Content
2010
- 1006.0697 Recent progress in random metric theory and its applications to conditional risk measures
by Tiexin Guo - 1006.0628 Emergence of universal scaling in financial markets from mean-field dynamics
by S. V. Vikram & Sitabhra Sinha - 1006.0469 Certifiably Pseudorandom Financial Derivatives
by David Zuckerman - 1006.0310 On the strategic use of risk and undesirable goods in multidimensional screening
by Aim'e Lachapelle & Filippo Santambrogio - 1006.0155 Scaling and multiscaling in financial series: a simple model
by Alessandro Andreoli & Francesco Caravenna & Paolo Dai Pra & Gustavo Posta - 1005.5675 The Financial Bubble Experiment: Advanced Diagnostics and Forecasts of Bubble Terminations Volume II-Master Document
by Didier Sornette & Ryan Woodard & Maxim Fedorovsky & Stefan Reimann & Hilary Woodard & Wei-Xing Zhou - 1005.5538 The Impact of Credit Risk and Implied Volatility on Stock Returns
by Florian Steiger - 1005.5105 The dual optimizer for the growth-optimal portfolio under transaction costs
by Stefan Gerhold & Johannes Muhle-Karbe & Walter Schachermayer - 1005.5082 A Note on Sparse Minimum Variance Portfolios and Coordinate-Wise Descent Algorithms
by Yu-Min Yen - 1005.5021 Random Matrix Theory and Fund of Funds Portfolio Optimisation
by Thomas Conlon & Heather J. Ruskin & Martin Crane - 1005.5006 Boltzmann legacy and wealth distribution
by Giuseppe Toscani - 1005.4976 An empirical study of the tails of mutual fund size
by Yonathan Schwarzkopf & J. Doyne Farmer - 1005.4456 Some Remarks on T-copulas
by Volf Frishling & David G Maher - 1005.4417 Applications of time-delayed backward stochastic differential equations to pricing, hedging and portfolio management
by Lukasz Delong - 1005.3956 Smooth Value Functions for a Class of Nonsmooth Utility Maximization Problems
by Baojun Bian & Sheng Miao & Harry Zheng - 1005.3799 Market Price of Risk and Random Field Driven Models of Term Structure: A Space-Time Change of Measure Look
by Hassan Allouba & Victor Goodman - 1005.3565 Quadratic Reflected BSDEs with Unbounded Obstacles
by Erhan Bayraktar & Song Yao - 1005.3535 Intraday Patterns in the Cross-section of Stock Returns
by Steven L. Heston & Robert A. Korajczyk & Ronnie Sadka - 1005.3518 Inequality reversal: effects of the savings propensity and correlated returns
by Anindya S. Chakrabarti & Bikas K. Chakrabarti - 1005.3454 Robust maximization of asymptotic growth
by Constantinos Kardaras & Scott Robertson - 1005.2979 Robust and Adaptive Algorithms for Online Portfolio Selection
by Theodoros Tsagaris & Ajay Jasra & Niall Adams - 1005.2862 Multivariate heavy-tailed models for Value-at-Risk estimation
by Carlo Marinelli & Stefano d'Addona & Svetlozar T. Rachev - 1005.2661 Statistically Optimal Strategy Analysis of a Competing Portfolio Market with a Polyvariant Profit Function
by Bohdan Yu. Kyshakevych & Anatoliy K. Prykarpatsky & Denis Blackmore & Ivan P. Tverdokhlib - 1005.2228 A general method for debiasing a Monte Carlo estimator
by Don McLeish - 1005.2044 Note on log-periodic description of 2008 financial crash
by Katarzyna Bolonek-Lason & Piotr Kosinski - 1005.1917 Two-sided estimates for stock price distribution densities in jump-diffusion models
by Archil Gulisashvili & Josep Vives - 1005.1862 On the estimation of integrated covariance matrices of high dimensional diffusion processes
