Econophysics PowerPoint PPT Presentations

Highly sophisticated theory: complex concepts, very ... pursuit of individual advantage is admirably connected with the universal good of the whole...

kurtosis 0. What to notice first: distribution. non-Gaussian. pronounced fat tails ... kurtosis 3. up-down asymmetry. skewness 0. R. Cont: Quantitative ...

Department of Economics, Federal University of Rio Grande Do Sul. Raul Matsushita ... colleagues put forward the sanguine hypothesis that crashes are deterministic ...

Sabatelli et al. (Irish market and ), K. Kim & S.-M. Yoon (Korean ... CTRWs are suitable as phenomenological models for high-frequency market dynamics. ...

9/12/09. Econophysics of wealth distributions Kolkata March 2005. 1 ... Vilfredo Pareto born Paris 1848 to Italian aristocratic family. ...

Half-Yearly and other Apparent Anomalies. A Promising Timing Strategy in Equity Markets. Bouman & Jacobsen (AER ... Econophysics: Making Money before Doomsday. ...

http://www2.physics.umd.edu/~yakovenk/econophysics.html. Publications. European Physical Journal B 17, 723 (2000), cond-mat/0001432 ...

Remark by physicist Cheng Zhang at 1st Econophysics Conference, Bali 2002, in ... That was the time of fashionable multifractals and related matters. ...

Reference book: 'Options, Futures. and other derivatives'/J. Hull, 2001 ... Computer trading. Trade & budget deficits. Overvaluation. October 1987. Oil embargo ...

... scales. 2 hours quotes. Weekly quotes. Monthly quotes ... Autumn 1998. September 2001. Terror in New York. Overvaluation. Economic problems. High-tech crisis ...

... 7.5M customers out up to 9 hours ... COI limit lowered to 3200 MW (Aug 11) ... The social dynamics of a tightly knit community factors into what is knowable. ...

LIFELONG LEARNING WITHIN THE ACADEMIC POSTGRADUATE PROGRAMMES AT THE UNIVERSITY OF ... Geometrical optics and physical optics I, Mathematics, Geometrical optics ...

THE OIL MYTH. High oil prices are bad for natural gas producers ... develop natural gas and oil at an economically attractive price In a $3 gas ...

Lex Vitae: CompLEXitatea ntregului VIu. Studiu de caz: S n TAtea organiza iEi universitare Learn and act GREEN PNII ID_774, Director proiect

High oil prices are bad for natural gas producers. Oil the last 100 years has been $20/barrel ... and oil at an economically attractive price [ $1.00/mcfe ...

Jawaharlal Nehru University is a Public Nationalised University of India; it has now operated for over five decades, making it one of the most prestigious universities in India and around the globe. Jawaharlal Nehru University has been not only at the forefront of education reforms in India, but also its students had lead radical reformative movements time and again to supersede the wellbeing of the nation as a whole. Read more at - https://www.cheggindia.com/university/jawaharlal-nehru-university-jnu-new-delhi-10916/

Biophysics and Biochemistry. Environment. Materials: Molecular, Nanoscopic, sub-atomic ... A Novel Computational Tool-Combine Quantum Mechanical and Neural ...

Title: Fraudulent agents in an artificial financial market Author: mps Last modified by: scalas Created Date: 5/23/2003 4:15:14 PM Document presentation format

'Social scientists for the most part don't seem to have learned ... walks and enhanced diffusion in Milan Stock Exchange, Mantegna, Physica A, 179, 232-242. ...

Properties of the Wealth Process in a Market Microstructure Model

University of Michigan, Centre for the Study of Complex ... Inflation, unemployment. Emergent behaviour. Infection spread. Disease spread. Price adjustments ...

Cenni di teoria ergodica. Enrico Scalas (DISTA Universit del Piemonte Orientale) ... sullo stato di energia ME si dice ergodica se dato J contenuto in ME e tale che ...

M. Raberto Universit di Genova. E. Scalas Universit del Piemonte Orientale ... this appointment, considered as a sinecure, was treated otherwise by Newton. ...

Title: PowerPoint Presentation Author: Csernai Last modified by: csernai Created Date: 4/8/2001 3:43:16 PM Document presentation format: On-screen Show

Two-class structure of income distribution in the USA: exponential bulk and power-law tail ... Lower Class. Boltzmann-Gibbs. exponential law. 97% of population ...

humans (Mexican waves) What makes a system 'complex' ... NO good models. Let us analyze real data! How? A practical method ... system without assuming any model ...

'Black body radiation' problem. Atom known to exist ... By Maxwell's & Newton equations, orbiting charge should radiate energy ...

