nr |
titel |
auteur |
tijdschrift |
jaar |
jaarg. |
afl. |
pagina('s) |
type |
1 |
A Black-Scholes Schrödinger option price: ‘bit’ versus ‘qubit’
|
Haven, Emmanuel |
|
2003 |
324 |
1-2 |
p. 201-206 6 p. |
artikel |
2 |
A dynamical structure of high frequency currency exchange market
|
Sazuka, Naoya |
|
2003 |
324 |
1-2 |
p. 366-371 6 p. |
artikel |
3 |
A laboratory experiment on the minority game
|
Bottazzi, Giulio |
|
2003 |
324 |
1-2 |
p. 124-132 9 p. |
artikel |
4 |
Analysis of high-resolution foreign exchange data of USD-JPY for 13 years
|
Mizuno, Takayuki |
|
2003 |
324 |
1-2 |
p. 296-302 7 p. |
artikel |
5 |
An analysis of price impact function in order-driven markets
|
Iori, G. |
|
2003 |
324 |
1-2 |
p. 146-151 6 p. |
artikel |
6 |
A non-linear model of economic production processes
|
Ponzi, A. |
|
2003 |
324 |
1-2 |
p. 372-379 8 p. |
artikel |
7 |
Applications of small-world networks to some socio-economic systems
|
Elgazzar, A.S. |
|
2003 |
324 |
1-2 |
p. 402-407 6 p. |
artikel |
8 |
A stochastic model of firm growth
|
Bottazzi, Giulio |
|
2003 |
324 |
1-2 |
p. 213-219 7 p. |
artikel |
9 |
Causalities of the Taiwan stock market
|
Ting, Julian Juhi-Lian |
|
2003 |
324 |
1-2 |
p. 285-295 11 p. |
artikel |
10 |
Characterization of large price variations in financial markets
|
Johansen, Anders |
|
2003 |
324 |
1-2 |
p. 157-166 10 p. |
artikel |
11 |
Comparison between the probability distribution of returns in the Heston model and empirical data for stock indexes
|
Silva, A.Christian |
|
2003 |
324 |
1-2 |
p. 303-310 8 p. |
artikel |
12 |
Complex networks and economics
|
Souma, Wataru |
|
2003 |
324 |
1-2 |
p. 396-401 6 p. |
artikel |
13 |
Contents
|
|
|
2003 |
324 |
1-2 |
p. xix-xxiii nvt p. |
artikel |
14 |
Correlations and response: absence of detailed balance on the stock market
|
Kertész, J. |
|
2003 |
324 |
1-2 |
p. 74-80 7 p. |
artikel |
15 |
Degree stability of a minimum spanning tree of price return and volatility
|
Miccichè, Salvatore |
|
2003 |
324 |
1-2 |
p. 66-73 8 p. |
artikel |
16 |
Derivative pricing with non-linear Fokker–Planck dynamics
|
Michael, Fredrick |
|
2003 |
324 |
1-2 |
p. 359-365 7 p. |
artikel |
17 |
Dynamic asset trees and Black Monday
|
Onnela, J.-P. |
|
2003 |
324 |
1-2 |
p. 247-252 6 p. |
artikel |
18 |
Dynamics of cross-correlations in the stock market
|
Rosenow, Bernd |
|
2003 |
324 |
1-2 |
p. 241-246 6 p. |
artikel |
19 |
Econonatology: the physics of the economy in labour
|
Struzik, Zbigniew R. |
|
2003 |
324 |
1-2 |
p. 344-351 8 p. |
artikel |
20 |
Efficiency and persistence in models of adaptation
|
D'Hulst, R. |
|
2003 |
324 |
1-2 |
p. 323-329 7 p. |
artikel |
21 |
Emergence of heterogeneity in an agent-based model
|
Wan Abdullah, Wan Ahmad Tajuddin |
|
2003 |
324 |
1-2 |
p. 311-316 6 p. |
artikel |
22 |
Fixed point theorem for simple quantum strategies in quantum market games
|
Piotrowski, Edward W. |
|
2003 |
324 |
1-2 |
p. 196-200 5 p. |
artikel |
23 |
General numerical model of the competition life cycle: from physics to economy
|
Berg, D.B |
|
2003 |
324 |
1-2 |
p. 167-173 7 p. |
artikel |
24 |
Giffen paradoxes in quantum market games
|
Sładkowski, Jan |
|
2003 |
324 |
1-2 |
p. 234-240 7 p. |
artikel |
25 |
Growth and fluctuations of personal and company's income
|
Aoyama, Hideaki |
|
2003 |
324 |
1-2 |
p. 352-358 7 p. |
artikel |
26 |
How effective is advertising in duopoly markets?