by Xinghua Zheng & Yingying Li - 1005.1861 Deterministic criteria for the absence of arbitrage in one-dimensional diffusion models
by Aleksandar Mijatovi'c & Mikhail Urusov - 1005.1811 Insuring against loss of evidence in game-theoretic probability
by A. Philip Dawid & Steven de Rooij & Glenn Shafer & Alexander Shen & Nikolai Vereshchagin & Vladimir Vovk - 1005.1760 Two stock options at the races: Black-Scholes forecasts
by Gleb Oshanin & Gregory Schehr - 1005.1705 A Short Tale of Long Tail Integration
by Xiaolin Luo & Pavel V. Shevchenko - 1005.1476 Robust Estimators in Generalized Pareto Models
by Peter Ruckdeschel & Nataliya Horbenko - 1005.1361 Optimization of dividend and reinsurance strategies under ruin probability constraint
by Zongxia Liang & Jicheng Yao - 1005.1360 Optimal dividend and investing control of a insurance company with higher solvency constraints
by Zongxia Liang & Jianping Huang - 1005.1358 Variational inequality method in stock loans
by Zongxia Liang & Weiming Wu - 1005.1357 Stock loan with Automatic termination clause, cap and margin
by Shuqing Jiang & Zongxia Liang & Weiming Wu - 1005.1356 Theoretical and numerical Analysis on Optimal dividend policy of an insurance company with positive transaction cost and higher solvency
by Zongxia Liang & Jicheng Yao - 1005.1326 GDP Trend Deviations and the Yield Spread: the Case of Five E.U. Countries
by Periklis Gogas & Ioannis Pragidis - 1005.0877 Detrending moving average algorithm for multifractals
by Gao-Feng Gu & Wei-Xing Zhou - 1005.0768 No-arbitrage pricing under cross-ownership
by Tom Fischer - 1005.0728 The Euler-Maruyama approximations for the CEV model
by V. Abramov & F. Klebaner & R. Liptser - 1005.0496 Stable-1/2 Bridges and Insurance
by Edward Hoyle & Lane P. Hughston & Andrea Macrina - 1005.0378 Persistent collective trend in stock markets
by Emeric Balogh & Ingve Simonsen & Balint Zs. Nagy & Zoltan Neda - 1005.0313 An Econophysics Model for the Currency Exchange with Commission
by Ion Spanulescu & Victor A. Stoica & Ion Popescu - 1005.0279 Rough paths in idealized financial markets
by Vladimir Vovk - 1005.0221 A discussion of stock market speculation by Pierre-Joseph Proudhon
by Jean-Claude Juhel & Dominique Dufour - 1005.0211 On the fractional Black-Scholes market with transaction costs
by Ehsan Azmoodeh - 1005.0194 Delta Hedging in Financial Engineering: Towards a Model-Free Approach
by Michel Fliess & C'edric Join - 1005.0182 A Multi Agent Model for the Limit Order Book Dynamics
by Marco Bartolozzi - 1005.0051 Crude oil and motor fuel: Fair price revisited
by Ivan O. Kitov & Oleg I. Kitov - 1004.5559 A Direct Proof of the Bichteler--Dellacherie Theorem and Connections to Arbitrage
by Mathias Beiglbock & Walter Schachermayer & Bezirgen Veliyev - 1004.5547 Memory effect and multifractality of cross-correlations in financial markets
by Tian Qiu & Guang Chen & Li-Xin Zhong & Xiao-Wei Lei - 1004.5524 Risk measuring under model uncertainty
by Jocelyne Bion-Nadal & Magali Kervarec - 1004.5192 Stochastic Utilities With a Given Optimal Portfolio : Approach by Stochastic Flows
by N. El Karoui & Mohamed M'Rad - 1004.5169 Laplace transform analysis of a multiplicative asset transfer model
by Andrey Sokolov & Andrew Melatos & Tien Kieu - 1004.5109 Wealth distribution: To be or not to be a Gamma?
