Tobias Preis
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Econophysics

Wild fluctuations in the stock prices and currency exchange rates of every country around the globe in the last few years have thrust econophysics into the limelight. But does a field that involves the application of statistical physics to economics have anything important to contribute to the discussions about the current economic crisis? Yes, absolutely, because finding laws describing fluctuations is the essence of statistical physics.
 

Research Highlights in Econophysics

  • Complex dynamics of our economic life on different scales: insights from search engine query data

    Tobias Preis, Daniel Reith, and H. Eugene Stanley
    Philosophical Transactions of the Royal Society A 368, 5707-5719 (2010) — We study weekly search volume data for various search terms from 2004 to 2010 that are offered by the search engine Google for scientific use. We ask the question whether there is a link between search volume data and financial market fluctuations on a weekly time scale. We find clear evidence that weekly transaction volumes of S&P 500 companies are correlated with weekly search volume of corresponding company names.

    Econophysics

  • Switching Phenomena in a System with No Switches

    Tobias Preis and H. Eugene Stanley
    Journal of Statistical Physics 138, 431-446 (2010) — Analysis of trend switching processes in financial markets. Such switching occurs on time scales ranging from macroscopic bubbles persisting for hundreds of days to microscopic bubbles persisting only for a few seconds. We find striking scale-free behavior of the volume and inter-trade times after each switching occurs.

    Econophysics

  • Accelerated fluctuation analysis by graphic cards and complex pattern formation in financial markets

    Tobias Preis, Peter Virnau, Wolfgang Paul, and Johannes J. Schneider
    New Journal of Physics 11, 093024 (2009) — The compute unified device architecture is a programming approach for managing computations on a graphics processing unit (GPU). We apply this technology to methods of fluctuation analysis, which includes determination of the scaling behavior of a stochastic process, the equilibrium autocorrelation function, and the pattern formation conformity. Results are obtained up to 84 times faster than on a central processing unit core.

    Econophysics

  • Fluctuation patterns in high-frequency financial asset returns

    Tobias Preis, Wolfgang Paul, and Johannes J. Schneider
    Europhysics Letters 82, 68005 (2008) — We introduce a new method for quantifying pattern-based complex short-time correlations of a time series. Our correlation measure is 1 for a perfectly correlated and 0 for a random walk time series. When we apply this method to high-frequency time series data of the German DAX future, we find clear correlations on short time scales.

    Econophysics

  • Statistical analysis of financial returns for a multiagent order book model of asset trading

    Tobias Preis, Sebastian Golke, Wolfgang Paul, and Johannes J. Schneider
    Physical Review E 76, 016108 (2007) — We analyze the Order Bool Model in detail, explain the consequences of the use of different groups of traders, and focus on the foundation of a nontrivial Hurst exponent based on the introduction of a market trend. Our Order Book Model supports the theoretical argument that a nontrivial Hurst exponent implies not necessarily long-term correlations. A coupling of the order placement depth to the market trend can produce fat tails.

    Econophysics

  • Multi-agent-based Order Book Model of financial markets

    Tobias Preis, Sebastian Golke, Wolfgang Paul, and Johannes J. Schneider
    Europhysics Letters 75, 510-516 (2006) — We introduce a simple model for simulating financial markets, based on an order book, in which several agents trade one asset at a virtual exchange continuously. We show that a market trend, i.e. an asymmetric order flow of any type, leads to a non-trivial Hurst exponent for the price development, but not to "fat-tailed" return distributions. When one additionally couples the order entry depth to the prevailing trend, also the stylized empirical fact of "fat tails" can be reproduced by our Order Book Model.

    Econophysics

    Selected Publications in Econophysics and Interdisciplinary Physics in 2002

    [1999] [2000] [2001] [2002] [2003] [2004] [2005] [2006] [2007] [2008] [2009] [2010] [2011]

    Tseng J.-J. & Li S.-P., Asset returns and volatility clustering in financial time series, Physica A 390, 1300-1314 (2011)

    Lan B.L. & Chandran P., Distribution of animal population fluctuations, Physica A 390, 1289-1294 (2011)

    Takahashi T., Psychophysics of the probability weighting function, Physica A 390, 902-905 (2011)

    Qiu T., Chen G., Zhong L.-X. & Lei X.-W., Memory effect and multifractality of cross-correlations in financial markets, Physica A 390, 828-836 (2011)

    Zunino L., Tabak B.M., Serinaldi F., Zanin M., Perez D.G. & Rosso O.A., Commodity predictability analysis with a permutation information theory approach, Physica A 390, 876-890 (2011)

    Lee S.Y., Hwang D.I., Kim M.J., Koh I.G. & Kim S.Y., Cross-correlations in volume space: Differences between buy and sell volumes, Physica A 390, 837-846 (2011)

    Kim M.J., Kwak Y.B. & Kim S.Y., Dependence structure of the Korean stock market in high frequency data, Physica A 390, 891-901 (2011)

    Keskin M., Deviren B. & Kocakaplan Y., Topology of the correlation networks among major currencies using hierarchical structure methods, Physica A 390, 719-730 (2011)

    Eliazar I., The Pietra term structures of financial assets, Physica A 390, 699-706 (2011)

    Chami Figueira F., Moura Jr. N.J. & Ribeiro M.B., The Gompertz-Pareto income distribution, Physica A 390, 689-698 (2011)

    Jang W., Lee J. & Chang W., Currency crises and the evolution of foreign exchange market: Evidence from minimum spanning tree, Physica A 390, 707-718 (2011)

    Yang C.-X., Wu H.-F., Zhang Y.-C., Xia B.-Y. & Itoh M., Phase synchronization detection of financial market crises, Modern Physics Letters B 25, 243-254 (2011)

    Ray R., Econophysics: Finance, economics and physics, Applied Economics Letters 18, 273-277 (2011)

    Bartiromo R., Shared information in the stock market, Quantitative Finance 11, 229-235 (2011)

    Forsyth P.A., A Hamilton-Jacobi-Bellman approach to optimal trade execution, Applied Numerical Mathematics 61, 241-265 (2011)

    Fernandez V., Spatial linkages in international financial markets, Quantitative Finance 11, 237-245 (2011)

    Breunig C. & Jones B.D., Stochastic process methods with an application to budgetary data, Political Analysis 19, 103-117 (2011)

    Mendes R.S., Ribeiro H.V., Freire F.C.M., Tateishi A.A. & Lenzi E.K., Universal patterns in sound amplitudes of songs and music genres, Physical Review E - Statistical, Nonlinear & Soft Matter Physics 83, 017101 (2011)

    Iyetomi H., Nakayama Y., Aoyama H., Fujiwara Y., Ikeda Y. & Souma W., Fluctuation-dissipation theory of input-output interindustrial relations, Physical Review E - Statistical, Nonlinear & Soft Matter Physics 83, 016103 (2011)

    Pellicer-Lostao C. & Lopez-Ruiz R., Transition from exponential to power law income distributions in a chaotic market, International Journal of Modern Physics C 22, 21-33 (2011)

    Domino K., The use of the Hurst exponent to predict changes in trends on the Warsaw Stock Exchange, Physica A 390, 98-109 (2011)

    Benhabib J., Bisin A. & Zhu S., The Distribution of Wealth and Fiscal Policy in Economies With Finitely Lived Agents, Econometrica 79, 123-157 (2011)

    Buter R.K., Noyons Ed.C.M. & van Raan A.F.J., Searching for converging research using field to field citations, Scientometrics 86, 325-338 (2011)

    Choi J., Lim G., Kim S.Y. & Kim K., Information of group-correlations in Korean financial market, Computer Physics Communications 182, 219-222 (2011)

    Piccardi C., Calatroni L. & Bertoni F., Clustering financial time series by network community analysis, International Journal of Modern Physics C 22, 35-50 (2011)

    Preis T., Reith D. & Stanley H.E., Complex dynamics of our economic life on different scales: Insights from search engine query data, Philosophical Transactions of the Royal Society A 368, 5707-5719 (2010)

    Zhang C. & Huang L., A quantum model for the stock market, Physica A 389, 5769-5775 (2010)

    Gunduz G. & Gunduz Y., Viscoelastic behavior of stock indices, Physica A 389, 5776-5784 (2010)

    Suhadolnik N., Galimberti J. & Da Silva S., Robot traders can prevent extreme events in complex stock markets, Physica A 389, 5182-5192 (2010)

    Cassidy D.T., Hamp M.J. & Ouyed R., Pricing European options with a log Student's t-distribution: A Gosset formula, Physica A 389, 5736-5748 (2010)

    Lei C., Jia J., Wu T. & Wang L., Coevolution with weights of names in structured language games, Physica A 389, 5628-5634 (2010)

    Shapoval A., Prediction problem for target events based on the inter-event waiting time, Physica A 389, 5145-5154 (2010)

    Wang Y., Wei Y. & Wu C., Auto-correlated behavior of WTI crude oil volatilities: A multiscale perspective, Physica A 389, 5759-5768 (2010)

    Balogh E., Simonsen I., Nagy B.Z. & Neda Z., Persistent collective trend in stock markets, Physical Review E - Statistical, Nonlinear & Soft Matter Physics 82, 066113 (2010)

    Liu C. & Zhou W.-X., Superfamily classification of nonstationary time series based on DFA scaling exponents, Journal of Physics A 43, 495005 (2010)

    Mu G.-H. & Zhou W.-X., Tests of nonuniversality of the stock return distributions in an emerging market, Physical Review E - Statistical, Nonlinear & Soft Matter Physics 82, 066103 (2010)

    Guo Y., Shi Y., Moncur J.E.T., Lee Y.T., Kim K.W. & Kim A.S., Analysis of full-scale membrane filtration processes using econophysics and econometrics, Journal of Membrane Science 365, 170-179 (2010)

    Da Silva R., Zembrzuski M., Correa F.C. & Lamb L.C., Stock markets and criticality in the current economic crisis, Physica A 389, 5460-5467 (2010)

    Huerta-Quintanilla R., Canto-Lugo E. & RodrIguez-Achach M., A model for brand competition within a social network, International Journal of Modern Physics C 21, 1457-1467 (2010)

    Fezzi C. & Bunn D., Structural Analysis of Electricity Demand and Supply Interactions, Oxford Bulletin of Economics and Statistics 72, 827-856 (2010)

    Kenett D.Y., Tumminello M., Madi A., Gur-Gershgoren G., Mantegna R.N. & Ben-Jacob E., Dominating clasp of the financial sector revealed by partial correlation analysis of the stock market, PLoS ONE 5, e15032 (2010)

    Barton C.M., Ullah I.I. & Bergin S., Land use, water and Mediterranean landscapes: Modelling long-term dynamics of complex socio-ecological systems, Philosophical Transactions of the Royal Society A 368, 5275-5297 (2010)

    Chatterjee A. & Sen P., Agent dynamics in kinetic models of wealth exchange, Physical Review E - Statistical, Nonlinear & Soft Matter Physics 82, 056117 (2010)

    Lallouache M., Chakrabarti A.S., Chakraborti A. & Chakrabarti B.K., Opinion formation in kinetic exchange models: Spontaneous symmetry-breaking transition, Physical Review E - Statistical, Nonlinear & Soft Matter Physics 82, 056112 (2010)

    Jiang Z.-Q. & Zhou W.-X., Complex stock trading network among investors, Physica A 389, 4929-4941 (2010)

    Goncalves R., Ferreira H., Stollenwerk N. & Pinto A.A., Universal fluctuations of the AEX index, Physica A 389, 4776-4784 (2010)

    Chen A.-P. & Hsu Y.-C., Dynamic physical behavior analysis for financial trading decision support, IEEE Computational Intelligence Magazine 5, 13 (2010)

    Bormetti G., Cazzola V. & Delpini D., Option pricing under ornstein-uhlenbeck stochastic volatility: A linear model, International Journal of Theoretical and Applied Finance 13, 1047-1063 (2010)

    Liu L.-Z., Qian X.-Y. & Lu H.-Y., Cross-sample entropy of foreign exchange time series, Physica A 389, 4785-4792 (2010)

    Speth J., Drozdz S. & Grummer F., Complex systems: from nuclear physics to financial markets, Nuclear Physics A 844, - (2010)

    Tsoumanis A.C., Siettos C.I., Bafas G.V. & Kevrekidis I.G., Equation-free multiscale computations in social networks: From agent-based modeling to coarse-grained stability and bifurcation analysis, International Journal of Bifurcation and Chaos 20, 3673-3688 (2010)

    Emmert-Streib F. & Dehmer M., Influence of the time scale on the construction of financial networks, PLoS ONE 5, e12884 (2010)

    Binner J.M., Tino P., Tepper J., Anderson R., Jones B. & Kendall G., Does money matter in inflation forecasting?, Physica A 389, 4793-4808 (2010)

    Bartolozzi M., A multi agent model for the limit order book dynamics, European Physical Journal B 78, 265-273 (2010)

    Hajian S. & Movahed M.S., Multifractal Detrended Cross-Correlation Analysis of sunspot numbers and river flow fluctuations, Physica A 389, 4942-4957 (2010)

    Barunik J. & Vacha L., Monte Carlo-based tail exponent estimator, Physica A 389, 4863-4874 (2010)

    Ding F. & Liu Y., Modeling opinion interactions in a BBS community, European Physical Journal B 78, 245-252 (2010)

    Kang S.H., Cheong C. & Yoon S.-M., Contemporaneous aggregation and long-memory property of returns and volatility in the Korean stock market, Physica A 389, 4844-4854 (2010)

    Gubiec T. & Kutner R., Backward jump continuous-time random walk: An application to market trading, Physical Review E - Statistical, Nonlinear & Soft Matter Physics 82, 046119 (2010)

    Podobnik B., Horvatic D., Petersen A.M., Urosevic B. & Stanley H.E., Bankruptcy risk model and empirical tests, Proceedings of the National Academy of Sciences of the United States of America 107, 18325-18330 (2010)

    Kim Y., Han B. & Yook S.-H., Morphology of technological levels in an innovation propagation model, Physical Review E - Statistical, Nonlinear & Soft Matter Physics 82, 046110 (2010)

    Tenenbaum J., Horvatic D., Bajic S.C., Pehlivanovic B., Podobnik B. & Stanley H.E., Comparison between response dynamics in transition economies and developed economies, Physical Review E - Statistical, Nonlinear & Soft Matter Physics 82, 046104 (2010)

    Lei C., Wu T., Wang L. & Jia J.-Y., Fast convergence in language games induced by majority rule, Physica A 389, 4046-4051 (2010)

    Maslov V.P., Number theory, dimension theory & the crisis of overproduction, Mathematical Notes 88, 402-413 (2010)

    Bolgorian M., Inverse statistics and asset allocation efficiency, International Journal of Modern Physics C 21, 1297-1308 (2010)

    Sun X.-Y., Jiang R., Hao Q.-Y. & Wang B.-H., Phase transition in random walks coupled with evolutionary game, EPL 92, 18003 (2010)

    Petersen A.M., Wang F., Havlin S. & Stanley H.E., Market dynamics immediately before and after financial shocks: Quantifying the Omori, productivity & Bath laws, Physical Review E - Statistical, Nonlinear & Soft Matter Physics 82, 036114 (2010)

    Manchaldore J., Palit I. & Soloviev O., Wavelet decomposition for intra-day volume dynamics, Quantitative Finance 10, 917-930 (2010)

    Schinckus C., Is econophysics a new discipline? the neopositivist argument, Physica A 389, 3814-3821 (2010)

    Xie W.-J., Gu G.-F. & Zhou W.-X., On the growth of primary industry and population of China's counties, Physica A 389, 3876-3882 (2010)

    Hernndez-Prez R., An analogy of the size distribution of business firms with Bose-Einstein statistics, Physica A 389, 3837-3843 (2010)

    Schafer R. & Guhr T., Local normalization: Uncovering correlations in non-stationary financial time series, Physica A 389, 3856-3865 (2010)

    Bolgorian M. & Raei R., Convergence of fundamentalists and chartists' expectations: An alarm for stock market crash, Physica A 389, 3822-3827 (2010)

    Bertotti M.L., Modelling taxation and redistribution: A discrete active particle kinetic approach, Applied Mathematics and Computation 217, 752-762 (2010)

    Si X.-M., Liu Y., Xiong F., Zhang Y.-C., Ding F. & Cheng H., Effects of selective attention on continuous opinions and discrete decisions, Physica A 389, 3711-3719 (2010)

    Takahashi T., A social discounting model based on Tsallis' statistics, Physica A 389, 3600-3603 (2010)

    Maharaj E.A. & D'Urso P., A coherence-based approach for the pattern recognition of time series, Physica A 389, 3516-3537 (2010)

    Song F.-T. & Zhou W.-X., Analyzing the prices of the most expensive sheet iron all over the world: Modeling, prediction and regime change, Physica A 389, 3538-3545 (2010)

    Lan B.L., Yeoh E.V. & Ng J.A., Distribution of detrended stock market data, Fluctuation and Noise Letters 9, 245-257 (2010)

    Duarte F.B., Tenreiro MacHado J.A. & Monteiro Duarte G., Dynamics of the Dow Jones and the NASDAQ stock indexes, Nonlinear Dynamics 61, 691-705 (2010)

    Chattopadhyay A.K., Ackland G.J. & Mallick S.K., Income and poverty in a developing economy, EPL 91, 58003 (2010)

    Emmert-Streib F. & Dehmer M., Identifying critical financial networks of the DJIA: Toward a network-based index, Complexity 16, 24-33 (2010)

    Lamba H., A queueing theory description of fat-tailed price returns in imperfect financial markets, European Physical Journal B 77, 297-304 (2010)

    Hawkins R.J., Aoki M. & Roy Frieden B., Asymmetric information and macroeconomic dynamics, Physica A 389, 3565-3571 (2010)

    Erlwein C., Benth F.E. & Mamon R., HMM filtering and parameter estimation of an electricity spot price model, Energy Economics 32, 1034-1043 (2010)

    La Cognata A., Valenti D., Spagnolo B. & Dubkov A.A., Two competing species in super-diffusive dynamical regimes, European Physical Journal B 77, 273-279 (2010)

    Derman E., Park K.S. & Whitt W., A stochastic-difference-equation model for hedge-fund returns, Quantitative Finance 10, 701-733 (2010)

    Tabak B.M., Serra T.R. & Cajueiro D.O., Topological properties of stock market networks: The case of Brazil, Physica A 389, 3240-3249 (2010)

    Lisewski A.M. & Lichtarge O., Untangling complex networks: Risk minimization in financial markets through accessible spin glass ground states, Physica A 389, 3250-3253 (2010)

    Slanina F., A contribution to the systematics of stochastic volatility models, Physica A 389, 3230-3239 (2010)

    Li H., Cao S.-N. & Wang Y., The properties and mechanism of long-term memory in nonparametric volatility, Physica A 389, 3254-3259 (2010)

    Gorban A.N., Smirnova E.V. & Tyukina T.A., Correlations, risk and crisis: From physiology to finance, Physica A 389, 3193-3217 (2010)

    Lo C.F., Dynamics of Fokker-Planck equation with logarithmic coefficients and its application in econophysics, Chinese Physics Letters 27, 080503 (2010)

    Podobnik B., Horvatic D., Petersen A.M., Njavro M. & Stanley H.E., Common scaling behavior in finance and macroeconomics, European Physical Journal B 76, 487-490 (2010)

    Cheong C.W., Self-similarity in financial markets: A fractionally integrated approach, Mathematical and Computer Modelling 52, 459-471 (2010)

    Kasprzak A., Kutner R., Perello J. & Masoliver J., Higher-order phase transitions on financial markets, European Physical Journal B 76, 513-527 (2010)

    Mizuno T. & Watanabe T., A statistical analysis of product prices in online markets, European Physical Journal B 76, 501-505 (2010)

    Windt K., Philipp T., Bose F. & Becker T., Application of a three-component evaluation system for autonomous control in logistics, Proceedings of the Institution of Mechanical Engineers, Part B 224, 1267-1276 (2010)

