Monday, March 13, 2006
11:15AM - 11:27AM
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B33.00001: What physicists should learn about finance (if they want to)
Anatoly Schmidt
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Monday, March 13, 2006
11:27AM - 11:39AM
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B33.00002: Relation between bid-ask spread and volatility in financial markets
Jean-Philippe Bouchaud
, J. Kockelkoren
, M. Potters
, M. Wyart
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Monday, March 13, 2006
11:39AM - 11:51AM
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B33.00003: An equation of state for the financial markets: connecting order flow to price formation.
Austin Gerig
, Szabolcs Mike
, J. Doyne Farmer
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Monday, March 13, 2006
11:51AM - 12:03PM
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B33.00004: An empirical analysis of waiting times for price changes and orders in a financial market
Naoya Sazuka
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Monday, March 13, 2006
12:03PM - 12:15PM
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B33.00005: Dynamics of the return distribution in the Korean financial market
Jae-Suk Yang
, Seungbyung Chae
, Woo-Sung Jung
, Hie-Tae Moon
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Monday, March 13, 2006
12:15PM - 12:27PM
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B33.00006: Grouping in the stock markets of Japan and Korea
Woo-Sung Jung
, Okyu Kwon
, Taisei Kaizoji
, Seungbyung Chae
, Woong Lee
, Hie-Tae Moon
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Monday, March 13, 2006
12:27PM - 12:39PM
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B33.00007: Dynamical Structures of High-Frequency Financial Data
Kyungsik Kim
, Seong-Min Yoon
, Soo Yong Kim
, Yup Kim
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Monday, March 13, 2006
12:39PM - 12:51PM
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B33.00008: Systematic Analysis of Group Identification in Stock Markets
Dong-Hee Kim
, Hawoong Jeong
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Monday, March 13, 2006
12:51PM - 1:03PM
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B33.00009: Virtual Volatility, an Elementary New Concept with Surprising Stock Market Consequences
Richard Prange
, A. Christian Silva
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Monday, March 13, 2006
1:03PM - 1:15PM
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B33.00010: Volatility, Persistence, and Survival in Financial Markets
Magdalena Constantin
, Sankar Das Sarma
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Monday, March 13, 2006
1:15PM - 1:27PM
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B33.00011: Comparing Extremal and Hysteretic Optimization on the Satisfiability Problem
Bruno Gon\c{c}alves
, Stefan Boettcher
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Monday, March 13, 2006
1:27PM - 1:39PM
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B33.00012: What is the most interesting team sport?
Federico Vazquez
, Eli Ben-Naim
, Sidney Redner
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Monday, March 13, 2006
1:39PM - 1:51PM
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B33.00013: Diagnosis of weaknesses in modern error correction codes: a physics approach
Mikhail Stepanov
, Michael Chertkov
, Vladimir Chernyak
, Bane Vasic
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