Focus Session: Econophysics

Presentations

• Effect of citation patterns on network structure

  ORAL

  March 5, 2007, 6:00 AM – March 5, 2007, 6:12 AM

  Authors

  • Soma Sanyal

    • School of Library and Information Science, Indiana University

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• Counting solutions for the CDMA multiuser MAP demodulator

  ORAL

  March 5, 2007, 6:12 AM – March 5, 2007, 6:24 AM

  Authors

  • Jun-ichi Inoue

    • Hokkaido University

  • J.P.L. Hatchett

    • Hymans Robertson

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• A Weibull distribution with power-law tails that describes the first passage time processes of foreign currency exchanges

  ORAL

  March 5, 2007, 6:24 AM – March 5, 2007, 6:36 AM

  Authors

  • Naoya Sazuka

    • Sony Corporation

  • Jun-ichi Inoue

    • Hokkaido University

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• A new perspective on Quantum Finance using the Black-Scholes pricing model

  ORAL

  March 5, 2007, 6:36 AM – March 5, 2007, 6:48 AM

  Authors

  • Lamine Dieng

    • Rutgers University

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• Evolution of Trading strategies

  ORAL

  March 5, 2007, 6:48 AM – March 5, 2007, 7:00 AM

  Authors

  • Javier Vicente

    • Universidad Carlos III Madrid, Spain and Santa Fe Institute, N.M., USA

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• The Product Space and its Consequences for Economic Growth

  ORAL

  March 5, 2007, 7:00 AM – March 5, 2007, 7:12 AM

  Authors

  • Cesar Hidalgo

    • CCNR and Dept. of Physics, University of Notre Dame

  • Bailey Klinger

    • CID, Kennedy School of Government, Harvard University

  • Albert-Laszlo Barabasi

    • CCNR and Dept. of Physics, University of Notre Dame

  • Ricardo Hausmann

    • CID, Kennedy School of Government, Harvard University

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• Stochastic volatility of financial markets as the fluctuating rate of trading: an empirical study

  ORAL

  March 5, 2007, 7:12 AM – March 5, 2007, 7:24 AM

  Authors

  • Christian Silva

    • EvA Inc.

  • Victor Yakovenko

    • University of Maryland

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• Using behavioral statistical physics to understand supply and demand

  COFFEE_KLATCH · Invited

  March 5, 2007, 7:24 AM – March 5, 2007, 8:00 AM

  Authors

  • Doyne Farmer

    • Santa Fe Institute
    • Santa Fe Institute, N.M., USA
    • Santa Fe Institute, NM

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• Modelling Limit Order Execution Times from Market Data

  ORAL

  March 5, 2007, 8:00 AM – March 5, 2007, 8:12 AM

  Authors

  • Adlar Kim

    • Massachusetts Institute of Technology, MA / Santa Fe Institute, NM

  • Doyne Farmer

    • Santa Fe Institute
    • Santa Fe Institute, N.M., USA
    • Santa Fe Institute, NM

  • Andrew Lo

    • Massachusetts Institute of Technology

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• The Influence of Signed Order Volume on Stock Prices

  ORAL

  March 5, 2007, 8:12 AM – March 5, 2007, 8:24 AM

  Authors

  • Austin Gerig

    • University of Illinois at Urbana-Champaign

  • Doyne Farmer

    • Santa Fe Institute
    • Santa Fe Institute, N.M., USA
    • Santa Fe Institute, NM

  • Fabrizio Lillo

    • Unita di Palermo

  • Szabolcs Mike

    • Budapest University of Technology and Economics,

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• Is clustered volatility essential to understand heavy tails in financial markets?

  ORAL

  March 5, 2007, 8:24 AM – March 5, 2007, 8:36 AM

  Authors

  • Anuj Purwar

    • Santa Fe Institute and Los Alamos National Laboratory

  • Doyne Farmer

    • Santa Fe Institute
    • Santa Fe Institute, N.M., USA
    • Santa Fe Institute, NM

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• Persistent Patterns in Trading Firms' Actions

  ORAL

  March 5, 2007, 8:36 AM – March 5, 2007, 8:48 AM

  Authors

  • Neda Zamani

    • University of Sydney, Australia / Santa Fe Institute, N.M., USA

  • Doyne Farmer

    • Santa Fe Institute
    • Santa Fe Institute, N.M., USA
    • Santa Fe Institute, NM

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• Universality of Tail Exponents of Price Changes?

  ORAL

  March 5, 2007, 8:48 AM – March 5, 2007, 9:00 AM

  Authors

  • Luwen Huang

  • Doyne Farmer

    • Santa Fe Institute
    • Santa Fe Institute, N.M., USA
    • Santa Fe Institute, NM

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