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                             47 gevonden resultaten
nr titel auteur tijdschrift jaar jaarg. afl. pagina('s) type
1 Agent-based simulation of a financial market Raberto, Marco
 2001
 299 1-2 p. 319-327
9 p.
 artikel
2 A model for the growth dynamics of economic organizations Amaral, L.A.N.
 2001
 299 1-2 p. 127-136
10 p.
 artikel
3 A model of international financial crises Kaizoji, Taisei
 2001
 299 1-2 p. 279-293
15 p.
 artikel
4 Application of multi-agent games to the prediction of financial time series Johnson, Neil F.
 2001
 299 1-2 p. 222-227
6 p.
 artikel
5 APPLICATION OF PHYSICS IN ECONOMIC MODELLING Bouchaud, Jean-Philippe
 2001
 299 1-2 p. xv-xvi
nvt p.
 artikel
6 A simple model of bank bankruptcies Aleksiejuk, Agata
 2001
 299 1-2 p. 198-204
7 p.
 artikel
7 Asset–asset interactions and clustering in financial markets Cuniberti, Gianaurelio
 2001
 299 1-2 p. 262-267
6 p.
 artikel
8 A stochastic strategy for the minority game Reents, G.
 2001
 299 1-2 p. 253-261
9 p.
 artikel
9 Business size distributions D'Hulst, R.
 2001
 299 1-2 p. 328-333
6 p.
 artikel
10 Collective behavior of stock price movements—a random matrix theory approach Plerou, V.
 2001
 299 1-2 p. 175-180
6 p.
 artikel
11 Communication and optimal hierarchical networks Guimerà, R.
 2001
 299 1-2 p. 247-252
6 p.
 artikel
12 Conference photo 2001
 299 1-2 p. xiv-
1 p.
 artikel
13 Contents 2001
 299 1-2 p. xxi-xxiv
nvt p.
 artikel
14 Criticality in a model of banking crises Iori, Giulia
 2001
 299 1-2 p. 205-212
8 p.
 artikel
15 Ensemble properties of securities traded in the NASDAQ market Lillo, Fabrizio
 2001
 299 1-2 p. 161-167
7 p.
 artikel
16 Evaluating the RiskMetrics methodology in measuring volatility and Value-at-Risk in financial markets Pafka, Szilárd
 2001
 299 1-2 p. 305-310
6 p.
 artikel
17 Exponential and power-law probability distributions of wealth and income in the United Kingdom and the United States Drăgulescu, Adrian
 2001
 299 1-2 p. 213-221
9 p.
 artikel
18 Finite arbitrage times and the volatility smile? Otto, Matthias
 2001
 299 1-2 p. 299-304
6 p.
 artikel
19 Free random Lévy variables and financial probabilities Burda, Zdzisław
 2001
 299 1-2 p. 181-187
7 p.
 artikel
20 From rational bubbles to crashes Sornette, D
 2001
 299 1-2 p. 40-59
20 p.
 artikel
21 Giulia Iori 2001
 299 1-2 p. xx-
1 p.
 artikel
22 Happier world with more information Zhang, Yi-Cheng
 2001
 299 1-2 p. 104-120
17 p.
 artikel
23 Harms and benefits from social imitation Slanina, František
 2001
 299 1-2 p. 334-343
10 p.
 artikel
24 H. Eugene Stanley with Plamen Ivanov 2001
 299 1-2 p. xvii-
1 p.
 artikel
25 Levels of complexity in financial markets Bonanno, Giovanni
 2001
 299 1-2 p. 16-27
12 p.
 artikel
26 List of participants 2001
 299 1-2 p. 351-
1 p.
 artikel
27 Market mechanism and expectations in minority and majority games Marsili, Matteo
 2001
 299 1-2 p. 93-103
11 p.
 artikel
28 Matteo Marsili 2001
 299 1-2 p. xviii-
1 p.
 artikel
29 Microscopic models for long ranged volatility correlations Giardina, Irene
 2001
 299 1-2 p. 28-39
12 p.
 artikel
30 Minority games and stylized facts Challet, Damien
 2001
 299 1-2 p. 228-233
6 p.
 artikel
31 Modeling electricity loads in California: a continuous-time approach Weron, R.
 2001
 299 1-2 p. 344-350
7 p.
 artikel
32 Modeling the BUX index by a novel stochastic differential equation Alács, Péter
 2001
 299 1-2 p. 273-278
6 p.
 artikel
33 Modelling financial time series using multifractal random walks Bacry, E.
 2001
 299 1-2 p. 84-92
9 p.
 artikel
34 More stylized facts of financial markets: leverage effect and downside correlations Bouchaud, Jean-Philippe
 2001
 299 1-2 p. 60-70
11 p.
 artikel
35 Neo-classical theory of competition or Adam Smith's hand as mathematized ideology McCauley, Joseph L.
 2001
 299 1-2 p. 294-298
5 p.
 artikel
36 Power laws of wealth, market order volumes and market returns Solomon, Sorin
 2001
 299 1-2 p. 188-197
10 p.
 artikel
37 Preferential growth: solution and application to modeling stock market Kullmann, L.
 2001
 299 1-2 p. 121-126
6 p.
 artikel
38 Price fluctuations and market activity Gopikrishnan, P.
 2001
 299 1-2 p. 137-143
7 p.
 artikel
39 Price fluctuations from the order book perspective—empirical facts and a simple model Maslov, Sergei
 2001
 299 1-2 p. 234-246
13 p.
 artikel
40 Quantifying the dynamics of financial correlations Drożdż, S.
 2001
 299 1-2 p. 144-153
10 p.
 artikel
41 Self-organization in a model of economic system with scale invariant interactions Pis‘mak, Yu.M.
 2001
 299 1-2 p. 311-318
8 p.
 artikel
42 Sex-oriented stable matchings of the marriage problem with correlated and incomplete information Caldarelli, Guido
 2001
 299 1-2 p. 268-272
5 p.
 artikel
43 Similarities and differences between physics and economics Stanley, H.E.
 2001
 299 1-2 p. 1-15
15 p.
 artikel
44 Time intervals distribution of stock transactions and time correlation of stock indices in the model space Romanovsky, M.
 2001
 299 1-2 p. 168-174
7 p.
 artikel
45 Title page of the Sefer Gevurot (Book of Powers) printed in Krakow, 1582 2001
 299 1-2 p. xix-
1 p.
 artikel
46 Truncated Lévy process with scale-invariant behavior Ivanov, Plamen Ch.
 2001
 299 1-2 p. 154-160
7 p.
 artikel
47 Two classes of speculative peaks Roehner, Bertrand M.
 2001
 299 1-2 p. 71-83
13 p.
 artikel
                             47 gevonden resultaten
 
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