    Konig M.D., Tessone C.J. & Zenou Y., From assortative to dissortative networks: The role of capacity constraints, Advances in Complex Systems 13, 483-499 (2010)

    Gu G.-F. & Zhou W.-X., Detrending moving average algorithm for multifractals, Physical Review E - Statistical, Nonlinear & Soft Matter Physics 82, 011136 (2010)

    Ren F., Zheng B. & Chen P., Modeling interactions of trading volumes in financial dynamics, Physica A 389, 2744-2750 (2010)

    Ni X.-H., Jiang Z.-Q., Gu G.-F., Ren F., Chen W. & Zhou W.-X., Scaling and memory in the non-Poisson process of limit order cancelation, Physica A 389, 2751-2761 (2010)

    Sato A.-H., Nishimura M. & Holyst J.A., Fluctuation scaling of quotation activities in the foreign exchange market, Physica A 389, 2793-2804 (2010)

    Siqueira Jr. E.L., Stosic T., Bejan L. & Stosic B., Correlations and cross-correlations in the Brazilian agrarian commodities and stocks, Physica A 389, 2739-2743 (2010)

    Witte B.-C., Temporal information gaps and market efficiency: A dynamic behavioural analysis, Applied Financial Economics 20, 1057-1070 (2010)

    Micciche S., Role of conditional probability in multiscale stationary Markovian processes, Physical Review E - Statistical, Nonlinear & Soft Matter Physics 82, 011104 (2010)

    Rosser J.B., Is a transdisciplinary perspective on economic complexity possible?, Journal of Economic Behavior and Organization 75, 3-11 (2010)

    Kim M.J., Lee J.E., Kim S.Y. & Kim K., Two-phase phenomenon in linear and non-linear financial instruments, Physica A 389, 2580-2585 (2010)

    Caram L.F., Caiafa C.F., Proto A.N. & Ausloos M., Dynamic peer-to-peer competition, Physica A 389, 2628-2636 (2010)

    Lubashevsky I. & Kanemoto S., Scale-free memory model for multiagent reinforcement learning. Mean field approximation and rock-paper-scissors dynamics, European Physical Journal B 76, 69-85 (2010)

    Akemann G., Fischmann J. & Vivo P., Universal correlations and power-law tails in financial covariance matrices, Physica A 389, 2566-2579 (2010)

    Cockshott P. & Zachariah D., Credit crunch: Origins and orientation, Science and Society 74, 343-361 (2010)

    Bormetti G., Cazzola V., Delpini D. & Livan G., Accounting for risk of non linear portfolios : A novel Fourier approach, European Physical Journal B 76, 157-165 (2010)

    Beaudreau B.C. & Pokrovskii V.N., On the energy content of a money unit, Physica A 389, 2597-2606 (2010)

    Xu Y., Guo L.-P., Ding N. & Wang Y.-G., Evidence of scaling in Chinese income distribution, Chinese Physics Letters 27, 078901 (2010)

    Petersen A.M., Wang F., Havlin S. & Stanley H.E., Quantitative law describing market dynamics before and after interest-rate change, Physical Review E - Statistical, Nonlinear & Soft Matter Physics 81, 066121 (2010)

    Bassetti F. & Toscani G., Explicit equilibria in a kinetic model of gambling, Physical Review E - Statistical, Nonlinear & Soft Matter Physics 81, 066115 (2010)

    Fronczak A. & Fronczak P., Origins of Taylor's power law for fluctuation scaling in complex systems, Physical Review E - Statistical, Nonlinear & Soft Matter Physics 81, 066112 (2010)

    Guseo R. & Guidolin M., Cellular Automata with network incubation in information technology diffusion, Physica A 389, 2422-2433 (2010)

    Dadras S. & Momeni H.R., Control of a fractional-order economical system via sliding mode, Physica A 389, 2434-2442 (2010)

    Jo H.-H., Lee H.K. & Park H., Collective helping and bystander effects in coevolving helping networks, Physical Review E - Statistical, Nonlinear & Soft Matter Physics 81, 066108 (2010)

    Kolesnikov A.V. & Ruhl T., Ergodicity of financial indices, EPL 90, 30004 (2010)

    Ren F. & Zhou W.-X., Recurrence interval analysis of trading volumes, Physical Review E - Statistical, Nonlinear & Soft Matter Physics 81, 066107 (2010)

    Zhang J. & Wang J., Modeling and simulation of the market fluctuations by the finite range contact systems, Simulation Modelling Practice and Theory 18, 910-925 (2010)

    Bertram W.K., Analytic solutions for optimal statistical arbitrage trading, Physica A 389, 2234-2243 (2010)

    Jiang Z.-Q., Zhou W.-X., Sornette D., Woodard R., Bastiaensen K. & Cauwels P., Bubble diagnosis and prediction of the 2005-2007 and 2008-2009 Chinese stock market bubbles, Journal of Economic Behavior and Organization 74, 149-162 (2010)

    Fagiolo G., Alessi L., Barigozzi M. & Capasso M., On the distributional properties of household consumption expenditures: The case of Italy, Empirical Economics 38, 717-741 (2010)

    Zaccaria A., Cristelli M., Alfi V., Ciulla F. & Pietronero L., Asymmetric statistics of order books: The role of discreteness and evidence for strategic order placement, Physical Review E - Statistical, Nonlinear & Soft Matter Physics 81, 066101 (2010)

    Collet F., Pra P.D. & Sartori E., A simple mean field model for social interactions: Dynamics, fluctuations, criticality, Journal of Statistical Physics 139, 820-858 (2010)

    Ribeiro H.V., Mendes R.S., Malacarne L.C., Picoli Jr. S. & Santoro P.A., Dynamics of tournaments: The soccer case a random walk approach modeling soccer leagues, European Physical Journal B 75, 327-334 (2010)

    Kumaresan M. & Krejic N., A model for optimal execution of atomic orders, Computational Optimization and Applications 46, 369-389 (2010)

    Borghesi C. & Bouchaud J.-P., Spatial correlations in vote statistics: A diffusive field model for decision-making, European Physical Journal B 75, 395-404 (2010)

    Maslov V.P., Tropical mathematics and the financial catastrophe of the 17th century. Thermoeconomics of Russia in the early 20th century, Russian Journal of Mathematical Physics 17, 126-140 (2010)

    Arenas Z.G. & Barci D.G., Functional integral approach for multiplicative stochastic processes, Physical Review E - Statistical, Nonlinear & Soft Matter Physics 81, 051113 (2010)

    Pellicer-Lostao C. & Lopez-Ruiz R., A chaotic gas-like model for trading markets, Journal of Computational Science 1, 24-32 (2010)

    Bai M.-Y. & Zhu H.-B., Power law and multiscaling properties of the Chinese stock market, Physica A 389, 1883-1890 (2010)

    Zunino L., Zanin M., Tabak B.M., Perez D.G. & Rosso O.A., Complexity-entropy causality plane: A useful approach to quantify the stock market inefficiency, Physica A 389, 1891-1901 (2010)

    Murphy A. & Izzeldin M., Recovering the moments of information flow and the normality of asset returns, Applied Financial Economics 20, 761-769 (2010)

    Brida J.G. & Risso W.A., Hierarchical structure of the German stock market, Expert Systems with Applications 37, 3846-3852 (2010)

    Mimkes J., Stokes integral of economic growth. Calculus and the Solow model, Physica A 389, 1665-1676 (2010)

    Eom C., Kwon O., Jung W.-S. & Kim S., The effect of a market factor on information flow between stocks using the minimal spanning tree, Physica A 389, 1643-1652 (2010)

    Tseng J.-J., Lin C.-H., Lin C.-T., Wang S.-C. & Li S.-P., Statistical properties of agent-based models in markets with continuous double auction mechanism, Physica A 389, 1699-1707 (2010)

    Miskiewicz J., Entropy correlation distance method. The Euro introduction effect on the Consumer Price Index, Physica A 389, 1677-1687 (2010)

    Lavicka H., Lin L. & Novotny J., Employment, Production and Consumption model: Patterns of phase transitions, Physica A 389, 1708-1720 (2010)

    Aquaro V., Bardoscia M., Bellotti R., Consiglio A., De Carlo F. & Ferri G., A Bayesian Networks approach to Operational Risk, Physica A 389, 1721-1728 (2010)

    Mariani M.C., Florescu I., Beccar Varela M.P. & Ncheuguim E., Study of memory effects in international market indices, Physica A 389, 1653-1664 (2010)

    Ding F., Liu Y., Shen B. & Si X.-M., An evolutionary game theory model of binary opinion formation, Physica A 389, 1745-1752 (2010)

    Barigozzi M., Fagiolo G. & Garlaschelli D., Multinetwork of international trade: A commodity-specific analysis, Physical Review E - Statistical, Nonlinear & Soft Matter Physics 81, 046104 (2010)

    Aoyama H., Yoshikawa H., Iyetomi H. & Fujiwara Y., Productivity dispersion: Facts, theory & implications, Journal of Economic Interaction and Coordination 5, 27-54 (2010)

    Schinckus C., Econophysics and economics: Sister disciplines?, American Journal of Physics 78, 006004AJP (2010)

    Vazquez-Montejo J., Huerta-Quintanilla R. & Rodriguez-Achach M., Wealth condensation in a Barabasi-Albert network, Physica A 389, 1464-1470 (2010)

    Plikynas D., A virtual field-based conceptual framework for the simulation of complex social systems, Journal of Systems Science and Complexity 23, 232-248 (2010)

    Kang S.H., Cheong C. & Yoon S.-M., Long memory volatility in Chinese stock markets, Physica A 389, 1425-1433 (2010)

    Feng X. & Wang X., Evolutionary topology of a currency network in asia, International Journal of Modern Physics C 21, 471-480 (2010)

    Chen S.-P. & He L.-Y., Multifractal spectrum analysis of nonlinear dynamical mechanisms in China's agricultural futures markets, Physica A 389, 1434-1444 (2010)

    Mainzer K., The Emergence of Temporal Structures in Dynamical Systems, Foundations of Physics 40, 1638-1650 (2010)

    Petersen A.M., Wang F. & Stanley H.E., Methods for measuring the citations and productivity of scientists across time and discipline, Physical Review E - Statistical, Nonlinear & Soft Matter Physics 81, 036114 (2010)

    Oh G., Kim S. & Eom C., Multifractal analysis of the Korean stock market, Journal of the Korean Physical Society 56, 982-985 (2010)

    Jeon W., Moon H.-T., Gabjin O.H., Yang J.-S. & Jung W.-S., Return intervals analysis of the Korean stock market, Journal of the Korean Physical Society 56, 922-925 (2010)

    Cha M.-Y., Maeng S.E., Bang Y.S. & Lee J.W., Persistent and survival properties in a stock market index, Journal of the Korean Physical Society 56, 940-942 (2010)

    Kaltwasser P.R., Uncertainty about fundamentals and herding behavior in the FOREX market, Physica A 389, 1215-1222 (2010)

    Yamamoto R., Asymmetric volatility, volatility clustering & herding agents with a borrowing constraint, Physica A 389, 1208-1214 (2010)

    Sherrington D., Physics and complexity, Philosophical Transactions of the Royal Society A 368, 1175-1189 (2010)

    Yanagita T. & Onozaki T., Dynamics of market structure driven by the degree of consumer's rationality, Physica A 389, 1041-1054 (2010)

    Tabak B.M., Serra T.R. & Cajueiro D.O., Topological properties of commodities networks, European Physical Journal B 74, 243-249 (2010)

    He L.-Y. & Zheng F., Detecting fractal/multifractal and asymmetric properties in an artificial quote-driven financial market, Fractals 18, 87-99 (2010)

    Hu H., Han D. & Wang X., Individual popularity and activity in online social systems, Physica A 389, 1065-1070 (2010)

    Cai S.-M., Zhou Y.-B., Zhou T. & Zhou P.-L., Hierarchical organization and disassortative mixing of correlation-based weighted financial networks, International Journal of Modern Physics C 21, 433-441 (2010)

    Miskiewicz J. & Ausloos M., Has the world economy reached its globalization limit?, Physica A 389, 797-806 (2010)

    Devreese J.P.A., Lemmens D. & Tempere J., Path integral approach to Asian options in the Black-Scholes model, Physica A 389, 780-788 (2010)

    Jiang Z.-Q., Ren F., Gu G.-F., Tan Q.-Z. & Zhou W.-X., Statistical properties of online avatar numbers in a massive multiplayer online role-playing game, Physica A 389, 807-814 (2010)

    Wang X.-T., Scaling and long range dependence in option pricing, IV: Pricing European options with transaction costs under the multifractional Black-Scholes model, Physica A 389, 789-796 (2010)

    Bormetti G., Cazzola V., Livan G., Montagna G. & Nicrosini O., A generalized Fourier transform approach to risk measures, Journal of Statistical Mechanics 2010, P01005 (2010)

    Preis T. & Stanley H.E., Switching phenomena in a system with no switches, Journal of Statistical Physics 138, 431-446 (2010)

    Galam S. & Walliser B., Ising model versus normal form game, Physica A 389, 481-489 (2010)

    Ausloos M. & Mikiewicz J., Entropy correlation distance method applied to study correlations between the gross domestic product of rich countries, International Journal of Bifurcation and Chaos 20, 381-389 (2010)

    Inoue J.-I. & Sazukaz N., Queueing theoretical analysis of foreign currency exchange rates, Quantitative Finance 10, 121-130 (2010)

    Hassani H., Dionisio A. & Ghodsi M., The effect of noise reduction in measuring the linear and nonlinear dependency of financial markets, Nonlinear Analysis 11, 492-502 (2010)

    Gianfreda A., Volatility and Volume Effects in European Electricity Spot Markets, Economic Notes 39, 47-63 (2010)

    Zhou Y. & Jiao F., Existence of mild solutions for fractional neutral evolution equations, Computers and Mathematics with Applications 59, 1063-1077 (2010)

    Fortunato S., Community detection in graphs, Physics Reports 486, 75-174 (2010)

    McKelvey B. & Andriani P., Avoiding extreme risk before it occurs: A complexity science approach to incubation, Risk Management 12, 54-82 (2010)

    Chakraborty A. & Manna S.S., Weighted trade network in a model of preferential bipartite transactions, Physical Review E - Statistical, Nonlinear & Soft Matter Physics 81, 016111 (2010)

    Gu G.-F., Ren F., Ni X.-H., Chen W. & Zhou W.-X., Empirical regularities of opening call auction in Chinese stock market, Physica A 389, 278-286 (2010)

    Duan W.-Q. & Stanley H.E., Cross-correlation and the predictability of financial return series, Physica A 390, 290-296 (2011)

    Frieden B.R. & Hawkins R.J., Asymmetric information and economics, Physica A 389, 287-295 (2010)

    Montaa C.H.S., Huerta-Quintanilla R. & Rodrguez-Achach M., Class formation in a social network with asset exchange, Physica A 390, 328-340 (2011)

    Dupoyet B., Fiebig H.R. & Musgrove D.P., Gauge invariant lattice quantum field theory: Implications for statistical properties of high frequency financial markets, Physica A 389, 107-116 (2010)

    Hwang K., Kang J. & Ryu D., Phase-transition behavior in the emerging market: Evidence from the KOSPI200 futures market, International Review of Financial Analysis 19, 35-46 (2010)

    Schafer R., Nilsson N.F. & Guhr T., Power mapping with dynamical adjustment for improved portfolio optimization, Quantitative Finance 10, 107-119 (2010)

    Brida J.G. & Risso W.A., Dynamics and structure of the 30 largest North American companies, Computational Economics 35, 85-99 (2010)

    Patriarca M., Heinsalu E. & Chakraborti A., Basic kinetic wealth-exchange models: Common features and open problems, European Physical Journal B 73, 145-153 (2010)

    Tseng J.-J., Li S.-P. & Wang S.-C., Experimental evidence for the interplay between individual wealth and transaction network, European Physical Journal B 73, 69-74 (2010)

    James J. & Yang L., Stop-losses, maximum drawdown-at-risk and replicating financial time series with the stationary bootstrap, Quantitative Finance 10, 1-12 (2010)

    Kang S.H., Jiang Z., Lee Y. & Yoon S.-M., Weather effects on the returns and volatility of the Shanghai stock market, Physica A 389, 91-99 (2010)

    Stavroyiannis S., Makris I. & Nikolaidis V., Non-extensive properties, multifractality & inefficiency degree of the Athens Stock Exchange General Index, International Review of Financial Analysis 19, 19-24 (2010)

    Schumaker R.P. & Chen H., A discrete stock price prediction engine based on financial news, Computer 43, 5398783 (2010)

    Podobnik B., Horvatic D., Petersen A.M. & Stanley H.E., Cross-correlations between volume change and price change, Proceedings of the National Academy of Sciences of the United States of America 106, 22079-22084 (2009)

    Huffner F., Komusiewicz C., Moser H. & Niedermeier R., Isolation concepts for clique enumeration: Comparison and computational experiments, Theoretical Computer Science 410, 5384-5397 (2009)

    Yakovenko V.M. & Rosser J.B., Colloquium: Statistical mechanics of money, wealth & income, Reviews of Modern Physics 81, - (2009)

    Kitt R., Sakki M. & Kalda J., Probability of large movements in financial markets, Physica A 388, 4838-4844 (2009)

    Venkatasubramanian V., What is fair pay for executives? An information theoretic analysis of wage distributions, Entropy 11, 766-781 (2009)

    Lopez-Ruiz R., Sanudo J. & Calbet X., Equiprobability, entropy, gamma distributions and Other geometrical questions in multi-agent systems, Entropy 11, 959-971 (2009)

    Batten J.A. & Hamada M., The compass rose pattern in electricity prices, Chaos 19, 043106 (2009)

    Franke R., Applying the method of simulated moments to estimate a small agent-based asset pricing model, Journal of Empirical Finance 16, 804-815 (2009)

    Takaishi T., Bayesian inference of stochastic volatility model by hybrid Monte Carlo, Journal of Circuits, Systems and Computers 18, 1381-1396 (2009)

    Shapira Y., Kenett D.Y. & Ben-Jacob E., The Index cohesive effect on stock market correlations, European Physical Journal B 72, 657-669 (2009)

    Annila A. & Salthe S., Economies evolve by energy dispersal, Entropy 11, 606-633 (2009)

    Shadkhoo S. & Jafari G.R., Multifractal detrended cross-correlation analysis of temporal and spatial seismic data, European Physical Journal B 72, 679-683 (2009)

    Moro E., Vicente J., Moyano L.G., Gerig A., Farmer J.D., Vaglica G., Lillo F. & Mantegna R.N., Market impact and trading profile of hidden orders in stock markets, Physical Review E - Statistical, Nonlinear & Soft Matter Physics 80, 066102 (2009)

    Cristescu C.P., Stan C. & Scarlat E.I., The dynamics of exchange rate time series and the chaos game, Physica A 388, 4845-4855 (2009)

    Pellizzari P. & Westerhoff F., Some effects of transaction taxes under different microstructures, Journal of Economic Behavior and Organization 72, 850-863 (2009)

    Gu G.-F. & Zhou W.-X., Emergence of long memory in stock volatility from a modified Mike-Farmer model, EPL 86, 48002 (2009)

    Shen J. & Zheng B., Cross-correlation in financial dynamics, EPL 86, 48005 (2009)

    Garas A. & Argyrakis P., Filtering of complex systems using overlapping tree networks, EPL 86, 28005 (2009)

    Alfi V., Pietronero L. & Zaccaria A., Self-organization for the stylized facts and finite-size effects in a financial-market model, EPL 86, 58003 (2009)

    Chakraborti A. & Patriarca M., Variational principle for the pareto power law, Physical Review Letters 103, 228701 (2009)

    Watanabe K., Takayasu H. & Takayasu M., Random walker in temporally deforming higher-order potential forces observed in a financial crisis, Physical Review E - Statistical, Nonlinear & Soft Matter Physics 80, 056110 (2009)

    Harris R.J. & Touchette H., Current fluctuations in stochastic systems with long-range memory, Journal of Physics A 42, 342001 (2009)

