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Noise and Stochastics in Complex Systems and Finance
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Volume Details

Volume Number: 6601
Date Published: 12 June 2007
Softcover: 29 papers (324) pages
ISBN: 9780819467386

Table of Contents
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Front Matter: Volume 6601
Author(s): Proceedings of SPIE
Community dynamics in social networks
Author(s): Gergely Palla; Albert-László Barabási; Tamás Vicsek
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Origin of scaling on networks, structural inhomogeneity, and preference in dynamical behaviour
Author(s): Bernard Kujawski; Bosiljka Tadić; G. J. Rodgers
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Quality functions in community detection
Author(s): Santo Fortunato
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Structure of LiveJournal social network
Author(s): Pavel Zakharov
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The role of edge weights in social networks: modelling structure and dynamics
Author(s): Riitta Toivonen; Jussi M. Kumpula; Jari Saramäki; Jukka-Pekka Onnela; János Kertész; Kimmo Kaski
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Emerging behavior in online bidding
Author(s): I. Yang; B. Kahng
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Measuring volatility and correlations with high-frequency data
Author(s): Giulia Iori
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The limit order book on different time scales
Author(s): Zoltán Eisler; János Kertész; Fabrizio Lillo
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A method for detecting complex correlation in time series
Author(s): V. Alfi; A. Petri; L. Pietronero
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Modeling the Epps effect of cross correlations in asset prices
Author(s): Bence Tóth; János Kertész
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Statistics of extreme values in time series with intermediate-term correlations
Author(s): Cecilia Pennetta
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Statistics of extremes, traffic jams, and natural disasters
Author(s): Reinhart Kühne
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Avalanche correlation in power spectra
Author(s): Roberto Eggenhöffner; Edvige Celasco; Marcello Celasco
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Effect of random failures on traffic in complex networks
Author(s): Jordi Duch; Alex Arenas
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Evolutionary and adaptive learning in complex markets: a brief summary
Author(s): Cars H. Hommes
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Cascades of failure and extinction in dynamically evolving complex systems
Author(s): Paul Ormerod
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Macro-economic models with non-zero dispersion
Author(s): Masanao Aoki
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Economic sector identification in a set of stocks traded at the New York Stock Exchange: a comparative analysis
Author(s): C. Coronnello; M. Tumminello; F. Lillo; S. Miccichè; R. N. Mantegna
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The Italian Interbank Network: statistical properties and a simple model
Author(s): G. De Masi; G. Iori; G. Caldarelli
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Free zero-range processes on networks
Author(s): L. Bogacz; Z. Burda; W. Janke; B. Waclaw
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An analytical approach to cascades on random networks
Author(s): James P. Gleeson; Diarmuid J. Cahalane
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Volatility and serial correlation: revisiting the LeBaron effect
Author(s): Simone Bianco; Roberto Renò
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Diffusion covariation and co-jumps in bidimensional asset price processes with stochastic volatility and infinite activity Lévy jumps
Author(s): Fabio Gobbi; Cecilia Mancini
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Statistics of level crossing intervals: discretized version and comparison with experimental studies
Author(s): Nobuko Fuchikami; Shunya Ishioka
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Finding keywords amongst noise: automatic text classification without parsing
Author(s): Andrew G. Allison; Charles E. M. Pearce; Derek Abbott
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A Bayesian estimation of a stochastic predator-prey model of economic fluctuations
Author(s): Ghassan Dibeh; Dmitry G. Luchinsky; Daria D. Luchinskaya; Vadim N. Smelyanskiy
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Limited resolution and multiresolution methods in complex network community detection
Author(s): Jussi M. Kumpula; Jari Saramäki; Kimmo Kaski; János Kertész
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Time-frequency analysis of econometric time series
Author(s): Sharif Corinaldi; Leon Cohen
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International tourism network
Author(s): Joana I. Miguéns; José F. Mendes; Carlos M. Costa
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