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Dynamics of Stock Market Correlations

D.Y. Kenett, Y. Shapira, A. Madi, S. Bransburg-Zavary, G. Gur-Gershgoren, E. Ben-Jacob

posted by drorkenett's picturedrorkenett, 16 November 2010

other (471 views, 159 download, 0 comments)

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Low-entropy trading

Christopher Zapart

posted by Anonymous's pictureAnonymous, 09 November 2010

pdf (1314 views, 186 download, 2 comments)

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Cumulant Approach of Arbitrary Truncated Levy Flight

Dmitry V. Vinogradov

posted by vin63's picturevin63, 28 October 2010

pdf (359 views, 156 download, 0 comments)

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Statistical properties of derivatives: a journey in term structures

Delphine Lautier, Franck Raynaud

posted by franckraynaud's picturefranckraynaud, 28 October 2010

pdf (317 views, 119 download, 0 comments)

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How sensitive are equilibrium pricing models to real-world distortions?

Harbir Lamba

posted by hlamba's picturehlamba, 05 October 2010

pdf other (274 views, 234 download, 0 comments)

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Generalized Hirsch h-index for disclosing latent facts in citation networks

Antonis Sidiropoulos

posted by Anonymous's pictureAnonymous, 04 October 2010

pdf (650 views, 624 download, 0 comments)

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Modeling the non-Markovian, non-stationary scaling dynamics of financial markets

Fulvio Baldovin, Dario Bovina, Francesco Camana, Attilio L. Stella

posted by Anonymous's pictureAnonymous, 08 September 2010

pdf ps other (283 views, 301 download, 0 comments)

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A Random Matrix Approach to VARMA Processes

Zdzisław Burda, Andrzej Jarosz, Maciej A. Nowak, Małgorzata Snarska

posted by snarska's picturesnarska, 03 September 2010

pdf ps other (272 views, 368 download, 0 comments)

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Statistical and Multifractal Properties of the Time Series Generated by a Modified Minority Game

Yu.A.Kuperin, M.M.Morozova

posted by kuperin's picturekuperin, 26 August 2010

pdf (291 views, 141 download, 0 comments)

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Canonical Representation of Option Prices and Greeks with Implications for Market Timing

Godfrey Cadogan

posted by gocadog's picturegocadog, 24 July 2010

other (390 views, 141 download, 0 comments)

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