| nr |
titel |
auteur |
tijdschrift |
jaar |
jaarg. |
afl. |
pagina('s) |
type |
| 1 |
A comparison between several correlated stochastic volatility models
|
Perelló, Josep
|
|
2004
|
344 |
1-2 |
p. 134-137
4 p.
|
artikel
|
| 2 |
A comparison of high-frequency cross-correlation measures
|
Precup, Ovidiu V.
|
|
2004
|
344 |
1-2 |
p. 252-256
5 p.
|
artikel
|
| 3 |
A consensus-based dynamics for market volumes
|
Sabatelli, Lorenzo
|
|
2004
|
344 |
1-2 |
p. 62-66
5 p.
|
artikel
|
| 4 |
A mechanism leading from bubbles to crashes: the case of Japan's land market
|
Kaizoji, Taisei
|
|
2004
|
344 |
1-2 |
p. 138-141
4 p.
|
artikel
|
| 5 |
Analysis of Fokker–Planck approach for foreign exchange market statistics study
|
Smirnov, A.P.
|
|
2004
|
344 |
1-2 |
p. 203-206
4 p.
|
artikel
|
| 6 |
An ` ℏ -Brownian motion' and the existence of stochastic option prices
|
Haven, Emmanuel
|
|
2004
|
344 |
1-2 |
p. 152-155
4 p.
|
artikel
|
| 7 |
Another type of log-periodic oscillations on Polish stock market
|
Gnaciński, Piotr
|
|
2004
|
344 |
1-2 |
p. 322-325
4 p.
|
artikel
|
| 8 |
Application of bootstrap to detecting chaos in financial time series
|
Brzozowska-Rup, Katarzyna
|
|
2004
|
344 |
1-2 |
p. 317-321
5 p.
|
artikel
|
| 9 |
Application of Heston model and its solution to German DAX data
|
Remer, R.
|
|
2004
|
344 |
1-2 |
p. 236-239
4 p.
|
artikel
|
| 10 |
Application of the ultrametric distance to portfolio taxonomy. Critical approach and comparison with other methods
|
Skórnik-Pokarowska, Urszula
|
|
2004
|
344 |
1-2 |
p. 81-86
6 p.
|
artikel
|
| 11 |
ARCH–GARCH approaches to modeling high-frequency financial data
|
Podobnik, Boris
|
|
2004
|
344 |
1-2 |
p. 216-220
5 p.
|
artikel
|
| 12 |
A (reactive) lattice-gas approach to economic cycles
|
Ausloos, Marcel
|
|
2004
|
344 |
1-2 |
p. 1-7
7 p.
|
artikel
|
| 13 |
Asymmetric price transmission within the Portuguese stock market
|
Menezes, Rui
|
|
2004
|
344 |
1-2 |
p. 312-316
5 p.
|
artikel
|
| 14 |
Bankruptcy as an exit mechanism for systems with a variable number of components
|
Delli Gatti, Domenico
|
|
2004
|
344 |
1-2 |
p. 8-13
6 p.
|
artikel
|
| 15 |
Barrier option pricing: modelling with neural nets
|
Xu, L.
|
|
2004
|
344 |
1-2 |
p. 289-293
5 p.
|
artikel
|
| 16 |
Conference information
|
|
|
2004
|
344 |
1-2 |
p. xvi-xvii
nvt p.
|
artikel
|
| 17 |
Confidence limits for data mining models of options prices
|
Healy, J.V.
|
|
2004
|
344 |
1-2 |
p. 162-167
6 p.
|
artikel
|
| 18 |
Contents
|
|
|
2004
|
344 |
1-2 |
p. xix-xxiv
nvt p.
|
artikel
|
| 19 |
Detecting correlation in stock market
|
Wichard, Jörg D.
|
|
2004
|
344 |
1-2 |
p. 308-311
4 p.
|
artikel
|
| 20 |
Dynamics of the minority game for patients
|
Kim, Kyungsik
|
|
2004
|
344 |
1-2 |
p. 30-35
6 p.
|
artikel
|
| 21 |
Econophysics teaching at the University of Wrocław
|
Grech, Dariusz
|
|
2004
|
344 |
1-2 |
p. 335-339
5 p.
|
artikel
|
| 22 |
Editorial
|
Hołyst, Janusz A.
|
|
2004
|
344 |
1-2 |
p. xi-xii
nvt p.
|
artikel
|
| 23 |
Editorial Board
|
|
|
2004
|
344 |
1-2 |
p. v-viii
nvt p.
|
artikel
|
| 24 |
Estimating the level of cash invested in financial markets
|
Andersen, Jørgen Vitting
|
|
2004
|
344 |
1-2 |
p. 168-173
6 p.
|
artikel
|
| 25 |
Exponential distribution of financial returns at mesoscopic time lags: a new stylized fact
|
Silva, A. Christian
|
|
2004
|
344 |
1-2 |
p. 227-235
9 p.
|
artikel
|
| 26 |
Fluctuation dynamics of exchange rates on Polish financial market
|
Orłowski, A.