    Fu X.-J. & Szeto K.Y., Competition of multi-agent systems: Analysis of a three-company econophysics model, Chinese Physics Letters 26, 098901 (2009)

    Shirazi A.H., Jafari G.R., Davoudi J., Peinke J., Rahimi Tabar M.R. & Sahimi M., Mapping stochastic processes onto complex networks, Journal of Statistical Mechanics 2009, P07046 (2009)

    Ren F., Gu G.-F. & Zhou W.-X., Scaling and memory in the return intervals of realized volatility, Physica A 388, 4787-4796 (2009)

    Malo P., Modeling electricity spot and futures price dependence: A multifrequency approach, Physica A 388, 4763-4779 (2009)

    Eom C., Jung W.-S., Kaizoji T. & Kim S., Effect of changing data size on eigenvalues in the Korean and Japanese stock markets, Physica A 388, 4780-4786 (2009)

    Helbing D., Managing complexity in socio-economic systems, European Review 17, 423-438 (2009)

    Zaitsev S., Zaitsev A., Leonidov A. & Trainin V., Market mill dependence pattern in the stock market: Multiscale conditional dynamics, Physica A 388, 4624-4634 (2009)

    Herrmann K., Non-extensitivity vs. informative moments for financial models - A unifying framework and empirical results, Europhysics Letters 88, 30007 (2009)

    Jiang Z.-Q., Zhou W.-X. & Tan Q.-Z., Online-offline activities and game-playing behaviors of avatars in a massive multiplayer online role-playing game, Europhysics Letters 88, 48007 (2009)

    Andriani P. & McKelvey B., From gaussian to paretian thinking: Causes and implications of power laws in organizations, Organization Science 20, 1053-1071 (2009)

    Schinckus C., Economic uncertainty and econophysics, Physica A 388, 4415-4423 (2009)

    Yang Y., Wang J., Yang H. & Mang J., Visibility graph approach to exchange rate series, Physica A 388, 4431-4437 (2009)

    Xu C., Hui P.M., Yu Y.-Y. & Gu G.-Q., Self-organized cooperative behavior and critical penalty in an evolving population, Physica A 388, 4445-4452 (2009)

    Ni X.-H., Jiang Z.-Q. & Zhou W.-X., Degree distributions of the visibility graphs mapped from fractional Brownian motions and multifractal random walks, Physics Letters, Section A 373, 3822-3826 (2009)

    Fenn D.J., Porter M.A., McDonald M., Williams S., Johnson N.F. & Jones N.S., Dynamic communities in multichannel data: An application to the foreign exchange market during the 2007-2008 credit crisis, Chaos 19, 033119 (2009)

    Liu C., Jiang Z.-Q., Ren F. & Zhou W.-X., Scaling and memory in the return intervals of energy dissipation rate in three-dimensional fully developed turbulence, Physical Review E - Statistical, Nonlinear & Soft Matter Physics 80, 046304 (2009)

    Malmgren R.D., Stouffer D.B., Campanharo A.S.L.O. & Amaral L.A.N., On universality in human correspondence activity, Science 325, 1696-1700 (2009)

    Muchnik L., Bunde A. & Havlin S., Long term memory in extreme returns of financial time series, Physica A 388, 4145-4150 (2009)

    Araripe L.E. & Costa Filho R.N., Role of parties in the vote distribution of proportional elections, Physica A 388, 4167-4170 (2009)

    Chakrabarti A.S. & Chakrabarti B.K., Microeconomics of the ideal gas like market models, Physica A 388, 4151-4158 (2009)

    Zhou W.-X., The components of empirical multifractality in financial returns, Europhysics Letters 88, 28004 (2009)

    Jones B.D., Baumgartner F.R., Breunig C., Wlezien C., Soroka S., Foucault M., Francois A., Green-Pedersen C., Koski C., John P., Mortensen P.B., Varone F. & Walgrave S., A general empirical law of public budgets: A comparative analysis, American Journal of Political Science 53, 855-873 (2009)

    Gao X. & Guan J., Characteristics of the network of scientific journals pertaining to Chinese patents, Physica A 388, 4267-4272 (2009)

    Raafat R.M., Chater N. & Frith C., Herding in humans, Trends in Cognitive Sciences 13, 420-428 (2009)

    Orrell D. & McSharry P., System economics: Overcoming the pitfalls of forecasting models via a multidisciplinary approach, International Journal of Forecasting 25, 734-743 (2009)

    Kuznetsov D.V., 1-to-1 personalized consumer-product marketing in real-life environment with critical word-of-mouth (WOM) impacts, Model Assisted Statistics and Applications 4, 159-169 (2009)

    Shen J., Zheng B., Lin H. & Qiu T., Dynamic relaxation of financial indices, Modern Physics Letters B 23, 2889-2897 (2009)

    Petelczyc M., Zebrowski J.J. & Baranowski R., Kramers-Moyal coefficients in the analysis and modeling of heart rate variability, Physical Review E - Statistical, Nonlinear & Soft Matter Physics 80, 031127 (2009)

    Materassi D. & Innocenti G., Unveiling the connectivity structure of financial networks via high-frequency analysis, Physica A 388, 3866-3878 (2009)

    Vahabi M. & Jafari G.R., Investigation of privatization by level crossing approach, Physica A 388, 3859-3865 (2009)

    Lee C.-Y., Characteristics of the volatility in the Korea composite stock price index, Physica A 388, 3837-3850 (2009)

    Lim G., Kim S., Kim J., Kim P., Kang Y., Park S., Park I., Park S.-B. & Kim K., Structure of a financial cross-correlation matrix under attack, Physica A 388, 3851-3858 (2009)

    Krawiecki A., Microscopic spin model for the stock market with attractor bubbling on scale-free networks, Journal of Economic Interaction and Coordination 4, 213-220 (2009)

    Redelico F.O., Proto A.N. & Ausloos M., Hierarchical structures in the Gross Domestic Product per capita fluctuation in Latin American countries, Physica A 388, 3527-3535 (2009)

    Gonzalez-Estevez J., Cosenza M.G., Alvarez-Llamoza O. & Lopez-Ruiz R., Transition from Pareto to Boltzmann-Gibbs behavior in a deterministic economic model, Physica A 388, 3521-3526 (2009)

    Zhdanov V.P., Coarse-grained model of long-term supply of oil, European Physical Journal B 71, 289-292 (2009)

    Stavroyiannis S., Makris I. & Nikolaidis V., On the closed form solutions for non-extensive Value at Risk, Physica A 388, 3536-3542 (2009)

    Kocisova J., Horvath D. & Brutovsky B., The efficiency of individual optimization in the conditions of competitive growth, Physica A 388, 3585-3592 (2009)

    Belhaj M., Guerin P., Zaim M.E. & Abdeljalil L., Influence of the frequential identification tests on the induction machine modelling, EPJ Applied Physics 47, ap08275 (2009)

    Bogachev M.I. & Bunde A., Improved risk estimation in multifractal records: Application to the value at risk in finance, Physical Review E - Statistical, Nonlinear & Soft Matter Physics 80, 026131 (2009)

    Podobnik B., Horvatic D., Petersen A.M. & Stanley H.E., Quantitative relations between risk, return and firm size, EPL 85, 50003 (2009)

    Nielsen S.N. & Muller F., Understanding the functional principles of nature-Proposing another type of ecosystem services, Ecological Modelling 220, 1913-1925 (2009)

    Pellicer-Lostao C. & Lopez-Ruiz R., Economic models with chaotic money exchange, Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics) 5544 LNCS, 43-52 (2009)

    Szybisz M.A. & Szybisz L., Finite-time singularities in the dynamics of hyperinflation in an economy, Physical Review E - Statistical, Nonlinear & Soft Matter Physics 80, 026116 (2009)

    Zukovic M. & Hristopulos D.T., Classification of missing values in spatial data using spin models, Physical Review E - Statistical, Nonlinear & Soft Matter Physics 80, 011116 (2009)

    Ponzi A., Lillo F. & Mantegna R.N., Market reaction to a bid-ask spread change: A power-law relaxation dynamics, Physical Review E - Statistical, Nonlinear & Soft Matter Physics 80, 016112 (2009)

    Rybski D., Buldyrev S.V., Havlin S., Liljeros F. & Makse H.A., Scaling laws of human interaction activity, Proceedings of the National Academy of Sciences of the United States of America 106, 12640-12645 (2009)

    Ausloos M. & Miskiewicz J., Introducing the q-Theil index, Brazilian Journal of Physics 39, 388-395 (2009)

    Tabak B.M., Cajueiro D.O. & Serra T.R., Topological properties of bank networks: The case of Brazil, International Journal of Modern Physics C 20, 1121-1143 (2009)

    Eisler Z., Kertesz J., Lillo F. & Mantegna R.N., Diffusive behavior and the modeling of characteristic times in limit order executions, Quantitative Finance 9, 547-563 (2009)

    Zhao Z., Kirou A., Ruszczycki B. & Johnson N.F., Dynamical clustering as a generator of complex system dynamics, Mathematical Models and Methods in Applied Sciences 19, 1539-1565 (2009)

    Magdziarz M., Black-scholes formula in subdiffusive regime, Journal of Statistical Physics 136, 553-564 (2009)

    Stang J.B., Rezakhani A.T. & Sanders B.C., Correlation effects in a discrete quantum random walk, Journal of Physics A 42, 175304 (2009)

    Zunino L., Zanin M., Tabak B.M., Perez D.G. & Rosso O.A., Forbidden patterns, permutation entropy and stock market inefficiency, Physica A 388, 2854-2864 (2009)

    Serrano E. & Figliola A., Wavelet Leaders: A new method to estimate the multifractal singularity spectra, Physica A 388, 2793-2805 (2009)

    Zhou W.-X. & Sornette D., Numerical investigations of discrete scale invariance in fractals and multifractal measures, Physica A 388, 2623-2639 (2009)

    Mommer M.S. & Lebiedz D., Modeling subdiffusion using reaction diffusion systems, SIAM Journal on Applied Mathematics 70, 112-132 (2009)

    Helbing D. & Mazloumian A., Operation regimes and slower-is-faster effect in the controlof traffic intersections, European Physical Journal B 70, 257-274 (2009)

    Preis T., Virnau P., Paul W. & Schneider J.J., GPU accelerated Monte Carlo simulation of the 2D and 3D Ising model, Journal of Computational Physics 228, 4468-4477 (2009)

    Meerschaert M.M. & Stoev S.A., Extremal limit theorems for observations separated by random power law waiting times, Journal of Statistical Planning and Inference 139, 2175-2188 (2009)

    Helbing D., Derivation of a fundamental diagram for urban traffic flow, European Physical Journal B 70, 229-241 (2009)

    Johnson N.F., Xu C., Zhao Z., Ducheneaut N., Yee N., Tita G. & Hui P.M., Human group formation in online guilds and offline gangs driven by a common team dynamic, Physical Review E - Statistical, Nonlinear & Soft Matter Physics 79, 066117 (2009)

    Song D.-M., Jiang Z.-Q. & Zhou W.-X., Statistical properties of world investment networks, Physica A 388, 2450-2460 (2009)

    Qiu T., Zhong L.X., Chen G. & Wu X.R., Statistical properties of trading volume of Chinese stocks, Physica A 388, 2427-2434 (2009)

    Jiang Z.-Q. & Zhou W.-X., Direct evidence for inversion formula in multifractal financial volatility measure, Chinese Physics Letters 26, 028901 (2009)

    Vaz Martins T., Araujo T., Augusta Santos M. & St Aubyn M., Network effects in a human capital based economic growth model, Physica A 388, 2207-2214 (2009)

    Smith R.D., The spread of the credit crisis: View from a stock correlation network, Journal of the Korean Physical Society 54, 2460-2463 (2009)

    Canessa E., Stock market and motion of a variable mass spring, Physica A 388, 2168-2172 (2009)

    Lee K.E. & Lee J.W., Avalanches of Bak-Sneppen coevolution model on directed scale-free network, Fractals 17, 233-237 (2009)

    Mariani M.C., Libbin J.D., Martin K.J., Ncheuguim E., Varela M.P.B., Mani V.K., Erickson C.A. & Valles-Rosales D.J., Levy models and long correlations applied to the study of exchange traded funds, International Journal of Computer Mathematics 86, 1040-1053 (2009)

    Bagarello F., Simplified stock markets described by number operators, Reports on Mathematical Physics 63, 381-398 (2009)

    Serletis A. & Rosenberg A.A., Mean reversion in the US stock market, Chaos, Solitons and Fractals 40, 2007-2015 (2009)

    Wang W., Chen Y. & Huang J., Heterogeneous preferences, decision-making capacity & phase transitions in a complex adaptive system, Proceedings of the National Academy of Sciences of the United States of America 106, 8423-8428 (2009)

    Zhu M., Chiarella C., He X.-Z. & Wang D., Does the market maker stabilize the market?, Physica A 388, 3164-3180 (2009)

    Ahn S., Lim G., Kim S. & Kim K., Grafting of higher-order correlations of real financial markets into herding models, Physica A 388, 3195-3201 (2009)

    Wang F., Shieh S.-J., Havlin S. & Stanley H.E., Statistical analysis of the overnight and daytime return, Physical Review E - Statistical, Nonlinear & Soft Matter Physics 79, 056109 (2009)

    Yamada K., Takayasu H., Ito T. & Takayasu M., Solvable stochastic dealer models for financial markets, Physical Review E - Statistical, Nonlinear & Soft Matter Physics 79, 051120 (2009)

    Zhang J., Chen Q. & Wang Y., Zipf distribution in top Chinese firms and an economic explanation, Physica A 388, 2020-2024 (2009)

    Radszuweit M., Block M., Hengstler J.G., Scholl E. & Drasdo D., Comparing the growth kinetics of cell populations in two and three dimensions, Physical Review E - Statistical, Nonlinear & Soft Matter Physics 79, 051907 (2009)

    Alfi V., Cristelli M., Pietronero L. & Zaccaria A., Mechanisms of self-organization and finite size effects in a minimal agent based model, Journal of Statistical Mechanics 2009, P03016 (2009)

    Kimiagar S., Sadegh Movahed M., Khorram S., Sobhanian S. & Reza Rahimi Tabar M., Fractal analysis of discharge current fluctuations, Journal of Statistical Mechanics 2009, P03020 (2009)

    Zukovic M. & Hristopulos D.T., Multilevel discretized random field models with 'spin' correlations for the simulation of environmental spatial data, Journal of Statistical Mechanics 2009, P02023 (2009)

    Medo M., Breakdown of the mean-field approximation in a wealth distribution model, Journal of Statistical Mechanics 2009, P02014 (2009)

    Jiang J., Li W., Cai X. & Wang Q.A., Empirical study of recent Chinese stock market, Physica A 388, 1893-1907 (2009)

    Meerschaert M.M., Nane E. & Xiao Y., Correlated continuous time random walks, Statistics and Probability Letters 79, 1194-1202 (2009)

    Brida J.G., Gomez D.M. & Risso W.A., Symbolic hierarchical analysis in currency markets: An application to contagion in currency crises, Expert Systems with Applications 36, 7721-7728 (2009)

    Eryigit M., Cukur S. & Eryigit R., Tail distribution of index fluctuations in World markets, Physica A 388, 1879-1886 (2009)

    De Sanctis L. & Galla T., Effects of noise and confidence thresholds in nominal and metric Axelrod dynamics of social influence, Physical Review E - Statistical, Nonlinear & Soft Matter Physics 79, 046108 (2009)

    Giffin A., From physics to economics: An econometric example using maximum relative entropy, Physica A 388, 1610-1620 (2009)

    Sornette D., Woodard R. & Zhou W.-X., The 2006-2008 oil bubble: Evidence of speculation & prediction, Physica A 388, 1571-1576 (2009)

    Kumar S. & Deo N., Multifractal properties of the Indian financial market, Physica A 388, 1593-1602 (2009)

    Cajueiro D.O., Tabak B.M. & Werneck F.K., Can we predict crashes? The case of the Brazilian stock market, Physica A 388, 1603-1609 (2009)

    Mariani M.C., Florescu I., Beccar Varela M.P. & Ncheuguim E., Long correlations and Levy models applied to the study of memory effects in high frequency (tick) data, Physica A 388, 1659-1664 (2009)

    Sieczka P. & Holyst J.A., Correlations in commodity markets, Physica A 388, 1621-1630 (2009)

    Chiang T.C., Yu H.-C. & Wu M.-C., Statistical properties, dynamic conditional correlation and scaling analysis: Evidence from Dow Jones and Nasdaq high-frequency data, Physica A 388, 1555-1570 (2009)

    Kirchler M. & Huber J., An exploration of commonly observed stylized facts with data from experimental asset markets, Physica A 388, 1631-1658 (2009)

    Rybski D. & Bunde A., On the detection of trends in long-term correlated records, Physica A 388, 1687-1695 (2009)

    Samal A. & Meyer-Ortmanns H., Preferential attachment renders an evolving network of populations robust against crashes, Physica A 388, 1535-1545 (2009)

    Mandel I. & Kuznetsov D.V., Statistical and physical paradigms in the social sciences, Model Assisted Statistics and Applications 4, 39-62 (2009)

    Castellano C., Fortunato S. & Loreto V., Statistical physics of social dynamics, Reviews of Modern Physics 81, 591-646 (2009)

    Tabak B.M., Serra T.R. & Cajueiro D.O., The expectation hypothesis of interest rates and network theory: The case of Brazil, Physica A 388, 1137-1149 (2009)

    Zapart C.A., On entropy, financial markets and minority games, Physica A 388, 1157-1172 (2009)

    Su Z.-Y. & Wang Y.-T., An investigation into the multifractal characteristics of the TAIEX stock exchange Index in Taiwan, Journal of the Korean Physical Society 54, 1385-1394 (2009)

    Wang Y. & Stanley H.E., Statistical approach to partial equilibrium analysis, Physica A 388, 1173-1180 (2009)

    Lim G., Kim S.Y., Chang K.-H., Kim K. & Ha D.-H., Structure of correlations with partially surrogated price fluctuations, Journal of the Korean Physical Society 54, 1422-1426 (2009)

    Maslov V.P., Threshold levels in economics and time series, Mathematical Notes 85, 305-321 (2009)

    Benguigui L. & Blumenfeld-Lieberthal E., The temporal evolution of the city size distribution, Physica A 388, 1187-1195 (2009)

    Su Z.-Y., Wang Y.-T. & Huang H.-Y., A multifractal detrended fluctuation analysis of taiwan's stock exchange, Journal of the Korean Physical Society 54, 1395-1402 (2009)

    Ren F., Guo L. & Zhou W.-X., Statistical properties of volatility return intervals of Chinese stocks, Physica A 388, 881-890 (2009)

    Zhou W.-X. & Sornette D., A case study of speculative financial bubbles in the South African stock market 2003-2006, Physica A 388, 869-880 (2009)

    Hong B.H., Lee K.E., Hwang J.K. & Lee J.W., Fluctuations of trading volume in a stock market, Physica A 388, 863-868 (2009)

    Eom C., Oh G., Jung W.-S., Jeong H. & Kim S., Topological properties of stock networks based on minimal spanning tree and random matrix theory in financial time series, Physica A 388, 900-906 (2009)

    Micciche S., Modeling long-range memory with stationary Markovian processes, Physical Review E - Statistical, Nonlinear & Soft Matter Physics 79, 031116 (2009)

    Fagiolo G., Reyes J. & Schiavo S., World-trade web: Topological properties, dynamics & evolution, Physical Review E - Statistical, Nonlinear & Soft Matter Physics 79, 036115 (2009)

    Gans F., Schumann A.Y., Kantelhardt J.W., Penzel T. & Fietze I., Cross-modulated amplitudes and frequencies characterize interacting components in complex systems, Physical Review Letters 102, 098701 (2009)

    Takahashi T., Tsallis' non-extensive free energy as a subjective value of an uncertain reward, Physica A 388, 715-719 (2009)

