Guest Editors: Frank Schweitzer, Dirk Helbing
Abstract and Full Text of all papers can be downloaded here
| Guest Editorial | iv-v | ||
| Frank Schweitzer, D. Helbing |
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| I. Time Series Analysis of Economic Data |
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| Quantifying Fluctuations in Economic Systems by Adapting Methods of Statistical Physics | 339-361 | ||
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| H. E. Stanley
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| Scaling and Correlation in Financial Time Series | 362-373 | ||
| P. Gopikrishnan, V. Plerou, Y. Liu, L. A. N. Amaral, X. Gabaix, H. E.
Stanley
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| A Random Matrix Theory Approach to Financial Cross-Correlations | 374-382 | ||
| V. Plerou, P. Gopikrishnan, B. Rosenow, L. A. N. Amaral, H. E.
Stanley
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| Extracting Meaningful Information from Financial Data | 383-395 | ||
| M. Rajkovic
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| Empirical Evidence of Long-Range Correlations in Stock Returns | 396-404 | ||
| P. Grau-Carles
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| The First 20 Minutes in the Hong Kong Stock Market | 405-411 | ||
| Z.-F. Huang | |||
Identification of Clusters of Companies in Stock Indices via Potts Super-Paramagnetic Transitions |
412-419 | ||
| L. Kullmann, J. Kertesz, R. N. Mantegna
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| Intraday Patterns and Local Predictability of High Frequency Financial Time Series | 420-428 | ||
| L. Molgedey, W. Ebeling
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| The Entropy as a Tool for Analysing Statistical Dependences in Financial Time Series | 429-439 | ||
| G. A. Darbellay, D. Wuertz
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| Dynamics of Competition between Collectivity and Noise in the Stock Market | 440-449 | ||
| S. Drozdz, F. Grümmer, A. Z. Gorski, F. Ruf, J. Speth |
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| II. Modeling and Simulation of Economic Systems |
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| Truncated Levy Distribution of SP500 Stock Index Fluctuations. Distribution of One-Share Fluctuations in a Model Space | 450-460 | ||
| M. Y. Romanovsky
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| Derivation of One-Dimensional Hydrodynamic Model for Stock Price Evolution | 461-467 | ||
| C. Vamos, N. Suciu, W. Blaj
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| Fractional Calculus and Continuous-Time Finance II: The Waiting-Time Distribution | 468-481 | ||
| F. Mainardi, M. Raberto, R. Gorenflo, E. Scalas
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| Fractional Market Dynamics | 482-492 | ||
| N. Laskin
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| Speculative Bubbles and Crashes in Stock Markets: An Interacting Agent Model of Speculative Activity | 493-506 | ||
| T. Kaizoji
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| Evolutionary Financial Market Models | 507-523 | ||
| A. Ponzi, Y. Aizawa
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| A Trading Strategy with Variable Investment from Minimizing Risk to Profit Ratio | 524-538 | ||
| S. Liehr, K. Pawelzik | |||
Physics of Fashion Fluctuations |
539-545 | ||
| R. Donangelo, A. Hansen, K. Sneppen, S.R. Souza
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| Spatial Competition and Price Formation | 546-562 | ||
| K. Nagel, M. Shubik, M. Paczuski, P. Bak
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| Hits and Flops Dynamics | 563-576 | ||
| G. Weisbuch, D. Stauffer
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| A Probablistic Framework for Hysteresis | 577-586 | ||
| M. Grinfeld, L. Piscitelli, R. Cross
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| Chaos Control in Economical Model by Time-Delayed Feedback Method | 587-598 | ||
| J. A. Holyst, K. Urbanowicz
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| Stochastic Urn Models of Innovation and Search Dynamics | 59Qê‚ch Dynamics | N="TOP" WIDTH=669>W. Ebeling, L. Molgedey, A. Reimann |
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| III. Opinion Formation and Decision Making |
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| Simulating the Coordination of Individual Economic Decisions | 613-630 | ||
| A. Nowak, M. Kus, J. Urbaniak, T. Zarycki
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| Phase Transitions as a Persistent Feature of Groups with Leaders in Models of Opinion Formation | 631-643 | ||
| K. Kacperski, J. A. Holyst
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| From Individual Choice to Group Decision Making | 644-659 | ||
| S. Galam, J.-D. Zucker
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| Abstention in Dynamical Models of Spatial Voting | 660-668 | ||
| B. M. R. Stadler
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| Decision Dynamics in a Traffic Scenario | 669-682 | ||
| J. Wahle, A. Bazzan, F. Klügl, M. Schreckenberg
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| List of Contributors | 682 | ||
| List of Participants | 683-687 | ||
| Index of Authors and Papers to Volume 287 | 688-691 |