|
Sznajd-Weron, K. |
|
2003 |
324 |
1-2 |
p. 437-444 8 p. |
artikel |
27 |
Information flow in generalized hierarchical networks
|
Almendral, Juan A. |
|
2003 |
324 |
1-2 |
p. 424-429 6 p. |
artikel |
28 |
Inverse statistics in economics: the gain–loss asymmetry
|
Jensen, Mogens H. |
|
2003 |
324 |
1-2 |
p. 338-343 6 p. |
artikel |
29 |
Langevin modelling of high-frequency Hang-Seng index data
|
Tang, Lei-Han |
|
2003 |
324 |
1-2 |
p. 272-277 6 p. |
artikel |
30 |
Limit order market analysis and modelling: on a universal cause for over-diffusive prices
|
Challet, Damien |
|
2003 |
324 |
1-2 |
p. 141-145 5 p. |
artikel |
31 |
List of contributors
|
|
|
2003 |
324 |
1-2 |
p. 454- 1 p. |
artikel |
32 |
Log-periodic self-similarity: an emerging financial law?
|
Drożdż, S. |
|
2003 |
324 |
1-2 |
p. 174-182 9 p. |
artikel |
33 |
Matching games with partial information
|
Laureti, Paolo |
|
2003 |
324 |
1-2 |
p. 49-65 17 p. |
artikel |
34 |
Money and exchange in an economy with spatially differentiated agents
|
Manolova, Petia |
|
2003 |
324 |
1-2 |
p. 445-453 9 p. |
artikel |
35 |
More statistical properties of order books and price impact
|
Potters, Marc |
|
2003 |
324 |
1-2 |
p. 133-140 8 p. |
artikel |
36 |
Multivariate Markov chain modeling for stock markets
|
Maskawa, Jun-ichi |
|
2003 |
324 |
1-2 |
p. 317-322 6 p. |
artikel |
37 |
Nonextensive statistical mechanics and economics
|
Tsallis, Constantino |
|
2003 |
324 |
1-2 |
p. 89-100 12 p. |
artikel |
38 |
Nontrivial bookkeeping: a mechanical perspective
|
Fischer, Robert |
|
2003 |
324 |
1-2 |
p. 266-271 6 p. |
artikel |
39 |
On size and growth of business firms
|
De Fabritiis, G. |
|
2003 |
324 |
1-2 |
p. 38-44 7 p. |
artikel |
40 |
On the size distribution of firms: additional evidence from the G7 countries
|
Gaffeo, Edoardo |
|
2003 |
324 |
1-2 |
p. 117-123 7 p. |
artikel |
41 |
Power law distribution of the frequency of demises of US firms
|
Cook, William |
|
2003 |
324 |
1-2 |
p. 207-212 6 p. |
artikel |
42 |
Power laws and macroeconomic fluctuations
|
Gaffeo, Edoardo |
|
2003 |
324 |
1-2 |
p. 408-416 9 p. |
artikel |
43 |
Preface of Dr. Surya, Chair of the Local Organizing Committee
|
Surya, Yohanes |
|
2003 |
324 |
1-2 |
p. xvii- 1 p. |
artikel |
44 |
Preface of the International Scientific Organizing Committee
|
Eugene Stanley, H |
|
2003 |
324 |
1-2 |
p. xv-xvi nvt p. |
artikel |
45 |
prelim viii–xi (list of editors)
|
|
|
2003 |
324 |
1-2 |
p. viii-xi nvt p. |
artikel |
46 |
Pricing derivatives by path integral and neural networks
|
Montagna, Guido |
|
2003 |
324 |
1-2 |
p. 189-195 7 p. |
artikel |
47 |
Quantum models of Parrondo's games
|
Flitney, A.P. |
|
2003 |
324 |
1-2 |
p. 152-156 5 p. |
artikel |
48 |
Risk and utility in portfolio optimization