by Mehdi Lallouache & Aymen Jedidi & Anirban Chakraborti - 1004.5037 Convenient Multiple Directions of Stratification
by Benjamin Jourdain & Bernard Lapeyre & Piergiacomo Sabino - 1004.5014 On information efficiency and financial stability
by Fabio Caccioli & Matteo Marsili - 1004.4956 Vast Volatility Matrix Estimation using High Frequency Data for Portfolio Selection
by Jianqing Fan & Yingying Li & Ke Yu - 1004.4822 Modelling Information Flows in Financial Markets
by Dorje C. Brody & Lane P. Hughston & Andrea Macrina - 1004.4592 Schizophrenic Representative Investors
by Philip Z. Maymin - 1004.4526 Hedging Errors Induced by Discrete Trading Under an Adaptive Trading Strategy
by Mats Brod'en & Magnus Wiktorsson - 1004.4522 Toy Model for Large Non-Symmetric Random Matrices
by Ma{l}gorzata Snarska - 1004.4402 Characteristics of Real Futures Trading Networks
by Junjie Wang & Shuigeng Zhou & Jihong Guan - 1004.4400 Mean-Variance Hedging for Pricing European Options Under Assumption of Non-continuous Trading
by Vladimir Nikulin - 1004.4272 When do improved covariance matrix estimators enhance portfolio optimization? An empirical comparative study of nine estimators
by Ester Pantaleo & Michele Tumminello & Fabrizio Lillo & Rosario N. Mantegna - 1004.4169 Optimal Liquidation Strategies Regularize Portfolio Selection
by Fabio Caccioli & Susanne Still & Matteo Marsili & Imre Kondor - 1004.4153 Improved Frechet bounds and model-free pricing of multi-asset options
by Peter Tankov - 1004.3939 Price Trackers Inspired by Immune Memory
by William Wilson & Phil Birkin & Uwe Aickelin - 1004.3830 Model Selection and Adaptive Markov chain Monte Carlo for Bayesian Cointegrated VAR model
by Gareth W. Peters & Balakrishnan Kannan & Ben Lasscock & Chris Mellen - 1004.3758 A Dynamic Correlation Modelling Framework with Consistent Stochastic Recovery
by Yadong Li - 1004.3577 Fractional smoothness and applications in finance
by Stefan Geiss & Emmanuel Gobet - 1004.3525 $F$-divergence minimal equivalent martingale measures and optimal portfolios for exponential Levy models with a change-point
by S. Cawston & L. Vostrikova - 1004.3310 Dividend problem with Parisian delay for a spectrally negative L\'evy risk process
by Irmina Czarna & Zbigniew Palmowski - 1004.3299 Valuation equations for stochastic volatility models
by Erhan Bayraktar & Constantinos Kardaras & Hao Xing - 1004.3229 Fifteen years of econophysics: worries, hopes and prospects
by Bertrand M. Roehner - 1004.3106 Fractional processes as models in stochastic finance
by Christian Bender & Tommi Sottinen & Esko Valkeila - 1004.3093 Transversality Conditions for Higher Order Infinite Horizon Discrete Time Optimization Problems
by Dapeng Cai & Takashi Gyoshin Nitta - 1004.3067 Fundamental defect of the macroeconomic thinking as one of the main causes of the crisis endured
by Eugen Perchik - 1004.2947 Optimal closing of a pair trade with a model containing jumps
by Stig Larsson & Carl Lindberg & Marcus Warfheimer - 1004.2865 A Top-down Model for Cash CLO
by Yadong Li & Ziyu Zheng - 1004.2548 Chain ladder method: Bayesian bootstrap versus classical bootstrap
by Gareth W. Peters & Mario V. Wuthrich & Pavel V. Shevchenko - 1004.2248 Results on numerics for FBSDE with drivers of quadratic growth
by Peter Imkeller & Gonc{c}alo dos Reis & Jianing Zhang - 1004.2206 A maximum principle for forward-backward stochastic Volterra integral equations and applications in finance
by Tianxiao Wang & Yufeng Shi - 1004.2107 Discretization error of Stochastic Integrals
by Masaaki Fukasawa - 1004.2106 Asymptotic analysis for stochastic volatility: Edgeworth expansion
by Masaaki Fukasawa - 1004.1855 Fast Correlation Greeks by Adjoint Algorithmic Differentiation
by Luca Capriotti & Mike Giles - 1004.1804 Interacting Many-Investor Models, Opinion Formation and Price Formation with Non-extensive Statistics
by Fredrick Michael - 1004.1759 Valuation Bound of Tranche Options
by Yadong Li & Ariye Shater - 1004.1758 Consistent Valuation of Bespoke CDO Tranches
by Yadong Li - 1004.1726 Dynamic Bertrand Oligopoly
by Andrew Ledvina & Ronnie Sircar - 1004.1670 Any Regulation of Risk Increases Risk
by Philip Z. Maymin & Zakhar G. Maymin - 1004.1576 Limit Theorems for Partial Hedging Under Transaction Costs