    Ali Saif M. & Gade P.M., Effects of introduction of new resources and fragmentation of existing resources on limiting wealth distribution in asset exchange models, Physica A 388, 697-704 (2009)

    Conlon T., Ruskin H.J. & Crane M., Cross-correlation dynamics in financial time series, Physica A 388, 705-714 (2009)

    Zhong L.-X., Qiu T., Chen B.-H. & Liu C.-F., Effects of dynamic response time in an evolving market, Physica A 388, 673-681 (2009)

    Mu G.-H., Chen W., Kertesz J. & Zhou W.-X., Preferred numbers and the distributions of trade sizes and trading volumes in the Chinese stock market, European Physical Journal B 68, 145-152 (2009)

    Kim S.Y., Lim G., Chang K.-H., Kim K.L., Lee S.Y., Park I.H., Lee D.I., You C.-H. & Kim K., Multifractal behaviors in foreign exchange markets, Fractals 17, 15-21 (2009)

    Ayadi O.F., Williams J. & Hyman L.M., Fractional dynamic behavior in Forcados Oil Price Series: An application of detrended fluctuation analysis, Energy for Sustainable Development 13, 11-17 (2009)

    Olemskoi A.I., Ostrik V.I. & Kokhan S.V., Complexity of hierarchical ensembles, Physica A 388, 609-620 (2009)

    Yoon S.-M. & Kang S.H., Weather effects on returns: Evidence from the Korean stock market, Physica A 388, 682-690 (2009)

    Wang Y.-H., The impact of jump dynamics on the predictive power of option-implied densities, Journal of Derivatives 16, 9-22 (2009)

    Jiang Z.-Q., Chen W. & Zhou W.-X., Detrended fluctuation analysis of intertrade durations, Physica A 388, 433-440 (2009)

    Ataullah A., Davidson I. & Tippett M., A wave function for stock market returns, Physica A 388, 455-461 (2009)

    Onnela J.-P., Toyli J. & Kaski K., Tick size and stock returns, Physica A 388, 441-454 (2009)

    Choustova O., Quantum probability and financial market, Information Sciences 179, 478-484 (2009)

    Ni X.-H. & Zhou W.-X., Intraday pattern in bid-ask spreads and its power-law relaxation for Chinese a-share stocks, Journal of the Korean Physical Society 54, 786-791 (2009)

    Gu G.-F. & Zhou W.-X., On the probability distribution of stock returns in the Mike-Farmer model, European Physical Journal B 67, 585-592 (2009)

    Chatterjee A., Kinetic models for wealth exchange on directed networks, European Physical Journal B 67, 593-598 (2009)

    Alfi V., Cristelli M., Pietronero L. & Zaccaria A., Minimal agent based model for financial markets I : Origin and self-organization of stylized facts, European Physical Journal B 67, 385-397 (2009)

    Alfi V., Cristelli M., Pietronero L. & Zaccaria A., Minimal agent based model for financial markets II : Statistical properties of the linear and multiplicative dynamics, European Physical Journal B 67, 399-417 (2009)

    Majumder S.R., Diermeier D., Rietz T.A. & Nunes Amaral L.A., Price dynamics in political prediction markets, Proceedings of the National Academy of Sciences of the United States of America 106, 679-684 (2009)

    Heimo T., Kaski K. & Saramaki J., Maximal spanning trees, asset graphs and random matrix denoising in the analysis of dynamics of financial networks, Physica A 388, 145-156 (2009)

    Lee J.W., Park J.B., Jo H.-H., Yang J.-S. & Moon H.-T., Minimum entropy density method for the time series analysis, Physica A 388, 137-144 (2009)

    Wang F., Yamasaki K., Havlin S. & Stanley H.E., Multifactor analysis of multiscaling in volatility return intervals, Physical Review E - Statistical, Nonlinear & Soft Matter Physics 79, 016103 (2009)

    Lillo F., Econophysics and the challenge of efficiency, Complexity 14, 39-54 (2009)

    Shubik M. & Smith E., Econophysics: Present and future, Complexity 14, 9-10 (2009)

    Tabak B.M., Takami M.Y., Cajueiro D.O. & Petitinga A., Quantifying price fluctuations in the Brazilian stock market, Physica A 388, 59-62 (2009)

    Shubik M. & Smith E., Building theories of economic process, Complexity 14, 77-92 (2009)

    Taleb N.N., Finiteness of variance is irrelevant in the practice of quantitative finance, Complexity 14, 66-76 (2009)

    Moura Jr. N.J. & Ribeiro M.B., Evidence for the Gompertz curve in the income distribution of Brazil 1978-2005, European Physical Journal B 67, 101-120 (2009)

    Farmer J.D. & Geanakoplos J., The virtues and vices of equilibrium and the future of financial economics, Complexity 14, 11-38 (2009)

    Cordier S., Pareschi L. & Piatecki C., Mesoscopic modelling of financial markets, Journal of Statistical Physics 134, 161-184 (2009)

    Lux T. & Westerhoff F., Economics crisis, Nature Physics 5, 2-3 (2009)

    Galbraith J.K., Inequality, unemployment and growth: New measures for old controversies, Journal of Economic Inequality 7, 189-206 (2009)

    Fleming S.W., Approximate record length constraints for experimental identification of dynamical fractals, Annalen der Physik (Leipzig) 17, 955-969 (2008)

    Czarnecki L., Grech D. & Pamula G., Comparison study of global and local approaches describing critical phenomena on the Polish stock exchange market, Physica A 387, 6801-6811 (2008)

    Kar Gupta A., Relaxation in the wealth exchange models, Physica A 387, 6819-6824 (2008)

    Qiu T., Guo L. & Chen G., Scaling and memory effect in volatility return interval of the Chinese stock market, Physica A 387, 6812-6818 (2008)

    Cajueiro D.O. & Tabak B.M., The role of banks in the Brazilian interbank market: Does bank type matter?, Physica A 387, 6825-6836 (2008)

    Wan W. & Zhang J.-W., Long-term memory of the returns in the Chinese stock indices, Frontiers of Physics in China 3, 489-494 (2008)

    Sornette D., Nurturing breakthroughs: Lessons from complexity theory, Journal of Economic Interaction and Coordination 3, 165-181 (2008)

    Bassler K.E., Gunaratne G.H. & McCauley J.L., Empirically based modeling in financial economics and beyond & spurious stylized facts, International Review of Financial Analysis 17, 767-783 (2008)

    Wichmann S., The emerging field of language dynamics, Linguistics and Language Compass 2, 442-455 (2008)

    Varga-Haszonits I. & Kondor I., The instability of downside risk measures, Journal of Statistical Mechanics 2008, P12007 (2008)

    Franke R. & Asada T., Incorporating positions into asset pricing models with order-based strategies, Journal of Economic Interaction and Coordination 3, 201-227 (2008)

    Bormetti G., Cazzola V., Montagna G. & Nicrosini O., The probability distribution of returns in the exponential Ornstein-Uhlenbeck model, Journal of Statistical Mechanics 2008, P11013 (2008)

    Furuya S. & Yakubo K., Generalized strength of weighted scale-free networks, Physical Review E - Statistical, Nonlinear & Soft Matter Physics 78, 066104 (2008)

    McCauley J.L., Nonstationarity of efficient finance markets: FX market evolution from stability to instability, International Review of Financial Analysis 17, 820-837 (2008)

    del-Castillo-Negrete D., Gonchar V.Yu. & Chechkin A.V., Fluctuation-driven directed transport in the presence of Levy flights, Physica A 387, 6693-6704 (2008)

    Jeannin M., Iori G. & Samuel D., Modeling stock pinning, Quantitative Finance 8, 823-831 (2008)

    Sherrington D., Complex cooperative behaviour in range-free frustrated many-body systems, International Journal of Modern Physics B 22, 5081-5094 (2008)

    Miskiewicz J., Globalization - Entropy unification through the Theil index, Physica A 387, 6595-6604 (2008)

    Miskiewicz J. & Ausloos M., Correlation measure to detect time series distances, whence economy globalization, Physica A 387, 6584-6594 (2008)

    Yook S.-H. & Kim Y., Herd behavior in weight-driven information spreading models for financial market, Physica A 387, 6605-6612 (2008)

    Erzgraber H., Strozzi F., Zaldivar J.-M., Touchette H., Gutierrez E. & Arrowsmith D.K., Time series analysis and long range correlations of Nordic spot electricity market data, Physica A 387, 6567-6574 (2008)

    During B., Matthes D. & Toscani G., Kinetic equations modelling wealth redistribution: A comparison of approaches, Physical Review E - Statistical, Nonlinear & Soft Matter Physics 78, 056103 (2008)

    Redelico F.O., Proto A.N. & Ausloos M., Power law for the duration of recession and prosperity in Latin American countries, Physica A 387, 6330-6336 (2008)

    Gilmore C.G., Lucey B.M. & Boscia M., An ever-closer union? Examining the evolution of linkages of European equity markets via minimum spanning trees, Physica A 387, 6319-6329 (2008)

    Taniguchi M.-A., Bando M. & Nakayama A., Business cycle and conserved quantity in economics, Journal of the Physical Society of Japan 77, 114001 (2008)

    Ausloos M., Equilibrium and dynamic methods when comparing an English text and its Esperanto translation, Physica A 387, 6411-6420 (2008)

    Wilcox D. & Gebbie T., Serial correlation, periodicity and scaling of eigenmodes in an emerging market, International Journal of Theoretical and Applied Finance 11, 739-760 (2008)

    Lamba H. & Seaman T., Market statistics of a psychology-based heterogeneous agent model, International Journal of Theoretical and Applied Finance 11, 717-737 (2008)

    Queiros S.M.D., On discrete stochastic processes with long-lasting time dependence in the variance, European Physical Journal B 66, 137-148 (2008)

    Mori S., Kitsukawa K. & Hisakado M., Correlation structures of correlated binomial models and implied default distribution, Journal of the Physical Society of Japan 77, 114802 (2008)

    Basalto N., Bellotti R., De Carlo F., Facchi P., Pantaleo E. & Pascazio S., Hausdorff clustering, Physical Review E - Statistical, Nonlinear & Soft Matter Physics 78, 046112 (2008)

    Yang C., Wu H. & Zhang Y., Periodic components and characteristic time scales in the financial market, Modern Physics Letters B 22, 2571-2578 (2008)

    Alvarez-Ramirez J., Alvarez J., Rodriguez E. & Fernandez-Anaya G., Time-varying Hurst exponent for US stock markets, Physica A 387, 6159-6169 (2008)

    Jiang Z.-Q., Chen W. & Zhou W.-X., Scaling in the distribution of intertrade durations of Chinese stocks, Physica A 387, 5818-5825 (2008)

    Chang G. & Feigenbaum J., Detecting log-periodicity in a regime-switching model of stock returns, Quantitative Finance 8, 723-738 (2008)

    Dong L., A self-adapting herding model: The agent judge-abilities influence the dynamic behaviors, Physica A 387, 5868-5873 (2008)

    Manimaran P., Panigrahi P.K. & Parikh J.C., Difference in nature of correlation between NASDAQ and BSE indices, Physica A 387, 5810-5817 (2008)

    Hu H.-B. & Han D.-Y., Empirical analysis of individual popularity and activity on an online music service system, Physica A 387, 5916-5921 (2008)

    Chang H., Su B.-B., Liu C.-P., Gao M., Di Z.-R. & He D.-R., Community, hierarchy and interweavement in collaboration networks, International Journal of Modern Physics C 19, 1537-1554 (2008)

    Heimo T., Tibely G., Saramaki J., Kaski K. & Kertesz J., Spectral methods and cluster structure in correlation-based networks, Physica A 387, 5930-5945 (2008)

    Basu U. & Mohanty P.K., Modeling wealth distribution in growing markets, European Physical Journal B 65, 585-589 (2008)

    Hu M.-B., Jiang R., Wu Y.-H., Wang R. & Wu Q.-S., Properties of wealth distribution in multi-agent systems of a complex network, Physica A 387, 5862-5867 (2008)

    Matsumoto K., Evaluation of an artificial market approach for GHG emissions trading analysis, Simulation Modelling Practice and Theory 16, 1312-1322 (2008)

    Arulselvan A., Baourakis G., Boginski V., Korchina E. & Pardalos P.M., Analysis of food industry market using network approaches, British Food Journal 110, 916-928 (2008)

    Kim Y., Kim H.-J. & Yook S.-H., Agent-based spin model for financial markets on complex networks: Emergence of two-phase phenomena, Physical Review E - Statistical, Nonlinear & Soft Matter Physics 78, 036115 (2008)

    Bogachev M.I. & Bunde A., Memory effects in the statistics of interoccurrence times between large returns in financial records, Physical Review E - Statistical, Nonlinear & Soft Matter Physics 78, 036114 (2008)

    Roman H.E. & Porto M., Fractional derivatives of random walks: Time series with long-time memory, Physical Review E - Statistical, Nonlinear & Soft Matter Physics 78, 031127 (2008)

    Yang J.-S., Kwon O., Jung W.-S. & Kim I.-m., Agent-based approach for generation of a money-centered star network, Physica A 387, 5498-5502 (2008)

    Ren F. & Zhang Y.C., Trading model with pair pattern strategies, Physica A 387, 5523-5534 (2008)

    Yolles M., Frieden B.R. & Kemp G., Toward a formal theory of socioculture: A yin-yang information-based theory of social change, Kybernetes 37, 850-909 (2008)

    Broszkiewicz-Suwaj E. & Jurlewicz A., Pricing on electricity market based on coupled-continuous-time-random-walk concept, Physica A 387, 5503-5510 (2008)

    Apostolov S.S., Mayzelis Z.A., Usatenko O.V. & Yampol'skii V.A., High-order correlation functions of binary multi-step Markov chains, International Journal of Modern Physics B 22, 3841-3853 (2008)

    Perello J., Masoliver J., Kasprzak A. & Kutner R., Model for interevent times with long tails and multifractality in human communications: An application to financial trading, Physical Review E - Statistical, Nonlinear & Soft Matter Physics 78, 036108 (2008)

    Mu G.-H. & Zhou W.-X., Relaxation dynamics of aftershocks after large volatility shocks in the SSEC index, Physica A 387, 5211-5218 (2008)

    Gu G.-F., Chen W. & Zhou W.-X., Empirical shape function of limit-order books in the Chinese stock market, Physica A 387, 5182-5188 (2008)

    Spagnolo B. & Valenti D., Volatility effects on the escape time in financial market models, International Journal of Bifurcation and Chaos 18, 2775-2786 (2008)

    Conlon T., Crane M. & Ruskin H.J., Wavelet multiscale analysis for Hedge Funds: Scaling and strategies, Physica A 387, 5197-5204 (2008)

    Eom C., Jung W.-S., Choi S., Oh G. & Kim S., Effects of time dependency and efficiency on information flow in financial markets, Physica A 387, 5219-5224 (2008)

    Ahalpara D.P., Verma A., Parikh J.C. & Panigrahi P.K., Characterizing and modelling cyclic behaviour in non-stationary time series through multi-resolution analysis, Pramana - Journal of Physics 71, 459-485 (2008)

    Petersen A.M., Jung W.-S. & Eugene Stanley H., On the distribution of career longevity and the evolution of home-run prowess in professional baseball, EPL 83, 50010 (2008)

    Kowalski A.M. & Plastino A., The interaction between matter and a field's single-mode as a quantum game, Physica A 387, 5065-5072 (2008)

    Brida J.G. & Risso W.A., Multidimensional minimal spanning tree: The Dow Jones case, Physica A 387, 5205-5210 (2008)

    Kang S.H. & Yoon S.-M., Long memory features in the high frequency data of the Korean stock market, Physica A 387, 5189-5196 (2008)

    Inoue J.-I. & Ohkubo J., Power-law behavior and condensation phenomena in disordered urn models, Journal of Physics A 41, 324020 (2008)

    Kuhn R. & Neu P., Intermittency in an interacting generalization of the geometric Brownian motion model, Journal of Physics A 41, 324015 (2008)

    Chechkin A.V., Gonchar V.Yu., Gorenflo R., Korabel N. & Sokolov I.M., Generalized fractional diffusion equations for accelerating subdiffusion and truncated Levy flights, Physical Review E - Statistical, Nonlinear & Soft Matter Physics 78, 021111 (2008)

    Jiang Z.-Q. & Zhou W.-X., Multifractal analysis of Chinese stock volatilities based on the partition function approach, Physica A 387, 4881-4888 (2008)

    Chakrabarti B.K., Chatterjee A. & Bhattacharyya P., Two-fractal overlap time series: Earthquakes and market crashes, Pramana - Journal of Physics 71, 203-210 (2008)

    Stella A.L. & Baldovin F., Role of scaling in the statistical modelling of finance, Pramana - Journal of Physics 71, 341-352 (2008)

    Chakraborti A. & Patriarca M., Gamma-distribution and wealth inequality, Pramana - Journal of Physics 71, 233-243 (2008)

    Kondor I. & Varga-Haszonits I., Divergent estimation error in portfolio optimization and in linear regression, European Physical Journal B 64, 601-605 (2008)

    Kiet H.A.T. & Kim B.J., Network marketing with bounded rationality and partial information, Physica A 387, 4896-4902 (2008)

    Roman H.E. & Porto M., Fractional Brownian motion with stochastic variance: Modeling absolute returns in stock markets, International Journal of Modern Physics C 19, 1221-1242 (2008)

    Eom C., Choi S., Oh G. & Jung W.-S., Hurst exponent and prediction based on weak-form efficient market hypothesis of stock markets, Physica A 387, 4630-4636 (2008)

    Gonzalez-Estevez J., Cosenza M.G., Lopez-Ruiz R. & Sanchez J.R., Pareto and Boltzmann-Gibbs behaviors in a deterministic multi-agent system, Physica A 387, 4637-4642 (2008)

    Daly J., Crane M. & Ruskin H.J., Random matrix theory filters in portfolio optimisation: A stability and risk assessment, Physica A 387, 4248-4260 (2008)

    Greco A., Sorriso-Valvo L., Carbone V. & Cidone S., Waiting time distributions of the volatility in the Italian MIB30 index: Clustering or Poisson functions?, Physica A 387, 4272-4284 (2008)

    Zhang Y.-X., Zou X.-W. & Jin Z.-Z., Statistical analysis of the evolutionary minority game with different capacities, Physica A 387, 4319-4326 (2008)

    Lu L., Medo M., Zhang Y.-C. & Challet D., Emergence of product differentiation from consumer heterogeneity and asymmetric information, European Physical Journal B 64, 293-300 (2008)

    Krawiecki A., Microscopic spin model for the stock market with attractor bubbling on regular and small-world lattices, International Journal of Modern Physics C 19, 1035-1045 (2008)

    Grech D. & Pamula G., The local Hurst exponent of the financial time series in the vicinity of crashes on the Polish stock exchange market, Physica A 387, 4299-4308 (2008)

    Matuttis H.-G., Random-walk type model with fat tails for financial markets, International Journal of Modern Physics C 19, 1017-1026 (2008)

    Zhou W.-X., Multifractal detrended cross-correlation analysis for two nonstationary signals, Physical Review E - Statistical, Nonlinear & Soft Matter Physics 77, 066211 (2008)

    Yamamoto H., Ohtsuki T. & Fujihara A., Double power-law in aggregation-chipping processes, Physical Review E - Statistical, Nonlinear & Soft Matter Physics 77, 061122 (2008)

    Stanley H.E., Plerou V. & Gabaix X., A statistical physics view of financial fluctuations: Evidence for scaling and universality, Physica A 387, 3967-3981 (2008)

    Matos J.A.O., Gama S.M.A., Ruskin H.J., Sharkasi A.A. & Crane M., Time and scale Hurst exponent analysis for financial markets, Physica A 387, 3910-3915 (2008)

    Coelho R., Richmond P., Barry J. & Hutzler S., Double power laws in income and wealth distributions, Physica A 387, 3847-3851 (2008)

    Kanevski M., Maignan M., Pozdnoukhov A. & Timonin V., Interest rates mapping, Physica A 387, 3897-3903 (2008)

