The latest revision of the paper highlights some importan...
posted by gocadog ( 14 May 2012 ) on
[Papers]: A Confidence Representation Theorem for Ambiguous Sources with Applications to Financial Markets and Trade Algorithm

"The business remains highly lucrative" - It wo...
posted by Murrayv ( 13 May 2012 ) on
[Book reviews]: Inside The Black Box: The Simple Truth About Quantitative Trading

the link given here does not seem to work, but this one d...
posted by AlistairMilne ( 10 May 2012 ) on
[News and announcements]: Latsis Symposium 2012 - Economics on the Move: Trends and Challenges from the Natural Sciences

I might add that the "entropic origin" of almos...
posted by gocadog ( 4 May 2012 ) on
[Papers]: Applications of statistical mechanics to economics: Entropic origin of the probability distributions of money, income, and energy consumption

The latest version clarifies notation and presents a form...
posted by gocadog ( 14 April 2012 ) on
[Papers]: A Note On Confidence Momentum And Term Structure of Confidence with Applications to Financial Markets

This paper proves an equivalence between a class of one-f...
posted by Dan Pirjol ( 9 April 2012 ) on
[Papers]: Equivalence of interest rate models and lattice gases

People want their money to make cash when they invest in ...
posted by veronicaF ( 24 March 2012 ) on
[Papers]: Transaction Costs, Trading Volume, and the Liquidity Premium

People want their money to make cash when they invest in ...
posted by veronicaF ( 24 March 2012 ) on
[Papers]: Transaction Costs, Trading Volume, and the Liquidity Premium

I agree with Pertev Dural that it is important and intere...
posted by Eric Kemp-Benedict ( 2 March 2012 ) on
[Editorial]: Achilles' heels of current economic theories - The debate

This is a remarkable paper. The gravity law is a fundamen...
posted by Eric Kemp-Benedict ( 1 March 2012 ) on
[Papers]: A universal model for mobility and migration patterns

This paper replaces the one entitled "A Note On The ...
posted by gocadog ( 14 February 2012 ) on
[Papers]: A Note On Confidence Momentum And Term Structure of Confidence with Applications to Financial Markets

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

Mass collaboration is the keyword important in this artic...
posted by Sutanto Sastraredja ( 14 April 2011 ) on
[Papers]: Collaboration in Social Networks

I want buy this book. How to get it? Thanks Sutanto Sast...
posted by Sutanto Sastraredja ( 14 April 2011 ) on
[Book reviews]: An Introduction to Econophysics

i'm interresting at simulation
posted by flocon ( 4 January 2011 ) on
[Papers]: A practical guide to computer simulations

Please note that this is a very old announcement (from 20...
posted by Matúš Medo ( 11 November 2010 ) on
[News and announcements]: Opportunities to study econophysics in Rome/Santa Fe and obtain a PhD in economics

Any detailed information about the program? I want to kno...
posted by apollolj ( 20 October 2010 ) on
[News and announcements]: Opportunities to study econophysics in Rome/Santa Fe and obtain a PhD in economics

Honesty takes a back seat in the bus when and where big m...
posted by Joe McCauley ( 20 September 2010 ) on
[News and announcements]: Let a physicist take charge of economics

Very interesting, although hardly to connect to the diver...
posted by pb00011127 ( 4 September 2010 ) on
[Papers]: Human Speed-Accuracy Tradeoffs in Search

The critique is fair however the lessons should be adress...
posted by realphysik ( 27 August 2010 ) on
[Papers]: Worrying Trends in Econophysics

Highly qualified quants should move to more productive po...
posted by realphysik ( 26 August 2010 ) on
[News and announcements]: Let a physicist take charge of economics

For a response see Joe McCauley's article on arXiv: http:...
posted by Matúš Medo ( 24 June 2010 ) on
[Papers]: Worrying Trends in Econophysics

Could one of the econophysicists give a very basic rebutt...
posted by Alastair ( 21 June 2010 ) on
[Papers]: Worrying Trends in Econophysics

Could one of the econophycists here give a very basic reb...
posted by Alastair ( 21 June 2010 ) on
[Papers]: Worrying Trends in Econophysics

I completely agree with Mr. Zhang's remarks. It is the pe...
posted by John Rutledge ( 26 April 2010 ) on
[Editorial]: Worrying signs of “new thinking”

Apologies problem with link I think.. http://www.p2pfo...
posted by Searle88 ( 14 April 2010 ) on
[Editorial]: Worrying signs of “new thinking”

I think my project on Transfinancial Economics may be of ...
posted by Searle88 ( 14 April 2010 ) on
[Editorial]: Worrying signs of “new thinking”

sounds interesting.
posted by xrigher ( 31 March 2010 ) on
[Papers]: Predicting the Future with Social Media

hbkmgj
posted by zinp ( 29 March 2010 ) on
[Papers]: Adiabaticity Conditions for Volatility Smile in Black-Scholes Pricing Model

this is a test, never mind
posted by zinp ( 26 March 2010 ) on
[Papers]: Growth factor parametrization in curved space

it seems all right
posted by bobo ( 26 March 2010 ) on
[Papers]: Spreading of Persistent Infections in Heterogeneous Populations