Godfrey, if the market is essentially complete and equili...
posted by Philip Obazee ( 16 January 2012 ) on
[Papers]: Active Portfolio Management, Positive Jensen-Jarrow Alpha, and Zero Sets of CAPM
this is really interesting! in my master thesis for my MB...
posted by unterhd6 ( 22 November 2011 ) on
[Papers]: Quis pendit ipsa pretia: facebook valuation and di e93 agnostic of a bubble based on nonlinear demographic dynamics
I am far less enthusiastic about the prospects for econop...
posted by Joe McCauley ( 10 November 2011 ) on
[Papers]: Response to Worrying Trends in Econophysics
So many missing detais, such as sysmatically indentify su...
posted by liyu ( 4 November 2011 ) on
[Papers]: Memory effects in stock price dynamics: evidences of technical trading
Can anyone share thoughts with me? I don't really underst...
posted by liyu ( 3 November 2011 ) on
[Papers]: Switching processes in financial markets
why all economic theories are reduced to financial ones, ...
posted by pertev dural ( 26 October 2011 ) on
[Editorial]: Achilles' heels of current economic theories - The debate
This is a very nice paper, and in my opinion an important...
posted by Eric Kemp-Benedict ( 11 October 2011 ) on
[Papers]: The Food Crises: A quantitative model of food prices including speculators and ethanol conversion
This was revised 7 Aug. The revised paper includes a simp...
posted by Eric Kemp-Benedict ( 12 August 2011 ) on
[Papers]: Second-Order, Dissipative Tâtonnement: Economic Interpretation and 2-Point Limit Cycles
The following paper provides more details:
http://www.ph...
posted by czapart ( 8 August 2011 ) on
[Papers]: Low-entropy trading
Very interesting! But I'd like to see more details about ...
posted by carga ( 5 August 2011 ) on
[Papers]: On detecting the dependence of time series
First of all, it's just presentation slides, not an artic...
posted by carga ( 5 August 2011 ) on
[Papers]: Low-entropy trading
your comments is very good!
posted by yanghualei ( 30 July 2011 ) on
[Editorial]: FuturICT and Social Sciences: Big Data, Big Thinking
Ties machine learning methods with agent based systems vi...
posted by markchenin ( 29 July 2011 ) on
[Papers]: Machine Learning Markets
that sounds intersting
posted by yanghualei ( 29 July 2011 ) on
[Editorial]: FuturICT and Social Sciences: Big Data, Big Thinking
Journal Citation:
May Lim, Dan Braha, Sanith Wijesinghe,...
posted by mada ( 6 July 2011 ) on
[Papers]: Preferential Detachment in Broadcast Signaling Networks: Connectivity and Cost Trade-off
Journal Citation: Scott A. Hill, Dan Braha. Dynamic Mode...
posted by mada ( 6 July 2011 ) on
[Papers]: A dynamic model of time-dependent complex networks
Intriguing paper generalising predidiction markets. This ...
posted by markus ( 2 July 2011 ) on
[Papers]: Machine Learning Markets
See the published version
http://www.plosone.org/article...
posted by Linyuan Lü ( 30 June 2011 ) on
[Papers]: Leaders in Social Networks, the Delicious Case
This paper has absolutely zero value. The whole concept o...
posted by leptoq ( 1 June 2011 ) on
[Papers]: Is there a bubble in LinkedIn's stock price?
just google "An Introduction to Econophysics", ...
posted by apollolj ( 9 May 2011 ) on
[Book reviews]: An Introduction to Econophysics
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