|
|
2004
|
344 |
1-2 |
p. 184-189
6 p.
|
artikel
|
| 27 |
Forecast of business performance using an agent-based model and its application to a decision tree Monte Carlo business valuation
|
Ikeda, Y.
|
|
2004
|
344 |
1-2 |
p. 87-94
8 p.
|
artikel
|
| 28 |
Gibrat and Pareto–Zipf revisited with European firms
|
Fujiwara, Yoshi
|
|
2004
|
344 |
1-2 |
p. 112-116
5 p.
|
artikel
|
| 29 |
Growth and coagulation in a herding model
|
Rawal, S.
|
|
2004
|
344 |
1-2 |
p. 50-55
6 p.
|
artikel
|
| 30 |
Investment strategy due to the minimization of portfolio noise level by observations of coarse-grained entropy
|
Urbanowicz, Krzysztof
|
|
2004
|
344 |
1-2 |
p. 284-288
5 p.
|
artikel
|
| 31 |
Kinematics and dynamics of Pareto–Zipf's law and Gibrat's law
|
Aoyama, Hideaki
|
|
2004
|
344 |
1-2 |
p. 117-121
5 p.
|
artikel
|
| 32 |
Large price changes on small scales
|
Zawadowski, A.G.
|
|
2004
|
344 |
1-2 |
p. 221-226
6 p.
|
artikel
|
| 33 |
Licentiate studies in econophysics at the University of Silesia
|
Kisiel, J.
|
|
2004
|
344 |
1-2 |
p. 340-343
4 p.
|
artikel
|
| 34 |
List of contributors
|
|
|
2004
|
344 |
1-2 |
p. 349-350
2 p.
|
artikel
|
| 35 |
List of participants
|
|
|
2004
|
344 |
1-2 |
p. 351-358
8 p.
|
artikel
|
| 36 |
Minority mechanisms in models of agents learning collectively a resource level
|
Challet, Damien
|
|
2004
|
344 |
1-2 |
p. 24-29
6 p.
|
artikel
|
| 37 |
Modeling financial markets by the multiplicative sequence of trades
|
Gontis, V.
|
|
2004
|
344 |
1-2 |
p. 128-133
6 p.
|
artikel
|
| 38 |
Modeling share price evolution as a continuous time random walk (CTRW) with non-independent price changes and waiting times
|
Repetowicz, Przemysław
|
|
2004
|
344 |
1-2 |
p. 108-111
4 p.
|
artikel
|
| 39 |
Modeling stylized facts for financial time series
|
Krivoruchenko, M.I.
|
|
2004
|
344 |
1-2 |
p. 263-266
4 p.
|
artikel
|
| 40 |
Multifractal features of financial markets
|
Kim, Kyungsik
|
|
2004
|
344 |
1-2 |
p. 272-278
7 p.
|
artikel
|
| 41 |
Multiscale stochastic dynamics in finance
|
Capobianco, Enrico
|
|
2004
|
344 |
1-2 |
p. 122-127
6 p.
|
artikel
|
| 42 |
Multiscaling behavior in transition economies
|
Litvin, Vladimir A.
|
|
2004
|
344 |
1-2 |
p. 178-183
6 p.
|
artikel
|
| 43 |
Multiscaling behavior of transition economies before and after 1998 Russian financial crisis
|
Litvin, Vladimir A.
|
|
2004
|
344 |
1-2 |
p. 19-23
5 p.
|
artikel
|
| 44 |
Mutual information: a measure of dependency for nonlinear time series
|
Dionisio, Andreia
|
|
2004
|
344 |
1-2 |
p. 326-329
4 p.
|
artikel
|
| 45 |
Neural network revisited: perception on modified Poincare map of financial time-series data
|
Situngkir, Hokky
|
|
2004
|
344 |
1-2 |
p. 100-103
4 p.
|
artikel
|
| 46 |
Neural networks for large financial crashes forecast
|
Rotundo, G.
|
|
2004
|
344 |
1-2 |
p. 77-80
4 p.
|
artikel
|
| 47 |
Novelty in complex adaptive systems (CAS) dynamics: a computational theory of actor innovation
|
Markose, Sheri M.
|
|
2004
|
344 |
1-2 |
p. 41-49
9 p.
|
artikel
|
| 48 |
On anomalous distributions in intra-day financial time series and non-extensive statistical mechanics
|
Queirós, Silvio M. Duarte
|
|
2004
|
344 |
1-2 |
p. 279-283
5 p.
|
artikel
|
| 49 |
On modeling of inefficient market
|
Makowiec, D.
|
|
2004
|
344 |
1-2 |
p. 36-40
5 p.
|
artikel
|
| 50 |
On the analysis of cross-correlations in South African market data
|
Wilcox, Diane
|
|
2004
|
344 |
1-2 |
p. 294-298
5 p.
|
artikel
|
| 51 |
Peer pressure and Generalised Lotka Volterra models
|
Richmond, Peter
|
|
2004
|
344 |
1-2 |
p. 344-348
5 p.