Division of Labor, Technology Metabolism, and Business Cycles - A Constructive Criticism of Mainstream Economic Principles Ping Chen China Center for Economic ...

But as tools, clothing, and other mobile infrastructural capital became ... in Russia have revealed elaborate funeral clothing on a pair of children buried ...

Speculative option valuation and the fractional diffusion ... FDA04 - Bordeaux (FR) 18-21 July 2004. In collaboration with: Rudolf Gorenflo. Francesco Mainardi ...

... May and go away but buy back by St. Leger Day' Adjusted slightly. They report it works ... A Primer in Financial Economics (with David Bowie and John Hibbert) ...

... heteroscedasticity Hectic and calm periods GARCH-type ... 7.18*10-4 GEV is better at the tails of the distribution A theoretical model Explaining why ...

Dynamics of Complex Systems M.Y. Choi Department of Physics Seoul National University Seoul 151-747, Korea Main Collaborators J. Choi (KU), D.S. Koh (UW), B.J. Kim ...

Application of Random Matrices to Economy and Other Complex Systems, Cracow, May ... assigned to various positions in the standard model purport to cover the risk ...

Scaling and size-dependence in stock market trading activity. Zolt n Eisler, J nos Kert sz ... standard deviation exists on all time scales ...

'Einstein city tour' (visit of E's house, old Patentamt,etc.) EPS General Conference (EPS-13) ... Bern, 11-15 July 2005. Beyond Einstein. Physics for the 21st Century ...

New York Stock Exchange (NYSE) American Stock Exchange (AMEX) Chicago Board of Trade ... Chartists look for patterns in a sequence of stock prices ...

'the current economic situation is in many ways better than what we have ... Period of tranquility causes expectations to rise... The Euphoric Economy ...

Piecing the picture together: NYSE. 0.66. 0.57. Zolt n Eisler: Scaling theory and size-dependent... Piecing the picture together: NASDAQ. 0.64. 0.22 ...

IIFP China, Finance Research Centre of China (FRCC) ... E.g. Julian Robertson eventually couldn't bear the pain any more and quit in ...

Folding RNA a confluence of biology, mathematics, and physics A. Zee Institute for Theoretical Physics University of California Santa Barbara, CA, USA

Possible microfoundations in financial markets and industrial organization not in labor or producer ... fractal Brownian motion ... Gell-mann (complex adaptive ...

The concrete field of application will be the problem of portfolio selection ... the purposes of our numerical calculations we chose various model covariance ...

(da V.I. Arnold, Metodi matematici della. meccanica classica, Editori Riuniti) ... to me that the claim that economic processes are non-ergodic borders on nihilism. ...

Super-Paramagnetic Clustering (SPC) T = Each points is its own cluster ... Identifies 'natural' ( ) and stable clusters ( T) No need to pre-specify number of clusters ...

Constantino Tsallis (Santa Fe Institute, New Mexico, USA and CBPF, Rio ... SISTEMAS COMPLEXOS APRESENTAM FEN MENO DA. AUTO-ORGANIZA O (CHAMADOS DE ATRATORES) ...

Schools, Meetings and Workshops on topics related to complex systems ... J Lobo (Arizona State U, Tempe): Scaling in Urban Systems ...

Title: PowerPoint Presentation Last modified by: Laszlo Gulyas Created Date: 1/1/1601 12:00:00 AM Document presentation format: Diavet t s a k perny re

Tom Sabol Ekon mia poh ady z interdisciplin rnych brehov Tomas.Sabol@tuke.sk ...

50 Years of Social Simulation: Why We Need Agent-Based Social Simulation (and Why Other Approaches Fail), Klaus G. Troitzsch Universit t Koblenz-Landau

... from self-employment; property income (including income from buildings and ... TEMPORAL EVOLUTION OF GIBRAT AND PARETO INDEXES OVER THE BUSINESS CYCLE. ...

Detailed analysis of Hurst exponents. Decomposition of multifractal feature of power prices ... Method: Hurst exponent (H) Mean reversion ...

... bionic eye-glass cellular automata models partial differential equations Research goals: applications in physics how should CNN computers be further developed? ...

I give an Introduction to Stochastic Models in 12 lectures at 10 on ... Quotes from Real Life ... Cars and airplanes designed without wind-tunnels; the next ...

Value of n ERGO MOMENTS FPTD. n=1 yes yes yes. n=2 5 yes yes. n=4 9 5 7. Ergodicity for CHIMERA ... Ergo Moments FPTD =4 =0.5 long-range no up to 3rd up to 2nd ...

... Gibbs distribution is universal independent of model rules, provided a ... For the lower class, r are independent of r additive diffusion, so A and B are ...