    Challet D., Feedback and efficiency in limit order markets, Physica A 387, 3831-3836 (2008)

    Fagiolo G., Reyes J. & Schiavo S., On the topological properties of the world trade web: A weighted network analysis, Physica A 387, 3868-3873 (2008)

    Sato A.-H., Application of spectral methods for high-frequency financial data to quantifying states of market participants, Physica A 387, 3960-3966 (2008)

    Bentes S.R., Menezes R. & Mendes D.A., Long memory and volatility clustering: Is the empirical evidence consistent across stock markets?, Physica A 387, 3826-3830 (2008)

    Zukovic M. & Hristopulos D.T., Spartan random processes in time series modeling, Physica A 387, 3995-4001 (2008)

    Lamba H. & Seaman T., Rational expectations, psychology and inductive learning via moving thresholds, Physica A 387, 3904-3909 (2008)

    Petroni F. & Rotundo G., Effectiveness of measures of performance during speculative bubbles, Physica A 387, 3942-3948 (2008)

    Garlaschelli D. & Loffredo M.I., Effects of network topology on wealth distributions, Journal of Physics A 41, 224018 (2008)

    Jiang Z.-Q. & Zhou W.-X., Multifractality in stock indexes: Fact or Fiction?, Physica A 387, 3605-3614 (2008)

    Ikeda Y., Aoyama H., Iyetomi H., Fujiwara Y. & Souma W., Correlated performance of firms in a transaction network, Journal of Economic Interaction and Coordination 3, 73-80 (2008)

    Ohnishi T., Takayasu H., Ito T., Hashimoto Y., Watanabe T. & Takayasu M., Dynamics of quote and deal prices in the foreign exchange market, Journal of Economic Interaction and Coordination 3, 99-106 (2008)

    Kwon O. & Yang J.-S., Information flow between stock indices, EPL 82, 68003 (2008)

    Nirei M., Self-organized criticality in a herd behavior model of financial markets, Journal of Economic Interaction and Coordination 3, 89-97 (2008)

    Preis T., Paul W. & Schneider J.J., Fluctuation patterns in high-frequency financial asset returns, EPL 82, 68005 (2008)

    Yamada K., Takayasu H. & Takayasu M., The grounds for time dependent market potentials from dealers' dynamics, European Physical Journal B 63, 529-532 (2008)

    Jung W.-S., Moon H.-T. & Stanley H.E., Dynamics of clustered opinions in complex networks, Journal of Economic Interaction and Coordination 3, 81-88 (2008)

    Pedram P. & Jafari G.R., Mona Lisa: The stochastic view and fractality in color space, International Journal of Modern Physics C 19, 855-866 (2008)

    Yanagita T. & Onozaki T., Dynamics of a market with heterogeneous learning agents, Journal of Economic Interaction and Coordination 3, 107-118 (2008)

    Lin D.C., Factorization of joint multifractality, Physica A 387, 3461-3470 (2008)

    Donner R., Multivariate analysis of spatially heterogeneous phase synchronisation in complex systems: Application to self-organised control of material flows in networks, European Physical Journal B 63, 349-361 (2008)

    Gu G.-F., Chen W. & Zhou W.-X., Empirical regularities of order placement in the Chinese stock market, Physica A 387, 3173-3182 (2008)

    Bertram W.K., Measuring time dependent volatility and cross-sectional correlation in Australian equity returns, Physica A 387, 3183-3191 (2008)

    Ma Q., Chen Y., Tong H. & Di Z., Production, depreciation and the size distribution of firms, Physica A 387, 3209-3217 (2008)

    Kanli I.B., Asymmetric impacts of global risk appetite on the risk premium for an emerging market, Physica A 387, 3218-3226 (2008)

    Bagrow J.P., Sun J. & Ben-Avraham D., Phase transition in the rich-get-richer mechanism due to finite-size effects, Journal of Physics A 41, 185001 (2008)

    Volpe G., Perrone S., Rubi J.M. & Petrov D., Stochastic resonant damping in a noisy monostable system: Theory and experiment, Physical Review E - Statistical, Nonlinear & Soft Matter Physics 77, 051107 (2008)

    Fujita Y., Competition and welfare for a stochastically fluctuating market with irreversible decisions, Physica A 387, 2846-2850 (2008)

    Kwon O. & Yang J.-S., Information flow between composite stock index and individual stocks, Physica A 387, 2851-2856 (2008)

    Lim G., Kim S., Scalas E., Kim K. & Chang K.-H., Analysis of price fluctuations in futures exchange markets, Physica A 387, 2823-2830 (2008)

    Weron R., Market price of risk implied by Asian-style electricity options and futures, Energy Economics 30, 1098-1115 (2008)

    Zhou S., Hu G., Zhang Z. & Guan J., An empirical study of Chinese language networks, Physica A 387, 3039-3047 (2008)

    Horvath D. & Kuscsik Z., The emergence of network communities by the action of coevolving market agents, Physics of Particles and Nuclei Letters 5, 211-214 (2008)

    Eliazar I. & Klafter J., Paretian poisson processes, Journal of Statistical Physics 131, 487-504 (2008)

    Lim G., Kim S., Kim K., Lee D.-I. & Scalas E., Dynamical behaviors of inter-out-of-equilibrium state intervals in Korean futures exchange markets, Physica A 387, 2831-2836 (2008)

    McDonald M., Suleman O., Williams S., Howison S. & Johnson N.F., Impact of unexpected events, shocking news & rumors on foreign exchange market dynamics, Physical Review E - Statistical, Nonlinear & Soft Matter Physics 77, 046110 (2008)

    Da Silva M.A.A., Viswanathan G.M., Ferreira A.S. & Cressoni J.C., Spontaneous symmetry breaking in amnestically induced persistence, Physical Review E - Statistical, Nonlinear & Soft Matter Physics 77, 040101 (2008)

    Sato A.-H. & Holyst J.A., Characteristic periodicities of collective behavior at the foreign exchange market, European Physical Journal B 62, 373-380 (2008)

    Ezhov A.A., Khrennikov A.Yu. & Terentyeva S.S., Indications of a possible symmetry and its breaking in a many-agent model obeying quantum statistics, Physical Review E - Statistical, Nonlinear & Soft Matter Physics 77, 031126 (2008)

    Plerou V. & Stanley H.E., Stock return distributions: Tests of scaling and universality from three distinct stock markets, Physical Review E - Statistical, Nonlinear & Soft Matter Physics 77, 037101 (2008)

    Politi M. & Scalas E., Fitting the empirical distribution of intertrade durations, Physica A 387, 2025-2034 (2008)

    Takahashi T., Oono H. & Radford M.H.B., Psychophysics of time perception and intertemporal choice models, Physica A 387, 2066-2074 (2008)

    Navarro-Barrientos J.E., Cantero-Alvarez R., Matias Rodrigues J.F. & Schweitzer F., Investments in random environments, Physica A 387, 2035-2046 (2008)

    Pan R.K. & Sinha S., Inverse-cubic law of index fluctuation distribution in Indian markets, Physica A 387, 2055-2065 (2008)

    Cufaro Petroni N., Selfdecomposability and selfsimilarity: A concise primer, Physica A 387, 1875-1894 (2008)

    Vaglica G., Lillo F., Moro E. & Mantegna R.N., Scaling laws of strategic behavior and size heterogeneity in agent dynamics, Physical Review E - Statistical, Nonlinear & Soft Matter Physics 77, 036110 (2008)

    Mizuno T., Power law of customers' expenditures in convenience stores, Journal of the Physical Society of Japan 77, 035001 (2008)

    Matthes D. & Toscani G., On steady distributions of kinetic models of conservative economies, Journal of Statistical Physics 130, 1087-1117 (2008)

    Wei Y. & Wang P., Forecasting volatility of SSEC in Chinese stock market using multifractal analysis, Physica A 387, 1585-1592 (2008)

    Kozlowska M., Kasprzak A. & Kutner R., Fractional market model and its verification on the warsaw stock exchange, International Journal of Modern Physics C 19, 453-469 (2008)

    Koval' G.V. & Maslov V.P., Generalization of the Bardeen-Cooper-Schrieffer method for pair interactions, Theoretical and Mathematical Physics 154, 495-502 (2008)

    Galam S., Sociophysics: A review of galam models, International Journal of Modern Physics C 19, 409-440 (2008)

    Biro T.S. & Rosenfeld R., Microscopic origin of non-Gaussian distributions of financial returns, Physica A 387, 1603-1612 (2008)

    Wang S.C., Tseng J.J., Tai C.C., Lai K.H., Wu W.S., Chen S.H. & Li S.P., Network topology of an experimental futures exchange, European Physical Journal B 62, 105-111 (2008)

    Sarasvathy S.D., Dew N., Read S. & Wiltbank R., Designing organizations that design environments: Lessons from entrepreneurial expertise, Organization Studies 29, 331-350 (2008)

    Jung W.-S., Wang F.Z., Havlin S., Kaizoji T., Moon H.-T. & Stanley H.E., Volatility return intervals analysis of the Japanese market, European Physical Journal B 62, 113-119 (2008)

    Yamada H.S. & Iguchi K., q-exponential fitting for distributions of family names, Physica A 387, 1628-1636 (2008)

    Lim G., Kim S.Y., Kim K., Lee D.-I. & Yum M.-K., Regularity analysis of inter-out-of-equilibrium state intervals in financial markets, Journal of the Physical Society of Japan 77, 033801 (2008)

    Estrada E., Hatano N. & Gutierrez A., 'Clumpiness' mixing in complex networks, Journal of Statistical Mechanics 2008, P03008 (2008)

    Sieczka P. & Holyst J.A., Statistical properties of short term price trends in high frequency stock market data, Physica A 387, 1218-1224 (2008)

    Mariani M.C., Libbin J.D., Kumar Mani V., Beccar Varela M.P., Erickson C.A. & Valles-Rosales D.J., Long correlations and Normalized Truncated Levy Models applied to the study of Indian Market Indices in comparison with other emerging markets, Physica A 387, 1273-1282 (2008)

    Kozaki M. & Sato A.-H., Application of the Beck model to stock markets: Value-at-Risk and portfolio risk assessment, Physica A 387, 1225-1246 (2008)

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    Fu C.-H., Zhang Z.-P., Chang H., Tao J.-R., Chen Z.-H., Dai Y.-L., Zhang W. & He D.-R., A kind of collaboration-competition networks, Physica A 387, 1411-1420 (2008)

    Sun Y., Wang Z., Zhang L. & He M., The wealth exchange model based on agents with different strategies, Physica A 387, 1311-1318 (2008)

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    Wang F., Yamasaki K., Havlin S. & Stanley H.E., Indication of multiscaling in the volatility return intervals of stock markets, Physical Review E - Statistical, Nonlinear & Soft Matter Physics 77, 016109 (2008)

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    Gu G.-F., Chen W. & Zhou W.-X., Empirical distributions of Chinese stock returns at different microscopic timescales, Physica A 387, 495-502 (2008)

    Bogojevic A., Balaz A. & Karapandza R., Consequences of increased longevity for wealth, fertility & population growth, Physica A 387, 543-550 (2008)

    Jung W.-S., Kwon O., Wang F., Kaizoji T., Moon H.-T. & Stanley H.E., Group dynamics of the Japanese market, Physica A 387, 537-542 (2008)

    Duan W.-Q., Estimating trade flow based on network topology, Physica A 387, 519-527 (2008)

    Qian X.-Y., Song F.-T. & Zhou W.-X., Nonlinear behaviour of the Chinese SSEC index with a unit root: Evidence from threshold unit root tests, Physica A 387, 503-510 (2008)

    Cajueiro D.O. & Tabak B.M., Long-range dependence in interest rates and monetary policy, Physics Letters, Section A 372, 181-184 (2008)

    Bordogna C.M. & Albano E.V., Dynamic behavior of a social model for opinion formation, Physical Review E - Statistical, Nonlinear & Soft Matter Physics 76, 061125 (2007)

    Zhou W.-X. & Sornette D., Analysis of the real estate market in Las Vegas: Bubble, seasonal patterns & prediction of the CSW indices, Physica A 387, 243-260 (2008)

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    Jayadev A., A power law tail in India's wealth distribution: Evidence from survey data, Physica A 387, 270-276 (2008)

    Slanina F., Critical comparison of several order-book models for stock-market fluctuations, European Physical Journal B 61, 225-240 (2008)

    Yang J.-S., Kwak W., Kaizoji T. & Kim I.-M., Increasing market efficiency in the stock markets, European Physical Journal B 61, 241-246 (2008)

    McCauley J.L., Bassler K.E. & Gunaratne G.H., Martingales, detrending data & the efficient market hypothesis, Physica A 387, 202-216 (2008)

    Levy M., Stock market crashes as social phase transitions, Journal of Economic Dynamics and Control 32, 137-155 (2008)

    Choustova O., Application of bohmian mechanics to dynamics of prices of shares: Stochastic model of Bohm-Vigier from properties of price trajectories, International Journal of Theoretical Physics 47, 252-260 (2008)

    Vodenska-Chitkushev I., Wang F.Z., Weber P., Yamasaki K., Havlin S. & Stanley H.E., Comparison between volatility return intervals of the S&P 500 index and two common models, European Physical Journal B 61, 217-223 (2008)

    Nascimento C.M., Jnior H.B.N., Jennings H.D., Serva M., Gleria I. & Viswanathan G.M., Multifractality and heteroscedastic dynamics: An application to time series analysis, EPL 81, 18002 (2008)

    Tola V., Lillo F., Gallegati M. & Mantegna R.N., Cluster analysis for portfolio optimization, Journal of Economic Dynamics and Control 32, 235-258 (2008)

    Figueiredo A., Matsushita R., daSilva S., Serva M., Viswanathan G.M., Nascimento C. & Gleria I., The Levy sections theorem: An application to econophysics, Physica A 386, 756-759 (2007)

    Baldovin F. & Stella A.L., Scaling and efficiency determine the irreversible evolution of a market, Proceedings of the National Academy of Sciences of the United States of America 104, 19741-19744 (2007)

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    Takahashi T., A probabilistic choice model based on Tsallis' statistics, Physica A 386, 335-338 (2007)

    Fernandez V., A postcard from the past: The behavior of U.S. stock markets during 1871-1938, Physica A 386, 267-282 (2007)

    Leonidov A., Trainin V., Zaitsev A. & Zaitsev S., Market mill dependence pattern in the stock market: Modeling of predictability and asymmetry via multi-component conditional distribution, Physica A 386, 240-252 (2007)

    Schmidt J.C., Knowledge Politics of Interdisciplinarity: Specifying the type of interdisciplinarity in the NSF's NBIC scenario, Innovation 20, 313-328 (2007)

    Andriani P. & McKelvey B., Beyond Gaussian averages: Redirecting international business and management research toward extreme events and power laws, Journal of International Business Studies 38, 1212-1230 (2007)

    Eliazar I., Lorenzian analysis of infinite Poissonian populations and the phenomena of Paretian ubiquity, Physica A 386, 318-334 (2007)

    Cortines A.A.G., Riera R. & Anteneodo C., From short to fat tails in financial markets: A unified description, European Physical Journal B 60, 385-389 (2007)

    Lim G., Yong Kim S., Kim K., Lee D.-I. & Park S.-B., Dynamical mechanism of two-phase phenomena in financial markets, Physica A 386, 253-258 (2007)

    Bagarello F., Stock markets and quantum dynamics: A second quantized description, Physica A 386, 283-302 (2007)

    Balankin A.S., Dynamic scaling approach to study time series fluctuations, Physical Review E - Statistical, Nonlinear & Soft Matter Physics 76, 056120 (2007)

    Lucheroni C., Resonating models for the electric power market, Physical Review E - Statistical, Nonlinear & Soft Matter Physics 76, 056116 (2007)

    Takahashi T., A comparison of intertemporal choices for oneself versus someone else based on Tsallis' statistics, Physica A 385, 637-644 (2007)

    Farahpour F., Eskandari Z., Bahraminasab A., Jafari G.R., Ghasemi F., Sahimi M. & Reza Rahimi Tabar M., A Langevin equation for the rates of currency exchange based on the Markov analysis, Physica A 385, 601-608 (2007)

    Kang S.H. & Yoon S.-M., Long memory properties in return and volatility: Evidence from the Korean stock market, Physica A 385, 591-600 (2007)

    Serletis A. & Uritskaya O.Y., Detecting signatures of stochastic self-organization in US money and velocity measures, Physica A 385, 281-291 (2007)

    Chatterjee A. & Chakrabarti B.K., Kinetic exchange models for income and wealth distributions, European Physical Journal B 60, 135-149 (2007)

    Garibaldi U., Scalas E. & Viarengo P., Statistical equilibrium in simple exchange games II. the redistribution game, European Physical Journal B 60, 241-246 (2007)

    Kulkarni V. & Deo N., Correlation and volatility in an Indian stock market: A random matrix approach, European Physical Journal B 60, 101-109 (2007)

    O'Doherty D.P., The question of theoretical excess: Folly and fall in theorizing organization, Organization 14, 837-867 (2007)

    Brida J.G. & Risso W.A., Dynamics and structure of the main Italian companies, International Journal of Modern Physics C 18, 1783-1793 (2007)

    Werner B.T. & McNamara D.E., Dynamics of coupled human-landscape systems, Geomorphology 91, 393-407 (2007)

    Bierbrauer M., Menn C., Rachev S.T. & Truck S., Spot and derivative pricing in the EEX power market, Journal of Banking and Finance 31, 3462-3485 (2007)

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    Queiros S.M.D., Are all highly liquid securities within the same class?, European Physical Journal B 60, 265-269 (2007)

    Duarte Queiros S.M., On a generalised model for time-dependent variance with long-term memory, EPL 80, 30005 (2007)

    Pan R.K. & Sinha S., Collective behavior of stock price movements in an emerging market, Physical Review E - Statistical, Nonlinear & Soft Matter Physics 76, 046116 (2007)

    Ali Saif M. & Gade P.M., Emergence of power-law in a market with mixed models, Physica A 384, 448-456 (2007)

    Urbanowicz K., Richmond P. & Holyst J.A., Risk evaluation with enhanced covariance matrix, Physica A 384, 468-474 (2007)

    Beecham J.A. & Engelhard G.H., Ideal free distribution or dynamic game? An agent-based simulation study of trawling strategies with varying information, Physica A 384, 628-646 (2007)

    During B. & Toscani G., Hydrodynamics from kinetic models of conservative economies, Physica A 384, 493-506 (2007)

    Plerou V. & Stanley H.E., Tests of scaling and universality of the distributions of trade size and share volume: Evidence from three distinct markets, Physical Review E - Statistical, Nonlinear & Soft Matter Physics 76, 046109 (2007)

    Perc M., Flights towards defection in economic transactions, Economics Letters 97, 58-63 (2007)

    Mayzelis Z.A., Apostolov S.S., Melnyk S.S., Usatenko O.V. & Yampol'skii V.A., Additive N-step Markov chains as prototype model of symbolic stochastic dynamical systems with long-range correlations, Chaos, Solitons and Fractals 34, 112-128 (2007)

    Pluchino A., Rapisarda A. & Tsallis C., Nonergodicity and central-limit behavior for long-range Hamiltonians, EPL 80, 26002 (2007)

    Holman E.W., Schulze C., Stauffer D. & Wichmann S., On the relation between structural diversity and geographical distance among languages: Observations and computer simulations, Linguistic Typology 11, 393-421 (2007)

    Fortunato S. & Castellano C., Scaling and universality in proportional elections, Physical Review Letters 99, 138701 (2007)

    Tumminello M., Lillo F. & Mantegna R.N., Kullback-Leibler distance as a measure of the information filtered from multivariate data, Physical Review E - Statistical, Nonlinear & Soft Matter Physics 76, 031123 (2007)

    Gu G.-F. & Zhou W.-X., Statistical properties of daily ensemble variables in the Chinese stock markets, Physica A 383, 497-506 (2007)

    Fujita Y., Toward a new modeling of international economics: An attempt to reformulate an international trade model based on real option theory, Physica A 383, 507-512 (2007)

