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Articles: 2'506'133
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27 April 2024
 
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Results 1 to 20 of 392 for query "F. Stockli". (0.00 sec.)

[    1    2    3    4    5    10    ]   Next

1.
Towards Understanding the Predictability of Stock Markets from the Perspective of Computational Complexity
James Aspnes; David F. Fischer; Michael J. Fischer; Ming-Yang Kao; Alok Kumar;
14 Oct 2000
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2.
An Internet Multicast System for the Stock Market
N. F. Maxemchuk; D. H. Shur;
17 Feb 2000
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3.
The Network of Inter-Regional Direct Investment Stocks across Europe
Stefano Battiston; Jo~ao F. Rodrigues; Hamza Zeytinoglu;
29 Aug 2005
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4.
A model for correlations in stock markets
Jae Dong Noh;
6 Dec 1999   /  Phys. Rev. E {f 61}, 5981 (2000)
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5.
Economic sector identification in a set of stocks traded at the New York Stock Exchange: a comparative analysis
C. Coronnello; M. Tumminello; F. Lillo; S. Micciche`; R. N. Mantegna;
5 Sep 2006
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6.
Sector identification in a set of stock return time series traded at the London Stock Exchange
C. Coronnello; M. Tumminello; F. Lillo; S. Miccichè; R.N. Mantegna;
4 Aug 2005   /  Acta Phys. Pol. B 36 (2005) 2653-2679
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7.
Stock returns forecast: an examination by means of Artificial Neural Networks
Martin Iglesias Caride; Aurelio F. Bariviera; Laura Lanzarini;
24 Jan 2018
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8.
Roughness and Finite Size Effect in the NYSE Stock-Price Fluctuations
V. Alfi; F. Coccetti; A. Petri; L. Pietronero;
8 Feb 2006
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9.
Level Crossing Analysis of the Stock Markets
G. R. Jafari; M. S. Movahed; S. M. Fazeli; M. Reza Rahimi Tabar; S. F. Masoudi;
26 Jan 2006
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10.
Decomposing the stock market intraday dynamics
J. Kwapien; S. Drozdz; F. Gruemmer; F. Ruf; J. Speth;
3 Aug 2001   /  Physica A 309 (2002) 171-182
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11.
Constraints on changes in fundamental constants from a cosmologically distant OH absorber/emitter
N. Kanekar; C. L. Carilli; G. I. Langston; G. Rocha; F. Combes; R. Subrahmanyan; J. T. Stocke; K. M. Menten; F. H. Briggs; T. Wiklind;
27 Oct 2005
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12.
Self-organized critical topology of stock markets
N.Vandewalle; F.Brisbois; X.Tordoir;
16 Sep 2000
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13.
Trend and Fractality Assessment of Mexico's Stock Exchange
Javier Morales; Víctor Tercero; Fernando Camacho; Eduardo Cordero; Luis López; F-Javier Almaguer;
13 Nov 2014
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14.
Long-time fluctuations in a dynamical model of stock market indices
O Biham; Z F Huang; O Malcai; S Solomon;
31 Jul 2001   /  Phys Rev E, 64 (2 Pt 2), 026101
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15.
Clustering stock market companies via chaotic map synchronization
N. Basalto; R. Bellotti; F. De Carlo; P. Facchi; S. Pascazio;
21 Apr 2004   /  Physica A 345 (2005) 196
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16.
Designing Proxies for Stock Market Indices is Computationally Hard
Ming-Yang Kao; Stephen R. Tate;
13 Nov 2000
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17.
Imprints of log-periodic self-similarity in the stock market
S. Drozdz; F. Ruf; J. Speth; M. Wojcik;
5 Dec 1998   /  Eur. Phys. J. B 10, 589-593 (1999)
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18.
Random cascade model in the limit of infinite integral scale as the exponential of a non-stationary $1/f$ noise. Application to volatility fluctuations in stock markets
J. F. Muzy; R. Baile; E. Bacry;
17 Jan 2013
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19.
A Class of Generalized Hyperbolic Continuous Time Integrated Stochastic Volatility Likelihood Models
Lancelot F. James; John W. Lau;
3 Mar 2005
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20.
Simplified stock markets described by number operators
F. Bagarello;
21 Apr 2009
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