Econophysics Colloquium 2008

Christian-Albrechts-Universität zu Kiel
Econophysics Colloquium, August 28-30, 2008 in Kiel, Germany
Useful links:
Logo Quantitative Economics

Accepted abstracts

Name of presenting author
Title of Abstract
Link to Abstract/Full text
Rute Abreu Could firm value be explained by thermal comfort?
Evidence from listed companies in Portugal
Abstract
Simone Alfarano A nonparametric approach to the unconditional distribution of volatility Abstract
Yuji Aruka Non-self averaging of a two-person game only with positive spillover: New formulation of avatamsaka dilemma process Full text
Terry Bossomaier Equity trees and information theory Abstract
Stefan Bornholdt Magnetic spin models of speculation Abstract
Dario Bovina Hurst exponent consistency for fat-tailed return distributions Full text
Shu-Heng Chen Agent-based economic models and econometrics Full text
Eric Findlay The effects of macro-level noise on unemployment, inflation and growth Full text
Haleh Ebadi Inverse Statistics in Tehran Price Index Full text
Diego Garlaschelli Interplay between topology and dynamics in the World Trade Web Full text
Guido Germano Synthetic high-frequency financial time series: Numerical study of free random Wishart-Levy matrices Abstract
Jaba Ghonghadze Modelling the Dynamics of EU Economic Sentiment Indicators: An Interaction-Based Approach Abstract
Oliver Hermsen Does Basel II destabilize financial markets? An agent-based financial market perspective Full paper
Christian Hott Banks and real estate prices Full text
Hiroyasu Inoue Verifications of growing models for cooperative R&D networks Full text
Mikhail Kanevski Analysis of interest rate curves clustering using self-organising maps Full text
Dror Kenett The stock market as a complex adaptive system with self-reference - The functional role of the index Abstract
Kyungsik Kim Dynamical analysis of two-phase phenomena in financial markets Abstract
Victor V. Kryssanov How the diffusion of money may direct the distribution of income Full text
K.P. Lam Characterizing jumps using MEM and titration for chaotic patterns Abstract
Sai-Ping Li Statistical properties of agent-based models in markets with continuous double auction mechanism Full text
Lin Lin An agent-based general equilibrium model of employment, production and consumption Abstract
Edmilson J.T. Manganote Stock price collective behavior in an emerging market Abstract
Mishael Milakovic The empirical distribution of firm profit rates Abstract
Juergen Mimkes Differential forms: A new tool in economics from biological models to econophysics Full text
Takayuki Mizuno Analysis of high-resolution product prices in an online shopping mall Abstract
Leonardo Morales-Arias Forecasting volatility under fractality, regime-switching, long memory and student-t innovations Abstract
Gabjin Oh Grouping property of complex network in financial markets Abstract
Tamotsu Onozaki A model of market structure dynamics with boundedly rational agents Abstract
Paul Ormerod Evolution and turnover in scaling systems Full text
Pawel Oswiecimka Empirics of financial multifractality Abstract
Luciano Pietronero Minimal agent based model for the origin and self-organization of financial markets Abstract
Francesco Pozzi The use of dynamical networks to detect the hierarchical organization of financial market sectors Abstract
Matthias Raddant Hierarchical networks effects in a financial herding model Abstract
Maria de Fatima Fabiao Ribeiro Dynamical system of Solow model and the the Hamiltonian systems theory Abstract
Martin Rosvall Cartography in a complex world: from interactions to maps Abstract
Yukie Sano Statistical properties of number fluctuations observed in internet blog keywords Abstract
Lisa Sella Economic cycles: some empirical evidence from spectral and time-domain analysis of GDP time series Full text
Stella Stamataki Smyrnaki Physics and banking Abstract
Jorge Enrique Ruiz Trujilo Market efficiency and entropy of foreign exchange markets and stock markets Full text
Jie-Jun Tseng Experimental evidence for the interplay between individual wealth and transaction network Full text
Hiromichi Ueno Statistical properties of relation between sales and prices in retail Abstract
F. Wagner Differences in the SV decomposition of noise factors for indices and individual stocks Abstract
Hayafumi Watanabe Renormalization of random multiplicative processes and statistics of business-firm growth Abstract
Kota Watanabe The effect of extended trading on emergence and collapse of the financial bubbles Abstract
Wolfgang Weidlich Dynamics of political opinion formation including catastrophe theory Abstract
Al Wilhite Games on networks Full text
Ryuichi Yamamoto The impact of order-splitting on long-memory in an order-driven market Abstract
Ryuichi Yamamoto Trading profitability of technical strategies in individual stocks Full text