    Schafer R., Sjolin M., Sundin A., Wolanski M. & Guhr T., Credit risk-A structural model with jumps and correlations, Physica A 383, 533-569 (2007)

    Guevara Hidalgo E., Quantum games entropy, Physica A 383, 797-804 (2007)

    Perello J., Downside Risk analysis applied to the Hedge Funds universe, Physica A 383, 480-496 (2007)

    LaViolette R.A., Ellebracht L.A. & Gieseler C.J., Limits on relief through constrained exchange on random graphs, Physica A 383, 671-676 (2007)

    Kleinert H. & Chen X.J., Boltzmann distribution and market temperature, Physica A 383, 513-518 (2007)

    Lee K.E. & Lee J.W., Probability distribution function and multiscaling properties in the Korean stock market, Physica A 383, 65-70 (2007)

    Politi M. & Scalas E., Activity spectrum from waiting-time distribution, Physica A 383, 43-48 (2007)

    Ueno H., Mizuno T. & Takayasu M., Analysis of Japanese banks' historical tree diagram, Physica A 383, 164-168 (2007)

    Eom C., Oh G. & Kim S., Deterministic factors of stock networks based on cross-correlation in financial market, Physica A 383, 139-146 (2007)

    Nakamura T. & Small M., Correlation structures in short-term variabilities of stock indices and exchange rates, Physica A 383, 96-101 (2007)

    Ishikawa A., The uniqueness of firm size distribution function from tent-shaped growth rate distribution, Physica A 383, 79-84 (2007)

    Mazzitello K.I., Candia J. & Dossetti V., Effects of mass media and cultural drift in a model for social influence, International Journal of Modern Physics C 18, 1475-1482 (2007)

    Watanabe K., Takayasu H. & Takayasu M., A mathematical definition of the financial bubbles and crashes, Physica A 383, 120-124 (2007)

    Sazuka N. & Inoue J.-i., Fluctuations in time intervals of financial data from the view point of the Gini index, Physica A 383, 49-53 (2007)

    Hayashi K., Kaizoji T. & Pichl L., Correlation patterns of NIKKEI index constituents. Towards a mean-field model, Physica A 383, 16-21 (2007)

    Eggenhoffner R., Celasco E. & Celasco M., Avalanche correlation in power spectra with wide peaks, Fluctuation and Noise Letters 7, - (2007)

    Gandolfi G., Sabatini A. & Rossolini M., PID feedback controller used as a tactical asset allocation technique: The G.A.M. model, Physica A 383, 71-78 (2007)

    Duarte Queiros S.M. & Moyano L.G., Yet on statistical properties of traded volume: Correlation and mutual information at different value magnitudes, Physica A 383, 10-15 (2007)

    Tanaka-Yamawaki M. & Tokuoka S., Adaptive use of technical indicators for the prediction of intra-day stock prices, Physica A 383, 125-133 (2007)

    Matsushita R., Gleria I., Figueiredo A. & Da Silva S., Are pound and euro the same currency?, Physics Letters, Section A 368, 173-180 (2007)

    Inoue J.-I. & Sazuka N., Crossover between Levy and Gaussian regimes in first-passage processes, Physical Review E - Statistical, Nonlinear & Soft Matter Physics 76, 021111 (2007)

    Sun L.-J. & Gao Z.-Y., An equilibrium model for urban transit assignment based on game theory, European Journal of Operational Research 181, 305-314 (2007)

    Ataullah A. & Tippett M., Equity prices as a simple harmonic oscillator with noise, Physica A 382, 557-564 (2007)

    Lim G., Kim S., Scalas E. & Kim K., Volatilities, traded volumes & the hypothesis of price increments in derivative securities, Physica A 382, 577-585 (2007)

    Ben-Naim E. & Hengartner N.W., Efficiency of competitions, Physical Review E - Statistical, Nonlinear & Soft Matter Physics 76, 026106 (2007)

    Borghesi C., Marsili M. & Micciche S., Emergence of time-horizon invariant correlation structure in financial returns by subtraction of the market mode, Physical Review E - Statistical, Nonlinear & Soft Matter Physics 76, 026104 (2007)

    Dobson I., Carreras B.A., Lynch V.E. & Newman D.E., Complex systems analysis of series of blackouts: Cascading failure, critical points & self-organization, Chaos 17, 026103 (2007)

    Carbone A., Kaniadakis G. & Scarfone A.M., Where do we stand on econophysics?, Physica A 382, - (2007)

    Scarfone A.M., A mechanism to derive multi-power law functions: An application in the econophysics framework, Physica A 382, 271-277 (2007)

    Defilla S., A natural value unit-Econophysics as arbiter between finance and economics, Physica A 382, 42-51 (2007)

    Gabaix X., Gopikrishnan P., Plerou V. & Stanley H.E., A unified econophysics explanation for the power-law exponents of stock market activity, Physica A 382, 81-88 (2007)

    Ikeda Y., Aoyama H., Iyetomi H., Fujiwara Y., Souma W. & Kaizoji T., Response of firm agent network to exogenous shock, Physica A 382, 138-148 (2007)

    Villarroel J., Stochastic model for market stocks with floors, Physica A 382, 321-329 (2007)

    Eisler Z. & Kertesz J., The dynamics of traded value revisited, Physica A 382, 66-72 (2007)

    Ausloos M. & Lambiotte R., Clusters or networks of economies? A macroeconomy study through Gross Domestic Product, Physica A 382, 16-21 (2007)

    Ao P., Boltzmann-Gibbs distribution of fortune and broken time reversible symmetry in econodynamics, Communications in Nonlinear Science and Numerical Simulation 12, 619-626 (2007)

    Valenti D., Spagnolo B. & Bonanno G., Hitting time distributions in financial markets, Physica A 382, 311-320 (2007)

    Horvath D. & Kuscsik Z., Structurally dynamic spin market networks, International Journal of Modern Physics C 18, 1361-1374 (2007)

    Healy J.V., Dixon M., Read B.J. & Cai F.F., Non-parametric extraction of implied asset price distributions, Physica A 382, 121-128 (2007)

    Maskawa J.-i., Stock price fluctuations and the mimetic behaviors of traders, Physica A 382, 172-178 (2007)

    Piotrowski E.W. & Sladkowski J., Geometry of financial markets-Towards information theory model of markets, Physica A 382, 228-234 (2007)

    Miskiewicz J. & Ausloos M., Delayed information flow effect in economy systems. An ACP model study, Physica A 382, 179-186 (2007)

    Nawroth A.P. & Peinke J., Medium and small-scale analysis of financial data, Physica A 382, 193-198 (2007)

    Naylor M.J., Rose L.C. & Moyle B.J., Topology of foreign exchange markets using hierarchical structure methods, Physica A 382, 199-208 (2007)

    Chatterjee A. & Chakrabarti B.K., Ideal-gas-like market models with savings: Quenched and annealed cases, Physica A 382, 36-41 (2007)

    Stanley H.E., Gabaix X., Gopikrishnan P. & Plerou V., Economic fluctuations and statistical physics: Quantifying extremely rare and less rare events in finance, Physica A 382, 286-301 (2007)

    Watanabe K., Takayasu H. & Takayasu M., Extracting the exponential behaviors in the market data, Physica A 382, 336-339 (2007)

    Mizuno T., Takayasu H. & Takayasu M., Analysis of price diffusion in financial markets using PUCK model, Physica A 382, 187-192 (2007)

    Sato A.-H., Frequency analysis of tick quotes on the foreign exchange market and agent-based modeling: A spectral distance approach, Physica A 382, 258-270 (2007)

    Drozdz S., Gorski A.Z. & Kwapien J., World currency exchange rate cross-correlations, European Physical Journal B 58, 499-502 (2007)

    Gaffeo E., Catalano M., Clementi F., Delli Gatti D., Gallegati M. & Russo A., Reflections on modern macroeconomics: Can we travel along a safer road?, Physica A 382, 89-97 (2007)

    Arianos S. & Carbone A., Detrending moving average algorithm: A closed-form approximation of the scaling law, Physica A 382, 9-15 (2007)

    Jones B.D. & Breunig C., Noah and Joseph effects in government budgets: Analyzing long-term memory, Policy Studies Journal 35, 329-348 (2007)

    Yamada K., Takayasu H. & Takayasu M., Characterization of foreign exchange market using the threshold-dealer-model, Physica A 382, 340-346 (2007)

    Alfi V., De Martino A., Pietronero L. & Tedeschi A., Detecting the traders' strategies in minority-majority games and real stock-prices, Physica A 382, 1-8 (2007)

    Manchanda P., Kumar J. & Siddiqi A.H., Mathematical methods for modelling price fluctuations of financial times series, Journal of the Franklin Institute 344, 613-636 (2007)

    Challet D., The demise of constant price impact functions and single-time step models of speculation, Physica A 382, 29-35 (2007)

    Dibeh G., Contagion effects in a chartist-fundamentalist model with time delays, Physica A 382, 52-57 (2007)

    Choustova O., Quantum modeling of nonlinear dynamics of stock prices: Bohmian approach, Theoretical and Mathematical Physics 152, 1213-1222 (2007)

    Oh G., Kim S. & Eom C., Market efficiency in foreign exchange markets, Physica A 382, 209-212 (2007)

    Jagric T., Strasek S., Spes N. & Jagric V., Is there a random character in a stock market? Some evidence from a small emerging market, International Journal of Management and Enterprise Development 4, 652-673 (2007)

    Preis T., Golke S., Paul W. & Schneider J.J., Statistical analysis of financial returns for a multiagent order book model of asset trading, Physical Review E - Statistical, Nonlinear & Soft Matter Physics 76, 016108 (2007)

    Takahashi T., Oono H. & Radford M.H.B., Empirical estimation of consistency parameter in intertemporal choice based on Tsallis' statistics, Physica A 381, 338-342 (2007)

    Suzuki T., Ikeguchi T. & Suzuki M., Algorithms for generating surrogate data for sparsely quantized time series, Physica D 231, 108-115 (2007)

    Jiang Z.-Q. & Zhou W.-X., Scale invariant distribution and multifractality of volatility multipliers in stock markets, Physica A 381, 343-350 (2007)

    Govindan T.E., Ibarra-Valdez C. & Ruiz de Chavez J., A dynamical stochastic coupled model for financial markets, Physica A 381, 317-328 (2007)

    Bhattacharyya P., Chatterjee A. & Chakrabarti B.K., A common mode of origin of power laws in models of market and earthquake, Physica A 381, 377-382 (2007)

    Mariani M.C. & Liu Y., A new analysis of the effects of the Asian crisis of 1997 on emergent markets, Physica A 380, 307-316 (2007)

    Garas A. & Argyrakis P., Correlation study of the Athens Stock Exchange, Physica A 380, 399-410 (2007)

    Hegyi G., Neda Z. & Augusta Santos M., Wealth distribution and Pareto's law in the Hungarian medieval society, Physica A 380, 271-277 (2007)

    Coronel-Brizio H.F., Hernandez-Montoya A.R., Huerta-Quintanilla R. & Rodriguez-Achach M., Evidence of increment of efficiency of the Mexican Stock Market through the analysis of its variations, Physica A 380, 391-398 (2007)

    Vicente R., Pereira C.d.B., Leite V.B.P. & Caticha N., Long term economic relationships from cointegration maps, Physica A 380, 317-324 (2007)

    Ma J.-L. & Ma F.-T., Solitary wave solutions of nonlinear financial markets: Data-modeling-concept-practicing, Frontiers of Physics in China 2, 368-374 (2007)

    Bartolozzi M., Mellen C., Di Matteo T. & Aste T., Multi-scale correlations in different futures markets, European Physical Journal B 58, 207-220 (2007)

    Dibeh G. & Harmanani H.M., Option pricing during post-crash relaxation times, Physica A 380, 357-365 (2007)

    Scarlat E.I., Stan C. & Cristescu C.P., Chaotic features in Romanian transition economy as reflected onto the currency exchange rate, Chaos, Solitons and Fractals 33, 396-404 (2007)

    Tumminello M., Coronnello C., Lillo F., Micciche S. & Mantegna R.N., Spanning trees and bootstrap reliability estimation in correlation-based networks, International Journal of Bifurcation and Chaos 17, 2319-2329 (2007)

    Chandra A.K., Hajra K.B., Das P.K. & Sen P., Modeling temporal and spatial features of collaboration network, International Journal of Modern Physics C 18, 1157-1172 (2007)

    Moriconi L., Delta hedged option valuation with underlying non-Gaussian returns, Physica A 380, 343-350 (2007)

    McCauley J.L., Gunaratne G.H. & Bassler K.E., Martingale option pricing, Physica A 380, 351-356 (2007)

    Grigoriu M., Linear systems with fractional Brownian motion and Gaussian noise, Probabilistic Engineering Mechanics 22, 276-284 (2007)

    Alvarez-Ramirez J., Rodriguez E. & Dagdug L., Time-correlations in marathon arrival sequences, Physica A 380, 447-454 (2007)

    Tuncay C., A new model for competition between many languages, International Journal of Modern Physics C 18, 1203-1208 (2007)

    Dong L., Volatilities and desires of the agent clusters drive together markets, Physica A 380, 512-518 (2007)

    Zeng L., Bao R. & Xu B., Effects of Levy noise in aperiodic stochastic resonance, Journal of Physics A 40, 005 (2007)

    Labra F.A., Marquet P.A. & Bozinovic F., Scaling metabolic rate fluctuations, Proceedings of the National Academy of Sciences of the United States of America 104, 10900-10903 (2007)

    Bianco S., Ignaccolo M., Rider M.S., Ross M.J., Winsor P. & Grigolini P., Brain, music & non-Poisson renewal processes, Physical Review E - Statistical, Nonlinear & Soft Matter Physics 75, 061911 (2007)

    Ghasemi F., Sahimi M., Peinke J., Friedrich R., Jafari G.R. & Tabar M.R.R., Markov analysis and Kramers-Moyal expansion of nonstationary stochastic processes with application to the fluctuations in the oil price, Physical Review E - Statistical, Nonlinear & Soft Matter Physics 75, 060102 (2007)

    Basalto N., Bellotti R., De Carlo F., Facchi P., Pantaleo E. & Pascazio S., Hausdorff clustering of financial time series, Physica A 379, 635-644 (2007)

    Park J.B., Won Lee J., Yang J.-S., Jo H.-H. & Moon H.-T., Complexity analysis of the stock market, Physica A 379, 179-187 (2007)

    Svorencik A. & Slanina F., Interacting gaps model, dynamics of order book & stock-market fluctuations, European Physical Journal B 57, 453-462 (2007)

    Jamdee S. & Los C.A., Long memory options: LM evidence and simulations, Research in International Business and Finance 21, 260-280 (2007)

    Jiang Z.-Q., Guo L. & Zhou W.-X., Endogenous and exogenous dynamics in the fluctuations of capital fluxes: An empirical analysis of the Chinese stock market, European Physical Journal B 57, 347-355 (2007)

    Figueiredo A., Gleria I., Matsushita R. & Da Silva S., The Levy sections theorem revisited, Journal of Physics A 40, 002 (2007)

    Bartolozzi M., Scale-free avalanches in the multifractal random walk, European Physical Journal B 57, 337-345 (2007)

    Mendes R.S., Malacarne L.C. & Anteneodo C., Statistics of football dynamics, European Physical Journal B 57, 357-363 (2007)

    Scarlat E.I., Stan C. & Cristescu C.P., Self-similar characteristics of the currency exchange rate in an economy in transition, Physica A 379, 188-198 (2007)

    Bittner E., Nussbaumer A., Janke W. & Weigel M., Self-affirmation model for football goal distributions, Europhysics Letters 78, 58002 (2007)

    Bittner E., Nussbaumer A., Janke W. & Weigel M., Self-affirmation model for football goal distributions, EPL 78, 58002 (2007)

    Bianchi S. & Pianese A., Modelling stock price movements: Multifractality or multifractionality?, Quantitative Finance 7, 301-319 (2007)

    Buchbinder G.L. & Chistilin K.M., Multiple time scales and the empirical models for stochastic volatility, Physica A 379, 168-178 (2007)

    McCauley J.L., Gunaratne G.H. & Bassler K.E., Hurst exponents, Markov processes & fractional Brownian motion, Physica A 379, 1-9 (2007)

    Onody R.N., Favaro G.M. & Cazaroto E.R., A new estimator method for GARCH models, European Physical Journal B 57, 487-493 (2007)

    Kirchler M. & Huber J., Fat tails and volatility clustering in experimental asset markets, Journal of Economic Dynamics and Control 31, 1844-1874 (2007)

    Nilantha K.G.D.R., Ranasinghe & Malmini P.K.C., Eigenvalue density of cross-correlations in Sri Lankan financial market, Physica A 378, 345-356 (2007)

    Fan Y., Li M., Zhang P., Wu J. & Di Z., The effect of weight on community structure of networks, Physica A 378, 583-590 (2007)

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    Han D.-D., Liu J.-G., Ma Y.-G., Cai X.-Z. & Shen W.-Q., Scale-free download network for publications, Chinese Physics Letters 21, 1855-1857 (2004)

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    Maslov V.P., Integral equations and phase transitions in stochastic games. An analogy with statistical physics, Theory of Probability and its Applications 48, 359-367 (2004)

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    Field A.J., Harder U. & Harrison P.G., Measurement and modelling of self-similar traffic in computer networks, IEE Proceedings 151, 355-363 (2004)

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    Mills T.C., Statistical analysis of daily gold price data, Physica A 338, 559-566 (2004)

    Clark A., Evidence of log-periodicity in corporate bond spreads, Physica A 338, 585-595 (2004)

    Bernabe A., Martina E., Alvarez-Ramirez J. & Ibarra-Valdez C., A multi-model approach for describing crude oil price dynamics, Physica A 338, 567-584 (2004)

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    Quan H.-J., Hui P.M., Xu C. & Yip K.F., Evolutionary minority game wtih multiple options, Physical Review E - Statistical, Nonlinear & Soft Matter Physics 70, 016119 (2004)

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    Chen Q., Wang Y., Liu J.-T. & Wang K.-L., N-player quantum minority game, Physics Letters, Section A 327, 98-102 (2004)

    Gzyl H. & Villasana M., A perturbative approach for reconstructing diffusion coefficients, Applied Mathematics and Computation 154, 1-15 (2004)

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    Zhou W.-X. & Sornette D., Causal slaving of the US treasury bond yield antibubble by the stock market antibubble of August 2000, Physica A 337, 586-608 (2004)

    Niwa H.-S., Space-irrelevant scaling law for fish school sizes, Journal of Theoretical Biology 228, 347-357 (2004)

    Ramirez-Rojas A., Pavia-Miller C.G. & Angulo-Brown F., Statistical behavior of the spectral exponent and the correlation time of electric self-potential time series associated to the Ms=7.4 September 14, 1995 earthquake in Mexico, Physics and Chemistry of the Earth 29, 305-312 (2004)

    Maslov V.P., Nonlinear financial averaging, the evolution process & laws of econophysics, Theory of Probability and its Applications 49, 221-244 (2004)

    Fujiwara Y., Zipf law in firms bankruptcy, Physica A 337, 219-230 (2004)

    Ausloos M., Clippe P. & Pekalski A., Model of macroeconomic evolution in stable regionally dependent economic fields, Physica A 337, 269-287 (2004)

    Suzuki T., Ikeguchi T. & Suzuki M., A model of complex behavior of interbank exchange markets, Physica A 337, 196-218 (2004)

    Zhou W.-X. & Sornette D., Antibubble and prediction of China's stock market and real-estate, Physica A 337, 243-268 (2004)

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    Delli Gatti D., Di Guilmi C., Gaffeo E., Giulioni G., Gallegati M. & Palestrini A., Business cycle fluctuations and firms' size distribution dynamics, Advances in Complex Systems 7, 223-240 (2004)

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    Kaizoji T. & Kaizoji M., Power law for the calm-time interval of price changes, Physica A 336, 563-570 (2004)

