Session Index

Session A22: Focus Session: Econophysics

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Abstracts
Sponsoring Units: GSNP
Chair: Victor Yakovenko, University of Maryland
Room: Colorado Convention Center 108


Monday, March 5, 2007
8:00AM - 8:12AM

A22.00001: Effect of citation patterns on network structure
Soma Sanyal

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Monday, March 5, 2007
8:12AM - 8:24AM

A22.00002: Counting solutions for the CDMA multiuser MAP demodulator
Jun-ichi Inoue , J.P.L. Hatchett

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Monday, March 5, 2007
8:24AM - 8:36AM

A22.00003: A Weibull distribution with power-law tails that describes the first passage time processes of foreign currency exchanges
Naoya Sazuka , Jun-ichi Inoue

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Monday, March 5, 2007
8:36AM - 8:48AM

A22.00004: A new perspective on Quantum Finance using the Black-Scholes pricing model
Lamine Dieng

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Monday, March 5, 2007
8:48AM - 9:00AM

A22.00005: Evolution of Trading strategies
Javier Vicente

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Monday, March 5, 2007
9:00AM - 9:12AM

A22.00006: The Product Space and its Consequences for Economic Growth
Cesar Hidalgo , Bailey Klinger , Albert-Laszlo Barabasi , Ricardo Hausmann

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Monday, March 5, 2007
9:12AM - 9:24AM

A22.00007: Stochastic volatility of financial markets as the fluctuating rate of trading: an empirical study
Christian Silva , Victor Yakovenko

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Monday, March 5, 2007
9:24AM - 10:00AM

A22.00008: Using behavioral statistical physics to understand supply and demand
Invited Speaker: Doyne Farmer

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Monday, March 5, 2007
10:00AM - 10:12AM

A22.00009: Modelling Limit Order Execution Times from Market Data
Adlar Kim , Doyne Farmer , Andrew Lo

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Monday, March 5, 2007
10:12AM - 10:24AM

A22.00010: The Influence of Signed Order Volume on Stock Prices
Austin Gerig , Doyne Farmer , Fabrizio Lillo , Szabolcs Mike

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Monday, March 5, 2007
10:24AM - 10:36AM

A22.00011: Is clustered volatility essential to understand heavy tails in financial markets?
Anuj Purwar , J. Doyne Farmer

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Monday, March 5, 2007
10:36AM - 10:48AM

A22.00012: Persistent Patterns in Trading Firms' Actions
Neda Zamani , J. Doyne Farmer

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Monday, March 5, 2007
10:48AM - 11:00AM

A22.00013: Universality of Tail Exponents of Price Changes?
Luwen Huang , Doyne Farmer

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