Monday, March 5, 2007
8:00AM - 8:12AM
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A22.00001: Effect of citation patterns on network structure
Soma Sanyal
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Monday, March 5, 2007
8:12AM - 8:24AM
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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
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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
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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
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A22.00005: Evolution of Trading strategies
Javier Vicente
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Monday, March 5, 2007
9:00AM - 9:12AM
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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
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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
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A22.00008: Using behavioral statistical physics to understand supply and demand
Invited Speaker:
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Monday, March 5, 2007
10:00AM - 10:12AM
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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
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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
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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
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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
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A22.00013: Universality of Tail Exponents of Price Changes?
Luwen Huang, Doyne Farmer
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