mechanics Approach to***by*Victor M. Yakovenko**0709.3630 Investments in Random Environments***by*Emeterio Navarro & Ruben Cantero & Joao Rodrigues & Frank Schweitzer**0709.3261 Correlations and clustering in the trading of members of the London Stock Exchange***by*Ilija I. Zovko & J. Doyne Farmer**0709.3005 Feedback and efficiency in limit order markets***by*Damien Challet**0709.2830 Behavioral Portfolio Selection in Continuous Time***by*Hanqing Jin & Xunyu Zhou**0709.2694 Innovation Success and Structural Change: An Abstract Agent Based Study***by*Tanya Araujo & R. Vilela Mendes**0709.2630 Evolution of community structure in the world trade web***by*Irena Tzekina & Karan Danthi & Daniel N. Rockmore**0709.2423 Effectiveness of Measures of Performance During Speculative Bubbles***by*Filippo Petroni & Giulia Rotundo**0709.2416 Measuring Volatility Clustering in Stock Markets***by*Gabjin Oh & Seunghwan Kim & Cheoljun Eom & Taehyuk Kim**0709.2209 Topological Properties of Stock Networks Based on Random Matrix Theory in Financial Time Series***by*Cheoljun Eom & Gapjin Oh & Hawoong Jeong & Seunghwan Kim**0709.2200 Statistical Investigation of Connected Structures of Stock Networks in Financial Time Series***by*Cheoljun Eom & Gabjin Oh & Seunghwan Kim**0709.2178 Long Memory and Volatility Clustering: is the empirical evidence consistent across stock markets?***by*Sonia R. Bentes & Rui Menezes & Diana A. Mendes**0709.2083 Economic dynamics with financial fragility and mean-field interaction: a model***by*Corrado Di Guilmi & Mauro Gallegati & Simone Landini**0709.2070 Understanding the volatility smile of options markets through microsimulation***by*G. Qiu & D. Kandhai & P. M. A. Sloot**0709.1725 Volatility return intervals analysis of the Japanese market***by*Woo-Sung Jung & Fengzhong Wang & Shlomo Havlin & Taisei Kaizoji & Hie-Tae Moon & H. Eugene Stanley**0709.1589 American Options under Proportional Transaction Costs: Pricing, Hedging and Stopping Algorithms for Long and Short Positions***by*Alet Roux & Tomasz Zastawniak**0709.1543 Kinetic Exchange Models for Income and Wealth Distributions***by*Arnab Chatterjee & Bikas K. Chakrabarti**0709.1536 Influence of deterministic trend on the estimated parameters of GARCH(1,1) model***by*Calin Vamos & Maria Craciun**0709.1530 Application of spectral methods for high-frequency financial data to quantifying states of market participants***by*Aki-Hiro Sato**0709.1281 Relative and Discrete Utility Maximising Entropy***by*Grzegorz Hara\'nczyk & Wojciech S{\l}omczy\'nski & Tomasz Zastawniak**0709.1219 Relaxation dynamics of aftershocks after large volatility shocks in the SSEC index***by*Guo-Hua Mu & Wei-Xing Zhou**0709.1092 Persistence in a Random Bond Ising Model of Socio-Econo Dynamics***by*S. Jain & T. Yamano

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