by Yan Dolinsky - 1004.1575 Error Estimates for Multinomial Approximations of American Options in Merton's Model
by Yan Dolinsky - 1004.1574 Shortfall Risk Approximations for American Options in the multidimensional Black--Scholes Model
by Yan Dolinsky - 1004.1522 Dynamics on/in financial markets: dynamical decoupling and stylized facts
by Stefan Reimann & Andreas Tupak - 1004.1489 Illiquidity Effects in Optimal Consumption-Investment Problems
by Michael Ludkovski & Hyekyung Min - 1004.1210 Universal Fluctuations of AEX index
by Rui Gonc{c}alves & Helena Ferreira & Alberto Pinto - 1004.1138 Universal Fluctuations of the FTSE100
by Rui Gonc{c}alves & Helena Ferreira & Alberto Pinto - 1004.1136 Universality in DAX index returns fluctuations
by Rui Gonc{c}alves & Helena Ferreira & Alberto Pinto - 1004.1053 Managing Derivative Exposure
by Ulrich Kirchner - 1004.0844 Quantum Portfolios of Observables and the Risk Neutral Valuation Model
by Fredrick Michael - 1004.0685 Simple Fuzzy Score for Russian Public Companies Risk of Default
by Sergey Ivliev - 1004.0682 L'effet de levier de tr\'esorerie
by Jean-Claude Juhel - 1004.0595 Precautionary Measures for Credit Risk Management in Jump Models
by Masahiko Egami & Kazutoshi Yamazaki - 1004.0561 Sequences of Arbitrages
by Victor Kozyakin & Brian O'Callaghan & Alexei Pokrovskii - 1004.0417 The Anderson-Darling test of fit for the power law distribution from left censored samples
by H. F. Coronel-Brizio & A. R. Hernandez-Montoya - 1004.0213 S&P 500 returns revisited
by Ivan O. Kitov & Oleg I. Kitov - 1004.0125 Variance dispersion and correlation swaps
by Antoine Jacquier & Saad Slaoui - 1003.6042 Continuous time Ehrenfest process in term structure modelling
by Alexander Kaplun - 1003.6002 Portfolio optimization in a default model under full/partial information
by Thomas Lim & Marie-Claire Quenez - 1003.5984 Nonuniversal distributions of stock returns in an emerging market
by Guo-Hua Mu & Wei-Xing Zhou - 1003.5926 Diagnosis and Prediction of Market Rebounds in Financial Markets
by Wanfeng Yan & Ryan Woodard & Didier Sornette - 1003.5712 Overview of utility-based valuation
by David German - 1003.5650 Diversity and Arbitrage in a Regulatory Breakup Model
by Winslow Strong & Jean-Pierre Fouque - 1003.5514 Asymptotic and Exact Pricing of Options on Variance
by Martin Keller-Ressel & Johannes Muhle-Karbe - 1003.5356 Nonlinear Stochastic Model of Return matching to the data of New York and Vilnius Stock Exchanges
by V. Gontis & A. Kononovicius - 1003.4917 Explicit solutions for the exit problem for a class of L\'evy processes. Applications to the pricing of double barrier options
by Sonia Fourati - 1003.4881 The Validity of Company Valuation Using Discounted Cash Flow Methods
by Florian Steiger - 1003.4797 Hedging under arbitrage
by Johannes Ruf - 1003.4382 The Problem of Modeling of Economic Dynamics (new version)
by S. I. Chernyshov & A. V. Voronin & S. A. Razumovsky - 1003.4299 Ruin probability with Parisian delay for a spectrally negative L\'evy risk process
by Irmina Czarna & Zbigniew Palmowski - 1003.4216 Minimizing the Probability of Lifetime Ruin under Stochastic Volatility
by Erhan Bayraktar & Xueying Hu & Virginia R. Young - 1003.4118 Indifference of Defaultable Bonds with Stochastic Intensity models
by Regis Houssou & Olivier Besson - 1003.3796 "Market making" behaviour in an order book model and its impact on the bid-ask spread
by Ioane Muni Toke - 1003.3582 Risk Aversion Asymptotics for Power Utility Maximization
by Marcel Nutz - 1003.3316 Adiabaticity Conditions for Volatility Smile in Black-Scholes Pricing Model
by L. Spadafora & G. P. Berman & F. Borgonovi - 1003.3114 Self-organized model of cascade spreading
by Stanislao Gualdi & Matus Medo & Yi-Cheng Zhang - 1003.2981 Statistical identification with hidden Markov models of large order splitting strategies in an equity market
by Gabriella Vaglica & Fabrizio Lillo & Rosario N. Mantegna - 1003.2930 Utility Maximization of an Indivisible Market with Transaction Costs
by Qingshuo Song & G. Yin & Chao Zhu - 1003.2920 Computational LPPL Fit to Financial Bubbles
by Vincenzo Liberatore - 1003.2692 Modeling share prices of banks and bankrupts
by Ivan O. Kitov - 1003.2688 WARNING: Physics Envy May Be Hazardous To Your Wealth!