    Ausloos M., Ivanova K. & Siwy Z., Searching for self-similarity in switching time and turbulent cascades in ion transport through a biochannel. A time delay asymmetry, Physica A 336, 319-333 (2004)

    Cajueiro D.O. & Tabak B.M., The Hurst exponent over time: Testing the assertion that emerging markets are becoming more efficient, Physica A 336, 521-537 (2004)

    Pushkin D.O. & Aref H., Bank mergers as scale-free coagulation, Physica A 336, 571-584 (2004)

    Sokolov I.M., Chechkin A.V. & Klafter J., Fractional diffusion equation for a power-law-truncated Levy process, Physica A 336, 245-251 (2004)

    Parish L.M., Worrell G.A., Cranstoun S.D., Stead S.M., Pennell P. & Litt B., Long-range temporal correlations in epileptogenic and non-epileptogenic human hippocampus, Neuroscience 125, 1069-1076 (2004)

    Stauffer D., Introduction to statistical physics outside physics, Physica A 336, 1-5 (2004)

    Grech D. & Mazur Z., Can one make any crash prediction in finance using the local Hurst exponent idea?, Physica A 336, 133-145 (2004)

    Miskiewicz J. & Ausloos M., A logistic map approach to economic cycles. (I). The best adapted companies, Physica A 336, 206-214 (2004)

    Weron R., Bierbrauer M. & Truck S., Modeling electricity prices: Jump diffusion and regime switching, Physica A 336, 39-48 (2004)

    Broszkiewicz-Suwaj E., Makagon A., Weron R. & Wylomanska A., On detecting and modeling periodic correlation in financial data, Physica A 336, 196-205 (2004)

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    Anazawa M., Ishikawa A., Suzuki T. & Tomoyose M., Fractal structure with a typical scale, Physica A 335, 616-628 (2004)

    Sharifi S., Crane M., Shamaie A. & Ruskin H., Random matrix theory for portfolio optimization: A stability approach, Physica A 335, 629-643 (2004)

    Fujiwara Y., Di Guilmi C., Aoyama H., Gallegati M. & Souma W., Do Pareto-Zipf and Gibrat laws hold true? An analysis with European firms, Physica A 335, 197-216 (2004)

    Chatterjee A., Chakrabarti B.K. & Manna S.S., Pareto law in a kinetic model of market with random saving propensity, Physica A 335, 155-163 (2004)

    Li Y. & Savit R., Toward a theory of local resource competition: The minority game with private information, Physica A 335, 217-239 (2004)

    Kaizoji T., Intermittent chaos in a model of financial markets with heterogeneous agents, Chaos, Solitons and Fractals 20, 323-327 (2004)

    Bouchaud J.-P., Gefen Y., Potters M. & Wyart M., Fluctuations and response in financial markets: The subtle nature of 'random' price changes, Quantitative Finance 4, 176-190 (2004)

    Chen H., Sun X., Wu Z. & Wang B., Enlightenment from various conditional probabilities about Hang Seng index in Hong Kong stock market, Physica A 335, 183-196 (2004)

    Volman V., Baruchi I., Persi E. & Ben-Jacob E., Generative modelling of regulated dynamical behavior in cultured neuronal networks, Physica A 335, 249-278 (2004)

    Lehnert T. & Wolff C.C.P., Scale-consistent Value-at-Risk, Finance Research Letters 1, 127-134 (2004)

    Wang H. & Pandey R.B., Momentum analysis of DJI stocks near sharp rise, crash & consolidation, Physica A 334, 524-530 (2004)

    Borges E.P., Empirical nonextensive laws for the county distribution of total personal income and gross domestic product, Physica A 334, 255-266 (2004)

    Bonanno G., Caldarelli G., Lillo F., Micciche S., Vandewalle N. & Mantegna R.N., Networks of equities in financial markets, European Physical Journal B 38, 363-371 (2004)

    Di Guilmi C., Gallegati M. & Ormerod P., Scaling invariant distributions of firms' exit in OECD countries, Physica A 334, 267-273 (2004)

    Battiston S. & Catanzaro M., Statistical properties of corporate board and director networks, European Physical Journal B 38, 345-352 (2004)

    Banavar J.R., De Los Rios P., Flammini A., Holter N.S. & Maritan A., Scale-free behavior and universality in random fragmentation and aggregation, Physical Review E - Statistical, Nonlinear & Soft Matter Physics 69, 036123 (2004)

    Barabasi A.-L., De Menezes M.A., Balensiefer S. & Brockman J., Hot spots and universality in network dynamics, European Physical Journal B 38, 169-175 (2004)

    Tadic B., Thurner S. & Rodgers G.J., Traffic on complex networks: Towards understanding global statistical properties from microscopic density fluctuations, Physical Review E - Statistical, Nonlinear & Soft Matter Physics 69, 036102 (2004)

    Parrondo J.M.R. & Dinis L., Brownian motion and gambling: From ratchets to paradoxical games, Contemporary Physics 45, 147-157 (2004)

    Krause A., Predicting crashes in a model of evolving networks, Complexity 9, 24-30 (2004)

    Perello J., Masoliver J. & Bouchaud J.-P., Multiple time scales in volatility and leverage correlations: A stochastic volatility model, Applied Mathematical Finance 11, 27-50 (2004)

    Balankin A.S., Matamoros O.M., Ernesto G.M. & Alfonso P.A., Crossover from antipersistent to persistent behavior in time series possessing the generalyzed dynamic scaling law, Physical Review E - Statistical, Nonlinear & Soft Matter Physics 69, 036121 (2004)

    Hawkins R.J. & Frieden B.R., Fisher information and equilibrium distributions in econophysics, Physics Letters, Section A 322, 126-130 (2004)

    Liu X., Liang X. & Tang B., Minority game and anomalies in financial markets, Physica A 333, 343-352 (2004)

    Razdan A., Wavelet correlation coefficient of 'strongly correlated' time series, Physica A 333, 335-342 (2004)

    Zhuang X.-T., Huang X.-Y. & Sha Y.-L., Research on the fractal structure in the Chinese stock market, Physica A 333, 293-305 (2004)

    Di Guilmi C., Gaffeo E. & Gallegati M., Empirical results on the size distribution of business cycle phases, Physica A 333, 325-334 (2004)

    Selcuk F., Financial earthquakes, aftershocks and scaling in emerging stock markets, Physica A 333, 306-316 (2004)

    Matsushita R., Gleria I., Figueiredo A., Rathie P. & Da Silva S., Exponentially damped Levy flights, multiscaling & exchange rates, Physica A 333, 353-369 (2004)

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    Mizuno T., Takayasu M. & Takayasu H., The mean-field approximation model of company's income growth, Physica A 332, 403-411 (2004)

    Ausloos M., Clippe P. & Pekalski A., Evolution of economic entities under heterogeneous political/environmental conditions within a Bak-Sneppen-like dynamics, Physica A 332, 394-402 (2004)

    Kamimura A., Guerra S.M.G. & Sauer I.L., Looking for non-linear relation evidences between Brazilian gross domestic product (GDP) and fixed capital stock (K), Physica A 332, 461-468 (2004)

    Chau H.F., Chow F.K. & Ho K.H., Minority game with peer pressure, Physica A 332, 483-495 (2004)

    Challet D., Marsili M. & Ottino G., Shedding light on El Farol, Physica A 332, 469-482 (2004)

    Ho D.-S., Lee C.-K., Wang C.-C. & Chuang M., Scaling characteristics in the Taiwan stock market, Physica A 332, 448-460 (2004)

    Malevergne Y. & Sornette D., Collective origin of the coexistence of apparent random matrix theory noise and of factors in large sample correlation matrices, Physica A 331, 660-668 (2004)

    Wang H. & Pandey R.B., A momentum trading approach to technical analysis of Dow Jones industrials, Physica A 331, 639-650 (2004)

    Antoniou I., Ivanov Vi.V., Ivanov Va.V. & Zrelov P.V., On the log-normal distribution of stock market data, Physica A 331, 617-638 (2004)

    Eliazar I., Doubling an investment, Physica A 331, 240-252 (2004)

    Piotrowski E.W. & Sladkowski J., Arbitrage risk induced by transaction costs, Physica A 331, 233-239 (2004)

    Alvarez-Ramirez J. & Ibarra-Valdez C., Finite-time singularities in the dynamics of Mexican financial crises, Physica A 331, 253-268 (2004)

    Takahashi H. & Itoh Y., Majority orienting model for the oscillation of market price, European Physical Journal B 37, 271-274 (2004)

    De Martino A., Marsili M. & Mulet R., Adaptive drivers in a model of urban traffic, Europhysics Letters 65, 283-289 (2004)

    Kim K. & Yoon S.-M., Multifractal measures for bond futures prices in futures exchange market, Journal of the Physical Society of Japan 73, 49-52 (2004)

    Yang C.-B., Stability of the Distribution in a Money Exchange Model, Chinese Physics Letters 21, 215-218 (2004)

    Arvanitis S. & Demos A., Time dependence and moments of a family of time-varying parameter garch in mean models, Journal of Time Series Analysis 25, 1-25 (2004)

    Aruka Y., How to measure social interactions via group selection? Cultural group selection, coevolutionary processes & large-scale cooperation: A comment, Journal of Economic Behavior and Organization 53, 41-47 (2004)

    Cherny A.S. & Maslov V.P., On minimization and maximization of entropy in various disciplines, Theory of Probability and its Applications 48, 447-464 (2004)

    Jimenez S., Pascual P., Aguirre C. & Vazquez L., A panoramic view of some perturbed nonlinear wave equations, International Journal of Bifurcation and Chaos in Applied Sciences and Engineering 14, 1-40 (2004)

    Perello J. & Masoliver J., Option pricing and perfect hedging on correlated stocks, Physica A 330, 622-652 (2003)

    Zhou W.-X. & Sornette D., Evidence of a worldwide stock market log-periodic anti-bubble since mid-2000, Physica A 330, 543-583 (2003)

    Zhou W.-X. & Sornette D., Renormalization group analysis of the 2000-2002 anti-bubble in the US S&P500 index: Explanation of the hierarchy of five crashes and prediction, Physica A 330, 584-604 (2003)

    Kwapien J., Drozdz S. & Speth J., Alternation of different fluctuation regimes in the stock market dynamics, Physica A 330, 605-621 (2003)

    Muchnik L., Slanina F. & Solomon S., The interacting gaps model: Reconciling theoretical and numerical approaches to limit-order models, Physica A 330, 232-239 (2003)

    Raberto M., Cincotti S., Focardi S.M. & Marchesi M., Trader's long-run wealth in an artificial financial market, Computational Economics 22, 255-272 (2003)

    Forster M.R. & Kryukov A., The Emergence of the Macroworld: A Study of Intertheory Relations in Classical and Quantum Mechanics, Philosophy of Science 70, 1039-1051 (2003)

    Giardina I. & Bouchaud J.-P., Bubbles, crashes and intermittency in agent based market models, European Physical Journal B 31, 421-437 (2003)

    Gligor M. & Ignat M., Scaling in the distribution of marks in high school, Fractals 11, 363-368 (2003)

    Lo C.F., Lie algebraic approach for Fokker-Planck dynamics with space-dependent diffusion and mean-reverting drift, European Physical Journal B 32, 503-505 (2003)

    Livina V., Ashkenazy Y., Kizner Z., Strygin V., Bunde A. & Havlin S., A stochastic model of river discharge fluctuations, Physica A 330, 283-290 (2003)

    Maslov S. & Roehner B.M., Does the price multiplier effect also hold for stocks?, International Journal of Modern Physics C 14, 1439-1451 (2003)

    Lo C.F., Exact propagator of the Fokker-Planck equation with logarithmic factors in diffusion and drift terms, Physics Letters, Section A 319, 110-113 (2003)

    Rawal S. & Rodgers G.J., Modelling inflation as a random process, International Journal of Theoretical and Applied Finance 6, 821-827 (2003)

    Smith E., Farmer J.D., Gillemot L. & Krishnamurthy S., Statistical theory of the continuous double auction, Quantitative Finance 3, 481-514 (2003)

    Avellaneda M. & Lipkin M.D., A market-induced mechanism for stock pinning, Quantitative Finance 3, 417-425 (2003)

    Stauffer D. & Weisbuch G., A market of inhomogeneous threshold cellular automata, International Journal of Modern Physics B 17, 5495-5501 (2003)

    Metzler R. & Horn C., Evolutionary minority games: The benefits of imitation, Physica A 329, 484-498 (2003)

    Viswanathan G.M., Fulco U.L., Lyra M.L. & Serva M., The origin of fat-tailed distributions in financial time series, Physica A 329, 273-280 (2003)

    Costa R.L. & Vasconcelos G.L., Long-range correlations and nonstationarity in the Brazilian stock market, Physica A 329, 231-248 (2003)

    Zhou W.-X. & Sornette D., 2000-2003 real estate bubble in the UK but not in the USA, Physica A 329, 249-263 (2003)

    Ding N., Xi N. & Wang Y., Effects of saving and spending patterns on holding time distribution, European Physical Journal B 36, 149-153 (2003)

    McCauley J.L., Scaling, correlations & cascades in finance and turbulence, Physica A 329, 213-221 (2003)

    McCauley J.L. & Gunaratne G.H., An empirical model of volatility of returns and option pricing, Physica A 329, 178-198 (2003)

    McCauley J.L., Thermodynamic analogies in economics and finance: Instability of markets, Physica A 329, 199-212 (2003)

    Kozuki N. & Fuchikami N., Dynamical model of financial markets: Fluctuating 'temperature' causes intermittent behavior of price changes, Physica A 329, 222-230 (2003)

    Bordogna C.M. & Albano E.V., Simulation of social processes: Application to social learning, Physica A 329, 281-286 (2003)

    Krause A., Inventory effects on daily returns in financial markets, International Journal of Theoretical and Applied Finance 6, 739-765 (2003)

    Kinzel W. & Kanter I., Disorder generated by interacting neural networks: Application to econophysics and cryptography, Journal of Physics A 36, 11173-11186 (2003)

    Galla T., Coolen A.C.C. & Sherrington D., Dynamics of a spherical minority game, Journal of Physics A 36, 11159-11172 (2003)

    Gudowska-Nowak E., Janik R.A., Jurkiewicz J. & Nowak M.A., Infinite products of large random matrices and matrix-valued diffusion, Nuclear Physics B 670, 479-507 (2003)

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    Mizuno T., Takayasu M. & Takayasu H., The mechanism of double-exponential growth in hyper-inflation, Physica A 308, 411-419 (2002)

    Matassini L., On the rigid body behavior of foreign exchange markets, Physica A 308, 402-410 (2002)

    Ohira T., Sazuka N., Marumo K., Shimizu T., Takayasu M. & Takayasu H., Predictability of currency market exchange, Physica A 308, 368-374 (2002)

    Rodgers G.J. & Zheng D., A herding model with preferential attachment and fragmentation, Physica A 308, 375-380 (2002)

    Trimper S., Zabrocki K. & Schulz M., Evolution model with a cumulative feedback coupling, Physical Review E - Statistical, Nonlinear & Soft Matter Physics 65, 056106 (2002)

    Ormerod P. & Mounfield C., The convergence of European business cycles 1978-2000, Physica A 307, 494-504 (2002)

    Garoni T.M. & Frankel N.E., Levy flights: Exact results and asymptotics beyond all orders, Journal of Mathematical Physics 43, 2670-2689 (2002)

    Klauck K., Schadschneider A. & Zittartz J., Exact stationary state of a staggered stochastic hopping model, Journal of Low Temperature Physics 126, 1411-1422 (2002)

    Hanyga A., Multidimensional solutions of time-fractional diffusion-wave equations, Proceedings of the Royal Society A 458, 933-957 (2002)

    Stanley H.E., Amaral L.A.N., Gopikrishnan P., Plerou V. & Salinger M.A., Scale invariance and universality in economic phenomena, Journal of Physics Condensed Matter 14, 2121-2131 (2002)

    Stanley H.E., Amaral L.A.N., Buldyrev S.V., Gopikrishnan P., Plerou V. & Salinger M.A., Self-organized complexity in economics and finance, Proceedings of the National Academy of Sciences of the United States of America 99, 2561-2565 (2002)

    Schmidt A.B., Why technical trading may be successful? A lesson from the agent-based modeling, Physica A 303, 185-188 (2002)

    Litinskii L.B., Hopfield model with a dynamic threshold, Theoretical and Mathematical Physics 130, 136-151 (2002)

    Jefferies P., Hart M.L. & Johnson N.F., Deterministic dynamics in the minority game, Physical Review E - Statistical, Nonlinear & Soft Matter Physics 65, 016105 (2002)

    Coolen A.C.C., Heimel J.A.F. & Sherrington D., Dynamics of the batch minority game with inhomogeneous decision noise, Physical Review E - Statistical, Nonlinear & Soft Matter Physics 65, 016126 (2002)

    Zheng D., Rodgers G.J., Hui P.M. & D'Hulst R., Non-universal scaling and dynamical feedback in generalized models of financial markets, Physica A 303, 176-184 (2002)

    Stanley H.E., Nunes Amaral L.A., Gabaix X., Gopikrishnan P. & Plerou V., Quantifying economic fluctuations, Physica A 302, 126-137 (2001)

    Louzoun Y. & Solomon S., Volatility driven market in a generalized Lotka-Voltera formalism, Physica A 302, 220-233 (2001)

    Kinzel W., Metzler R. & Kanter I., Statistical physics of interacting neural networks, Physica A 302, 44-55 (2001)

    Vjushin D., Govindan R.B., Monetti R.A., Havlin S. & Bunde A., Scaling analysis of trends using DFA, Physica A 302, 234-243 (2001)

    Coolen A.C.C. & Heimel J.A.F., Dynamical solution of the on-line minority game, Journal of Physics A 34, 10783-10804 (2001)

    Hanyga A., Multidimensional solutions of space-fractional diffusion equations, Proceedings of the Royal Society A 457, 2993-3005 (2001)

    Schulz B.M., Schulz M. & Trimper S., Wind direction and strength as a two-dimensional random walk, Physics Letters, Section A 291, 87-91 (2001)

    Muniandy S.V., Lim S.C. & Murugan R., Inhomogeneous scaling behaviors in Malaysian foreign currency exchange rates, Physica A 301, 407-428 (2001)

    Alvarez-Ramirez J. & Ibarra-Valdez C., Modeling stock market dynamics based on conservation principles, Physica A 301, 493-511 (2001)

    Makowiec D. & Posiewnik A., Beauty of financial time series artificial insymmetrization patterns of stock market indices, Physica A 301, 429-440 (2001)

    Mansilla R., Algorithmic complexity of real financial markets, Physica A 301, 483-492 (2001)

    Zheng D. & Wang B.-H., Statistical properties of the attendance time series in the minority game, Physica A 301, 560-566 (2001)

    Nishiyama N., One idea of portfolio risk control for absolute return strategy risk adjustments by signals from correlation behavior, Physica A 301, 457-472 (2001)

    Matassini L., The trading rectangle strategy within book models, Physica A 301, 449-456 (2001)

    Souma W., Universal structure of the personal income distribution, Fractals 9, 463-470 (2001)

    Grigolini P., Palatella L. & Raffaelli G., Asymmetric anomalous diffusion: An efficient way to detect memory in time series, Fractals 9, 439-449 (2001)

    Baptista M.S., Caldas I.L., Heller M.V.A.P. & Ferreira A.A., Onset of symmetric plasma turbulence, Physica A 301, 150-162 (2001)

    Bershadskii A., Invasion-percolation and statistics of US Treasury bonds, Physica A 300, 539-550 (2001)

    Challet D. & Stinchcombe R., Analyzing and modeling 1 + 1d markets, Physica A 300, 285-299 (2001)

    Podobnik B., Matia K., Chessa A., Ivanov P.Ch., Lee Y. & Stanley H.E., Time evolution of stochastic processes with correlations in the variance: Stability in power-law tails of distributions, Physica A 300, 300-309 (2001)

    Chang I. & Stauffer D., Time-reversal asymmetry in Cont-Bouchaud stock market model, Physica A 299, 547-550 (2001)