|
artikel
|
| 52 |
Photo 1: APFA4 participants
|
|
|
2004
|
344 |
1-2 |
p. x-
1 p.
|
artikel
|
| 53 |
Photo 3: H. Eugene Stanley (right) and Janusz A. Hołyst
|
|
|
2004
|
344 |
1-2 |
p. xiv-
1 p.
|
artikel
|
| 54 |
Photo 2: Marcel Ausloos commenting the lecture of Thomas Lux
|
|
|
2004
|
344 |
1-2 |
p. xiii-
1 p.
|
artikel
|
| 55 |
Photo 4: Peter Richmond
|
|
|
2004
|
344 |
1-2 |
p. xv-
1 p.
|
artikel
|
| 56 |
Power law for ensembles of stock prices
|
Kaizoji, Taisei
|
|
2004
|
344 |
1-2 |
p. 240-243
4 p.
|
artikel
|
| 57 |
Probabilistic models of income distributions
|
Łukasiewicz, Piotr
|
|
2004
|
344 |
1-2 |
p. 146-151
6 p.
|
artikel
|
| 58 |
Random matrix approach to shareholding networks
|
Souma, Wataru
|
|
2004
|
344 |
1-2 |
p. 73-76
4 p.
|
artikel
|
| 59 |
Real prices from spot foreign exchange market
|
Petroni, Filippo
|
|
2004
|
344 |
1-2 |
p. 194-197
4 p.
|
artikel
|
| 60 |
Recurrence quantification analysis of wavelet pre-filtered index returns
|
Antoniou, Antonios
|
|
2004
|
344 |
1-2 |
p. 257-262
6 p.
|
artikel
|
| 61 |
Remarks on the possible universal mechanism of the non-linear long-term autocorrelations in financial time-series
|
Kutner, Ryszard
|
|
2004
|
344 |
1-2 |
p. 244-251
8 p.
|
artikel
|
| 62 |
Short-term predictions in forex trading
|
Muriel, A.
|
|
2004
|
344 |
1-2 |
p. 190-193
4 p.
|
artikel
|
| 63 |
Signal and noise in financial correlation matrices
|
Burda, Zdzisław
|
|
2004
|
344 |
1-2 |
p. 67-72
6 p.
|
artikel
|
| 64 |
Sponsors
|
|
|
2004
|
344 |
1-2 |
p. xviii-
1 p.
|
artikel
|
| 65 |
Statistical mechanics of random graphs
|
Burda, Zdzisław
|
|
2004
|
344 |
1-2 |
p. 56-61
6 p.
|
artikel
|
| 66 |
Statistical properties of the Indonesian Stock Exchange Index
|
Mart, T.
|
|
2004
|
344 |
1-2 |
p. 198-202
5 p.
|
artikel
|
| 67 |
Statistical properties of the moving average price in dollar–yen exchange rates
|
Ohnishi, Takaaki
|
|
2004
|
344 |
1-2 |
p. 207-210
4 p.
|
artikel
|
| 68 |
The collision of masses and the way prices react to expectations
|
Chavez-Guzman, Luis
|
|
2004
|
344 |
1-2 |
p. 156-161
6 p.
|
artikel
|
| 69 |
The new capitalists: a structural change from the stock market economy to the free market economy
|
Khoshyaran, M.
|
|
2004
|
344 |
1-2 |
p. 14-18
5 p.
|
artikel
|
| 70 |
The nonlinear dynamics of the business center in Beckmann's model
|
Bulanov, S.V.
|
|
2004
|
344 |
1-2 |
p. 104-107
4 p.
|
artikel
|
| 71 |
The wave-equivalent of the Black–Scholes option price: an interpretation
|
Haven, Emmanuel
|
|
2004
|
344 |
1-2 |
p. 142-145
4 p.
|
artikel
|
| 72 |
Time-dependent Hurst exponent in financial time series
|
Carbone, A.
|
|
2004
|
344 |
1-2 |
p. 267-271
5 p.
|
artikel
|
| 73 |
Time interval between successive trading in foreign currency market: from microscopic to macroscopic
|
Sato, Aki-Hiro
|
|
2004
|
344 |
1-2 |
p. 211-215
5 p.
|
artikel
|
| 74 |
Traders' strategy with price feedbacks in financial market
|
Mizuno, Takayuki
|
|
2004
|
344 |
1-2 |
p. 330-334
5 p.
|
artikel
|
| 75 |
Triangular arbitrage in the foreign exchange market
|
Aiba, Yukihiro
|
|
2004
|
344 |
1-2 |
p. 174-177
4 p.
|
artikel
|
| 76 |
Turbulence in magnetized plasmas and financial markets: comparative study of multifractal statistics
|
Budaev, V.P.
|
|
2004
|
344 |
1-2 |
p. 299-307
9 p.
|
artikel
|
| 77 |
Ultrametricity in fund of funds diversification
|
Miceli, M.A.
|
|
2004
|
344 |
1-2 |
p. 95-99
5 p.
|
artikel
|
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