by Andrew W. Lo & Mark T. Mueller - 1003.2539 Characterizing Multi-Scale Self-Similar Behavior and Non-Statistical Properties of Financial Time Series
by Sayantan Ghosh & P. Manimaran & Prasanta K. Panigrahi - 1003.2521 Risk Sensitive Investment Management with Affine Processes: a Viscosity Approach
by Mark Davis & Sebastien Lleo - 1003.2459 Complex stock trading network among investors
by Zhi-Qiang Jiang & Wei-Xing Zhou - 1003.2321 Micro-Macro Relation of Production - The Double Scaling Law for Statistical Physics of Economy -
by Hideaki Aoyama & Yoshi Fujiwara & Mauro Gallegati - 1003.1848 Basket Options Valuation for a Local Volatility Jump-Diffusion Model with the Asymptotic Expansion Method
by Guoping Xu & Harry Zheng - 1003.1802 A simple model of mortality trends aiming at universality: Lee Carter + Cohort
by Edouard Debonneuil - 1003.1344 Student's t-Distribution Based Option Sensitivities: Greeks for the Gosset Formulae
by Daniel T. Cassidy & Michael J. Hamp & Rachid Ouyed - 1003.0889 Credit Default Swaps Liquidity modeling: A survey
by Damiano Brigo & Mirela Predescu & Agostino Capponi - 1003.0793 Boolean delay equations on networks: An application to economic damage propagation
by B. Coluzzi & M. Ghil & S. Hallegatte & G. Weisbuch - 1003.0764 Outsider Trading
by Dorje C. Brody & Julian Brody & Bernhard K. Meister & Matthew F. Parry - 1003.0709 Tracking errors from discrete hedging in exponential L\'evy models
by Mats Brod'en & Peter Tankov - 1003.0168 Order flow dynamics around extreme price changes on an emerging stock market
by Guo-Hua Mu & Wei-Xing Zhou & Wei Chen & Janos Kertesz - 1003.0135 A proof of a conjecture in the Cram\'er-Lundberg model with investments
by Shimao Fan & Sheng Xiong & Wei-Shih Yang - 1003.0041 Perturbed Copula: Introducing the skew effect in the co-dependence
by Alberto Elices & Jean-Pierre Fouque - 1002.5041 Arbitrage Opportunities in Misspecified Stochastic volatility Models
by Rudra P. Jena & Peter Tankov - 1002.5031 Global existence, regularity and a probabilistic scheme for a class of ultraparabolic Cauchy problems
by Christian Fries & Joerg Kampen - 1002.4817 Accounting for risk of non linear portfolios: a novel Fourier approach
by Giacomo Bormetti & Valentina Cazzola & Danilo Delpini & Giacomo Livan - 1002.4744 Market behavior and performance of different strategy evaluation schemes
by Yongjoo Baek & Sang Hoon Lee & Hawoong Jeong - 1002.4641 Sensitivity of the Performance of a Simple Exchange Model to its Topology
by Vitus J. Leung & Randall A. LaViolette - 1002.4592 Is It Real, or Is It Randomized?: A Financial Turing Test
by Jasmina Hasanhodzic & Andrew W. Lo & Emanuele Viola - 1002.3794 Dynamic risk measures
by Beatrice Acciaio & Irina Penner - 1002.3747 Large-volatility dynamics in financial markets
by X. F. Jiang & B. Zheng & J. Shen - 1002.3689 Explicit equilibria in a kinetic model of gambling
by Federico Bassetti & Giuseppe Toscani - 1002.3681 Optimal investment with bounded VaR for power utility functions
by B'enamar Chouaf & Serguei Pergamenchtchikov - 1002.3633 Convergence of Heston to SVI
by Jim Gatheral & Antoine Jacquier - 1002.3627 Risk assessment for uncertain cash flows: Model ambiguity, discounting ambiguity, and the role of bubbles
by Beatrice Acciaio & Hans Foellmer & Irina Penner - 1002.3560 Spin Glass Model of Operational Risk
by M. Bardoscia & P. Facchi & S. Pascazio & A. Trullo - 1002.3432 Adaptive financial networks with static and dynamic thresholds
by Tian Qiu & Bo Zheng & Guang Chen - 1002.3256 Information Asymmetry in Pricing of Credit Derivatives
by Caroline Hillairet & Ying Jiao - 1002.2909 Default Risk Modeling Beyond the First-Passage Approximation: Extended Black-Cox Model
by Yuri A. Katz & Nikolai V. Shokhirev - 1002.2741 Free Lunch
by Constantinos Kardaras - 1002.2740 Arbitrage strategy