    Heimel J.A.F. & De Martino A., Broken ergodicity and memory in the minority game, Journal of Physics A 34, - (2001)

    Gorski A.Z., Pseudofractals and the box counting algorithm, Journal of Physics A 34, 7933-7940 (2001)

    Bonanno G., Lillo F. & Mantegna R.N., Levels of complexity in financial markets, Physica A 299, 16-27 (2001)

    Gopikrishnan P., Plerou V., Gabaix X., Amaral L.A.N. & Stanley H.E., Price fluctuations and market activity, Physica A 299, 137-143 (2001)

    Drozdz S., Kwapien J., Grummer F., Ruf F. & Speth J., Quantifying the dynamics of financial correlations, Physica A 299, 144-153 (2001)

    Lillo F. & Mantegna R.N., Ensemble properties of securities traded in the NASDAQ market, Physica A 299, 161-167 (2001)

    Weron R., Kozlowska B. & Nowicka-Zagrajek J., Modeling electricity loads in California: A continuous-time approach, Physica A 299, 344-350 (2001)

    Raberto M., Cincotti S., Focardi S.M. & Marchesi M., Agent-based simulation of a financial market, Physica A 299, 319-327 (2001)

    D'Hulst R. & Rodgers G.J., Business size distributions, Physica A 299, 328-333 (2001)

    Romanovsky M. & Oks E., Time intervals distribution of stock transactions and time correlation of stock indices in the model space, Physica A 299, 168-174 (2001)

    Dragulescu A. & Yakovenko V.M., Exponential and power-law probability distributions of wealth and income in the United Kingdom and the United States, Physica A 299, 213-221 (2001)

    Ivanov P.Ch., Podobnik B., Lee Y. & Stanley H.E., Truncated Levy process with scale-invariant behavior, Physica A 299, 154-160 (2001)

    Reents G., Metzler R. & Kinzel W., A stochastic strategy for the minority game, Physica A 299, 253-261 (2001)

    McCauley J.L., Neo-classical theory of competition or Adam Smith's hand as mathematized ideology, Physica A 299, 294-298 (2001)

    Challet D., Marsili M. & Zhang Y.-C., Minority games and stylized facts, Physica A 299, 228-233 (2001)

    Johnson N.F., Lamper D., Jefferies P., Hart M.L. & Howison S., Application of multi-agent games to the prediction of financial time series, Physica A 299, 222-227 (2001)

    Marsili M., Market mechanism and expectations in minority and majority games, Physica A 299, 93-103 (2001)

    Stanley H.E., Amaral L.A.N., Gabaix X., Gopikrishnan P. & Plerou V., Similarities and differences between physics and economics, Physica A 299, 1-15 (2001)

    Pafka S. & Kondor I., Evaluating the RiskMetrics methodology in measuring volatility and Value-at-Risk in financial markets, Physica A 299, 305-310 (2001)

    Burda Z., Jurkiewicz J., Nowak M.A., Papp G. & Zahed I., Free random Levy variables and financial probabilities, Physica A 299, 181-187 (2001)

    Bouchaud J.-P. & Potters M., More stylized facts of financial markets: Leverage effect and downside correlations, Physica A 299, 60-70 (2001)

    Cuniberti G., Porto M. & Roman H.E., Asset-asset interactions and clustering in financial markets, Physica A 299, 262-267 (2001)

    Solomon S. & Richmond P., Power laws of wealth, market order volumes and market returns, Physica A 299, 188-197 (2001)

    Bordogna C.M. & Albano E.V., Phase transitions in a model for social learning via the internet, International Journal of Modern Physics C 12, 1241-1250 (2001)

    Giardina I., Bouchaud J.-P. & Mezard M., Microscopic models for long ranged volatility correlations, Physica A 299, 28-39 (2001)

    Alacs P. & Janosi I.M., Modeling the BUX index by a novel stochastic differential equation, Physica A 299, 273-278 (2001)

    Kullmann L. & Kertesz J., Crossover to Gaussian behavior in herding market models, International Journal of Modern Physics C 12, 1211-1215 (2001)

    Stanley H.E. & Buldyrev S.V., Statistical physics: The salesman and the tourist, Nature 413, 373-374 (2001)

    Hart M., Jefferies P., Johnson N.F. & Hui P.M., Crowd-anticrowd theory of the minority game, Physica A 298, 537-544 (2001)

    Renner Ch., Peinke J. & Friedrich R., Evidence of Markov properties of high frequency exchange rate data, Physica A 298, 499-520 (2001)

    Zumbach G. & Lynch P., Heterogeneous volatility cascade in financial markets, Physica A 298, 521-529 (2001)

    Gligor M. & Ignat M., Econophysics: A new field for statistical physics?, Interdisciplinary Science Reviews 26, 183-190 (2001)

    Miranda L.C. & Riera R., Truncated Levy walks and an emerging market economic index, Physica A 297, 509-520 (2001)

    Struzik Z.R., Wavelet methods in (financial) time-series processing, Physica A 296, 307-319 (2001)

    Mendes R.V., Structure-generating mechanisms in agent-based models, Physica A 295, 537-561 (2001)

    Kantelhardt J.W., Koscielny-Bunde E., Rego H.H.A., Havlin S. & Bunde A., Detecting long-range correlations with detrended fluctuation analysis, Physica A 295, 441-454 (2001)

    Bornholdt S., Expectation bubbles in a spin model of markets: Intermittency from frustration across scales, International Journal of Modern Physics C 12, 667-674 (2001)

    Fujiwara Y. & Fujisaka H., Coarse-graining and self-similarity of price fluctuations, Physica A 294, 439-446 (2001)

    Challet D., Marsili M. & Zhang Y.-C., Stylized facts of financial markets and market crashes in Minority Games, Physica A 294, 514-524 (2001)

    D'Hulst R. & Rodgers G.J., Bid distributions of competing agents in simple models of auctions, Physica A 294, 447-464 (2001)

    Franci F., Marschinski R. & Matassini L., Learning the optimal trading strategy, Physica A 294, 213-225 (2001)

    Drozdz S., Grummer F., Ruf F. & Speth J., Towards identifying the world stock market cross-correlations: DAX versus Dow Jones, Physica A 294, 226-234 (2001)

    Mack G., Universal dynamics, a unified theory of complex systems. Emergence, life and death, Communications in Mathematical Physics 219, 141-178 (2001)

    Mills T.C., Statistical analysis of high frequency data from the Athens stock exchange, Physica A 293, 566-572 (2001)

    Ormerod P. & Mounfield C., Power law distribution of the duration and magnitude of recessions in capitalist economies: Breakdown of scaling, Physica A 293, 573-582 (2001)

    Sznajd-Weron K. & Weron R., A new model of mass extinctions, Physica A 293, 559-565 (2001)

    Hart M., Jefferies P., Hui P.M. & Johnson N.F., Crowd-anticrowd theory of multi-agent market games, European Physical Journal B 20, 547-550 (2001)

    Lillo F. & Mantegna R.N., Empirical properties of the variety of a financial portfolio and the single-index model, European Physical Journal B 20, 503-509 (2001)

    Cuniberti G. & Matassini L., Liquid markets and market liquids: Collective and single-asset dynamics in financial markets, European Physical Journal B 20, 561-564 (2001)

    Jefferies P., Hart M.L., Hui P.M. & Johnson N.F., From market games to real-world markets, European Physical Journal B 20, 493-501 (2001)

    Liehr S. & Pawelzik K., Optimal trading from minimizing the period of bankruptcy risk, European Physical Journal B 20, 555-559 (2001)

    Bershadskii A., Multifractal diffusion in NASDAQ, Journal of Physics A 34, - (2001)

    Tsonis A.A., Heller F., Takayasu H., Marumo K. & Shimizu T., Characteristic time scale in dollar-yen exchange rates, Physica A 291, 574-582 (2001)

    Sun X., Chen H., Wu Z. & Yuan Y., Multifractal analysis of Hang Seng index in Hong Kong stock market, Physica A 291, 553-562 (2001)

    Weron R., Levy-stable distributions revisited: Tail index > 2 does not exclude the Levy-stable regime, International Journal of Modern Physics C 12, 209-223 (2001)

    Ausloos M. & Ivanova K., Correlations between reconstructed EUR exchange rates versus CHF, DKK, GBP, JPY and USD, International Journal of Modern Physics C 12, 169-195 (2001)

    Matassini L. & Franci F., On financial markets trading, Physica A 289, 526-542 (2001)

    Potters M., Bouchaud J.-P. & Sestovic D., Hedged Monte-Carlo: Low variance derivative pricing with objective probabilities, Physica A 289, 517-525 (2001)

    Chechkin A.V. & Gonchar V.Yu., Fractional Brownian motion approximation based on fractional integration of a white noise, Chaos, solitons and fractals 12, 391-398 (2001)

    Slanina F. & Zhang Y.-C., Dynamical spin-glass-like behavior in an evolutionary game, Physica A 289, 290-300 (2001)

    Castiglione F., Pandey R.B. & Stauffer D., Effect of trading momentum and price resistance on stock market dynamics: A Glauber Monte Carlo simulation, Physica A 289, 223-228 (2001)

    Hui P.M., Lo T.S. & Johnson N.F., Segregation in a competing and evolving population, Physica A 288, 451-458 (2000)

    Tang L.-H. & Huang Z.-F., Modelling high-frequency economic time series, Physica A 288, 444-450 (2000)

    Stanley H.E., Gopikrishnan P., Plerou V. & Amaral L.A.N., Quantifying fluctuations in economic systems by adapting methods of statistical physics, Physica A 287, 339-361 (2000)

    Gopikrishnan P., Plerou V., Liu Y., Amaral L.A.N., Gabaix X. & Stanley H.E., Scaling and correlation in financial time series, Physica A 287, 362-373 (2000)

    Plerou V., Gopikrishnan P., Rosenow B., Amaral L.A.N. & Stanley H.E., Random matrix theory approach to financial cross-correlations, Physica A 287, 374-382 (2000)

    Mainardi F., Raberto M., Gorenflo R. & Scalas E., Fractional calculus and continuous-time finance. II: The waiting-time distribution, Physica A 287, 468-481 (2000)

    Nagel K., Shubik M., Paczuski M. & Bak P., Spatial competition and price formation, Physica A 287, 546-562 (2000)

    Vamos C., Suciu N. & Blaj W., Derivation of one-dimensional hydrodynamic model for stock price evolution, Physica A 287, 461-467 (2000)

    Wahle J., Bazzan A.L.C., Klugl F. & Schreckenberg M., Decision dynamics in a traffic scenario, Physica A 287, 669-681 (2000)

    Holyst J.A. & Urbanowicz K., Chaos control in economical model by time-delayed feedback method, Physica A 287, 587-598 (2000)

    Huang Z.-F., First 20 min in the Hong Kong stock market, Physica A 287, 405-411 (2000)

    Kullmann L., Kertesz J. & Mantegna R.N., Identification of clusters of companies in stock indices via Potts super-paramagnetic transitions, Physica A 287, 412-419 (2000)

    Burnecki K., Kukla G. & Weron R.X., Property insurance loss distributions, Physica A 287, 269-278 (2000)

    Helbing D. & Kern D., Non-equilibrium price theories, Physica A 287, 259-268 (2000)

    Lo T.S., Lim S.W., Hui P.M. & Johnson N.F., Evolutionary Minority Game with heterogeneous strategy distribution, Physica A 287, 313-320 (2000)

    Baptista M.S., Caldas I.L., Baptista M.S., Baptista C.S., Ferreira A.A. & Heller M.V.A.P., Low-dimensional dynamics in observables from complex and higher-dimensional systems, Physica A 287, 91-99 (2000)

    Blank A. & Solomon S., Power laws in cities population, financial markets and internet sites (scaling in systems with a variable number of components), Physica A 287, 279-288 (2000)

    Ausloos M. & Ivanova K., Introducing false EUR and false EUR exchange rates, Physica A 286, 353-366 (2000)

    Slanina F., Social organization in the Minority Game model, Physica A 286, 367-376 (2000)

    McCauley J.L., Futility of utility: how market dynamics marginalize Adam Smith, Physica A 285, 506-538 (2000)

    Weron R., Energy price risk management, Physica A 285, 127-134 (2000)

    Stauffer D., Grand unification of exotic statistical physics, Physica A 285, 121-126 (2000)

    Stanley H.E., Exotic statistical physics: applications to biology, medicine & economics, Physica A 285, 1-17 (2000)

    Holyst J.A., Kacperski K. & Schweitzer F., Phase transitions in social impact models of opinion formation, Physica A 285, 199-210 (2000)

    Przystawa J. & Wolf M., Violation of interest-rate parity: a Polish example, Physica A 285, 220-226 (2000)

    Ausloos M., Statistical physics in foreign exchange currency and stock markets, Physica A 285, 48-65 (2000)

    Dasgupta S., A model of aggregation and dissociation, Journal of Physics A 33, - (2000)

    Ausloos M., Gas-kinetic theory and Boltzmann equation of share price within an equilibrium market hypothesis and ad hoc strategy, Physica A 284, 385-392 (2000)

    Baptista M.S., On the stock market recurrence, Physica A 284, 348-354 (2000)

    Scalas E., Gorenflo R. & Mainardi F., Fractional calculus and continuous-time finance, Physica A 284, 376-384 (2000)

    Lo T.S., Hui P.M. & Johnson N.F., Theory of the evolutionary minority game, Physical Review E - Statistical Physics, Plasmas, Fluids & Related Interdisciplinary Topics 62, 4393-4396 (2000)

    Weron R. & Przybylowicz B., Hurst analysis of electricity price dynamics, Physica A 283, 462-468 (2000)

    Stanley H.E., Amaral L.A.N., Gopikrishnan P. & Plerou V., Scale invariance and universality of economic fluctuations, Physica A 283, 31-41 (2000)

    Richards G.R., Reconciling econophysics with macroeconomic theory, Physica A 282, 325-335 (2000)

    Stanley H.E., Amaral L.A.N., Gopikrishnan P., Ivanov P.C., Keitt T.H. & Plerou V., Scale invariance and universality: organizing principles in complex systems, Physica A 281, 60-68 (2000)

    Ormerod P. & Mounfield C., Random matrix theory and the failure of macro-economic forecasts, Physica A 280, 497-504 (2000)

    Marsili M., Challet D. & Zecchina R., Exact solution of a modified El Farol's bar problem: Efficiency and the role of market impact, Physica A 280, 522-553 (2000)

    D'Hulst R. & Rodgers G.J., Democracy versus dictatorship in self-organized models of financial markets, Physica A 280, 554-565 (2000)

    Bonanno G., Lillo F. & Mantegna R.N., Dynamics of the number of trades of financial securities, Physica A 280, 136-141 (2000)

    Plerou V., Gopikrishnan P., Rosenow B., Amaral L.A.N. & Eugene Stanley H., Econophysics: Financial time series from a statistical physics point of view, Physica A 279, 443-456 (2000)

    Maslov S., Simple model of a limit order-driven market, Physica A 278, 571-578 (2000)

    Katsuragi H., Evidence of multi-affinity in the Japanese stock market, Physica A 278, 275-281 (2000)

    Chechkin A.V. & Gonchar V.Yu., Model for persistent Levy motion, Physica A 277, 312-326 (2000)

    Stauffer D. & Jan N., Sharp peaks in the percolation model for stock markets, Physica A 277, 215-219 (2000)

    Chatagny R. & Chopard B., Parallel model for the foreign exchange market, Parallel Computing 26, 587-600 (2000)

    Challet D., Marsili M. & Zhang Y.-C., Modeling market mechanism with minority game, Physica A 276, 284-315 (2000)

    Ilinski K., Gauge geometry of financial markets, Journal of Physics A 33, - (2000)

    Mantegna R.N., Palagyi Z. & Stanley H.E., Applications of statistical mechanics to finance, Physica A 274, 216-221 (1999)

    Ausloos M., Vandewalle N., Boveroux Ph., Minguet A. & Ivanova K., Applications of statistical physics to economic and financial topics, Physica A 274, 229-240 (1999)

    Gabor A. & Kondor I., Portfolios with nonlinear constraints and spin glasses, Physica A 274, 222-228 (1999)

    Kutner R. & Wysocki K., Applications of statistical mechanics to non-brownian random motion, Physica A 274, 67-84 (1999)

    Slanina F. & Zhang Y.-C., Capital flow in a two-component dynamical system, Physica A 272, 257-268 (1999)

    Slanina F., On the possibility of optimal investment, Physica A 269, 554-563 (1999)

    Stanley H.E., Amaral L.A.N., Canning D., Gopikrishnan P., Lee Y. & Liu Y., Econophysics: Can physicists contribute to the science of economics?, Physica A 269, 156-169 (1999)

    Vandewalle N., Ausloos M. & Boveroux P., Moving averages demystified, Physica A 269, 170-176 (1999)

    Raberto M., Scalas E., Cuniberti G. & Riani M., Volatility in the Italian stock market: An empirical study, Physica A 269, 148-155 (1999)

    Palagyi Z. & Mantegna R.N., Empirical investigation of stock price dynamics in an emerging market, Physica A 269, 132-139 (1999)

    Cuniberti G., Raberto M. & Scalas E., Correlations in the bond-future market, Physica A 269, 90-97 (1999)

    Takayasu H. & Takayasu M., Critical fluctuations of demand and supply, Physica A 269, 24-29 (1999)

    Gorenflo R., Fabritiis G.D. & Mainardi F., Discrete random walk models for symmetric Levy-Feller diffusion processes, Physica A 269, 79-89 (1999)

    Janosi I.M., Janecsko B. & Kondor I., Statistical analysis of 5 s index data of the Budapest Stock Exchange, Physica A 269, 111-124 (1999)

    Kullmann L., Toyli J., Kertesz J., Kanto A. & Kaski K., Characteristic times in stock market indices, Physica A 269, 98-110 (1999)

    Nirei M., Critical fluctuations in a random network model, Physica A 269, 16-23 (1999)

    Zemke S., Nonlinear index prediction, Physica A 269, 177-183 (1999)

    Galluccio S., American option pricing in Gauss-Markov interest rate models, Physica A 269, 61-71 (1999)

    Johnson N.F., Hart M. & Hui P.M., Crowd effects and volatility in markets with competing agents, Physica A 269, 1-8 (1999)

    Ferreira F.F. & Fontanari J.F., Statistical mechanics analysis of the continuous number partitioning problem, Physica A 269, 54-60 (1999)

    Marsili M., On the multinomial logit model, Physica A 269, 9-15 (1999)

    Okuyama K., Takayasu M. & Takayasu H., Zipf's law in income distribution of companies, Physica A 269, 125-131 (1999)

    Gimeno R., Manchado B. & Minguez R., Stationarity tests for financial time series, Physica A 269, 72-78 (1999)

    Pasquini M. & Serva M., Multiscaling and clustering of volatility, Physica A 269, 140-147 (1999)

    Basso A. & Pianca P., More informative estimation procedure for the parameters of a diffusion process, Physica A 269, 45-53 (1999)

    Zhang Y.-C., Toward a theory of marginally efficient markets, Physica A 269, 30-44 (1999)

    Egenter E., Lux T. & Stauffer D., Finite-size effects in Monte Carlo simulations of two stock market models, Physica A 268, 250-256 (1999)

    Vandewalle N. & Ausloos M., n-Zipf analysis of financial data series and biased data series, Physica A 268, 240-249 (1999)

    Mercik S. & Weron R., Scaling in currency exchange: a conditionally exponential decay approach, Physica A 267, 239-250 (1999)


  • Contact Addresses:
    — Center for Polymer Studies, Department of Physics, Boston University, 590 Commonwealth Avenue, Boston, MA 02215, USA —
    — ETH Zurich, Chair of Sociology, in particular of Modeling and Simulation, CLU E 5, Clausiusstr. 50, 8092 Zurich, Switzerland —
    — Artemis Capital Asset Management GmbH, Gartenstr. 14, D-65558 Holzheim, Germany —
    Last update on 24 June 2011