|
Cohen, Morrel H. |
|
2003 |
324 |
1-2 |
p. 81-88 8 p. |
artikel |
49 |
Scale invariance and criticality in financial markets
|
Marsili, Matteo |
|
2003 |
324 |
1-2 |
p. 17-24 8 p. |
artikel |
50 |
Scaling behaviors in differently developed markets
|
Di Matteo, T. |
|
2003 |
324 |
1-2 |
p. 183-188 6 p. |
artikel |
51 |
Self-modulation processes and resulting generic 1/f fluctuations
|
Takayasu, Misako |
|
2003 |
324 |
1-2 |
p. 101-107 7 p. |
artikel |
52 |
Simple model for the dynamics of correlations in the evolution of economic entities under varying economic conditions
|
Ausloos, Marcel |
|
2003 |
324 |
1-2 |
p. 330-337 8 p. |
artikel |
53 |
Sponsors
|
|
|
2003 |
324 |
1-2 |
p. xviii- 1 p. |
artikel |
54 |
Standing on the toes of pygmies:
|
Keen, Steve |
|
2003 |
324 |
1-2 |
p. 108-116 9 p. |
artikel |
55 |
Statistical analysis of strait time index and a simple model for trend and trend reversal
|
Chen, Kan |
|
2003 |
324 |
1-2 |
p. 258-265 8 p. |
artikel |
56 |
Strategy for investments from Zipf law(s)
|
Ausloos, M. |
|
2003 |
324 |
1-2 |
p. 30-37 8 p. |
artikel |
57 |
The effect of Kapitza pendulum and price equilibrium
|
Hołyst, Janusz A. |
|
2003 |
324 |
1-2 |
p. 388-395 8 p. |
artikel |
58 |
The extraction of macromodel and origin of long-ranged correlations
|
Yamasaki, Kazuko |
|
2003 |
324 |
1-2 |
p. 417-423 7 p. |
artikel |
59 |
The internalist perspective on inevitable arbitrage in financial markets
|
Matsuno, Koichiro |
|
2003 |
324 |
1-2 |
p. 278-284 7 p. |
artikel |
60 |
The minority game: effects of strategy correlations and timing of adaptation
|
Sherrington, David |
|
2003 |
324 |
1-2 |
p. 25-29 5 p. |
artikel |
61 |
The small-world of economy: a speculative proposal
|
Corso, G. |
|
2003 |
324 |
1-2 |
p. 430-436 7 p. |
artikel |
62 |
The variance of corporate growth rates
|
Sutton, John |
|
2003 |
324 |
1-2 |
p. 45-48 4 p. |
artikel |
63 |
Trading strategies, feedback control and market dynamics
|
Alvarez-Ramirez, Jose |
|
2003 |
324 |
1-2 |
p. 220-226 7 p. |
artikel |
64 |
Triangular arbitrage and negative auto-correlation of foreign exchange rates
|
Aiba, Yukihiro |
|
2003 |
324 |
1-2 |
p. 253-257 5 p. |
artikel |
65 |
Two-phase oscillatory patterns in a positive feedback agent model
|
Tanaka-Yamawaki, Mieko |
|
2003 |
324 |
1-2 |
p. 380-387 8 p. |
artikel |
66 |
Understanding the cubic and half-cubic laws of financial fluctuations
|
Gabaix, Xavier |
|
2003 |
324 |
1-2 |
p. 1-5 5 p. |
artikel |
67 |
Volatility clustering in agent based market models
|
Giardina, Irene |
|
2003 |
324 |
1-2 |
p. 6-16 11 p. |
artikel |
68 |
Who wins? Study of long-run trader survival in an artificial stock market
|
Cincotti, Silvano |
|
2003 |
324 |
1-2 |
p. 227-233 7 p. |
artikel |