Practical Fruits of Econophysics
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Latest Documents Most Cited Documents Contributed Authors Related Sources Related Keywords

Application of PCA and Random Matrix Theory to Passive Fund Management

2006 ◽  
pp. 226-230 ◽  
Author(s):  
Yoshi Fujiwara ◽  
Wataru Souma ◽  
Hideki Murasato ◽  
Hiwon Yoon
Keyword(s):  
Random Matrix Theory ◽  
Random Matrix ◽  
Matrix Theory ◽  
Fund Management

Scaling and Memory in Return Loss Intervals: Application to Risk Estimation

2006 ◽  
pp. 43-51 ◽  
Author(s):  
Kazuko Yamasaki ◽  
Lev Muchnik ◽  
Shlomo Havlin ◽  
Armin Bunde ◽  
H. Eugene Stanley
Keyword(s):  
Return Loss ◽  
Risk Estimation

The skeleton of the Shareholders Networks

2006 ◽  
pp. 297-301 ◽  
Author(s):  
Guido Caldarelli ◽  
Stefano Battiston ◽  
Diego Garlaschelli

Conservative Estimation of Default Rate Correlations

2006 ◽  
pp. 272-276
Author(s):  
Bernd Rosenow ◽  
Rafael Weißbach
Keyword(s):  
Default Rate ◽  
Conservative Estimation

Successful Price Cycle Forecasts for S&P Futures Using TF3, a Pattern Recognition Algorithms Based on the KNN Method

2006 ◽  
pp. 116-120
Author(s):  
Bill C. Giessen ◽  
Zhaoyang Zhao ◽  
Tao Yu ◽  
Jun Chen ◽  
Jian Yao ◽  
...  
Keyword(s):  
Pattern Recognition ◽  
Recognition Algorithms

Short Time Segment Price Forecasts Using Spline Fit Interactions

2006 ◽  
pp. 111-115
Author(s):  
Ke Xu ◽  
Jun Chen ◽  
Jian Yao ◽  
Zhaoyang Zhao ◽  
Tao Yu ◽  
...  
Keyword(s):  
Time Segment ◽  
Short Time

An agent-based model of financial returns in a limit order market

2006 ◽  
pp. 158-162
Author(s):  
Koichi Hamada ◽  
Kouji Sasaki ◽  
Toshiaki Watanabe
Keyword(s):  
Financial Returns ◽  
Agent Based Model ◽  
Limit Order ◽  
Agent Based ◽  
Limit Order Market

scholarly journals Characteristic market behaviors caused by intervention in a foreign exchange market

2006 ◽  
pp. 33-37 ◽  
Author(s):  
Takayuki Mizuno ◽  
Yukiko Umeno Saito ◽  
Tsutomu Watanabe ◽  
Hideki Takayasu
Keyword(s):  
Foreign Exchange ◽  
Foreign Exchange Market ◽  
Exchange Market
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