by Constantinos Kardaras - 1002.2604 The two defaults scenario for stressing credit portfolio loss distributions
by Dirk Tasche - 1002.2573 A model-insensitive determination of First-hitting-time densities with Application to Equity default-swaps
by Alex Langnau - 1002.2491 Scale invariant properties of public debt growth
by Alexander M. Petersen & Boris Podobnik & Davor Horvatic & H. Eugene Stanley - 1002.2487 Optimal consumption and investment with bounded downside risk for power utility functions
by Claudia Kluppelberg & Serguei Pergamenchtchikov - 1002.2486 Optimal consumption and investment with bounded downside risk measures for logarithmic utility functions
by Claudia Kluppelberg & Serguei Pergamenchtchikov - 1002.2284 Markets are efficient if and only if P = NP
by Philip Maymin - 1002.2282 The Hazards of Propping Up: Bubbles and Chaos
by Philip Maymin - 1002.2281 Regulation Simulation
by Philip Maymin - 1002.2269 What is Fair Pay for Executives? An Information Theoretic Analysis of Wage Distributions
by Venkat Venkatasubramanian - 1002.2265 Sequential optimizing investing strategy with neural networks
by Ryo Adachi & Akimichi Takemura - 1002.2171 Reverse Engineering Financial Markets with Majority and Minority Games using Genetic Algorithms
by J. Wiesinger & D. Sornette & J. Satinover - 1002.2086 Contr\^ole impulsionnel appliqu\'e \`a la gestion de changement de technologie dans une entreprise
by Rim Amami - 1002.1995 Using pseudo-parabolic and fractional equations for option pricing in jump diffusion models
by Andrey Itkin & Peter Carr - 1002.1889 Forward-convex convergence in probability of sequences of nonnegative random variables
by Constantinos Kardaras & Gordan Zitkovic - 1002.1653 Recurrence interval analysis of trading volumes
by Fei Ren & Wei-Xing Zhou - 1002.1070 The Lehman Brothers Effect and Bankruptcy Cascades
by Pawe{l} Sieczka & Didier Sornette & Janusz A. Ho{l}yst - 1002.1010 Testing for financial crashes using the Log Periodic Power Law mode
by David S. Bree & Nathan Lael Joseph - 1002.0979 Comparison of numerical and analytical approximations of the early exercise boundary of the American put option
by Martin Lauko & Daniel Sevcovic - 1002.0934 A Random Matrix Approach to VARMA Processes
by Zdzis{l}aw Burda & Andrzej Jarosz & Maciej A. Nowak & Ma{l}gorzata Snarska - 1002.0917 Statistical properties of agent-based models in markets with continuous double auction mechanism
by Jie-Jun Tseng & Chih-Hao Lin & Chih-Ting Lin & Sun-Chong Wang & Sai-Ping Li - 1002.0864 Pricing options in illiquid markets: optimal systems, symmetry reductions and exact solutions
by Ljudmila A. Bordag - 1002.0609 A new space-time model for volatility clustering in the financial market
by Maria Boguta & Eric Jarpe - 1002.0571 Exit times in non-Markovian drifting continuous-time random walk processes
by Miquel Montero & Javier Villarroel - 1002.0567 A New Approximation to the Normal Distribution Quantile Function
by Paul M. Voutier - 1002.0377 Universal Laws and Economic Phenomena
by Austin Gerig - 1002.0321 Cross-Correlation Dynamics in Financial Time Series
by Thomas Conlon & Heather J. Ruskin & Martin Crane - 1002.0284 Asset returns and volatility clustering in financial time series
by Jie-Jun Tseng & Sai-Ping Li - 1002.0277 Inflation and unemployment in Japan: from 1980 to 2050
by Ivan O. Kitov - 1001.5421 A note on evolutionary stochastic portfolio optimization and probabilistic constraints
by Ronald Hochreiter - 1001.5202 The impact of uncertainties on the pricing of contingent claims
by Simone Scotti - 1001.5124 Impact of the tick-size on financial returns and correlations
by Michael C. Munnix & Rudi Schafer & Thomas Guhr - 1001.5058 Hidden Regular Variation: Detection and Estimation
by Abhimanyu Mitra & Sidney I. Resnick - 1001.4889 Modelling and predicting labor force productivity
by Ivan O. Kitov