PROCEEDINGS VOLUME 6601
SPIE FOURTH INTERNATIONAL SYMPOSIUM ON FLUCTUATIONS AND NOISE | 20-24 MAY 2007
Noise and Stochastics in Complex Systems and Finance
Proceedings Volume 6601 is from: Logo
SPIE FOURTH INTERNATIONAL SYMPOSIUM ON FLUCTUATIONS AND NOISE
20-24 May 2007
Florence, Italy
Front Matter
Proc. SPIE 6601, Front Matter: Volume 6601, 660101 (18 June 2007); doi: 10.1117/12.753166
Structure and Communities in Networks
Proc. SPIE 6601, Community dynamics in social networks, 660106 (15 June 2007); doi: 10.1117/12.724517
Proc. SPIE 6601, Origin of scaling on networks, structural inhomogeneity, and preference in dynamical behaviour, 660107 (15 June 2007); doi: 10.1117/12.724526
Proc. SPIE 6601, Quality functions in community detection, 660108 (15 June 2007); doi: 10.1117/12.726703
Proc. SPIE 6601, Structure of LiveJournal social network, 660109 (15 June 2007); doi: 10.1117/12.726738
Proc. SPIE 6601, The role of edge weights in social networks: modelling structure and dynamics, 66010B (15 June 2007); doi: 10.1117/12.725557
Network Structure and Function
Proc. SPIE 6601, Emerging behavior in online bidding, 66010E (15 June 2007); doi: 10.1117/12.728927
Financial Fluctuations
Proc. SPIE 6601, Measuring volatility and correlations with high-frequency data, 66010F (15 June 2007); doi: 10.1117/12.724598
Proc. SPIE 6601, The limit order book on different time scales, 66010G (15 June 2007); doi: 10.1117/12.724817
Proc. SPIE 6601, A method for detecting complex correlation in time series, 66010H (15 June 2007); doi: 10.1117/12.725330
Proc. SPIE 6601, Modeling the Epps effect of cross correlations in asset prices, 66010J (15 June 2007); doi: 10.1117/12.727127
Proc. SPIE 6601, Statistics of extreme values in time series with intermediate-term correlations, 66010K (15 June 2007); doi: 10.1117/12.724654
Proc. SPIE 6601, Statistics of extremes, traffic jams, and natural disasters, 66010L (15 June 2007); doi: 10.1117/12.724798
Proc. SPIE 6601, Avalanche correlation in power spectra, 66010N (15 June 2007); doi: 10.1117/12.726425
Proc. SPIE 6601, Effect of random failures on traffic in complex networks, 66010O (15 June 2007); doi: 10.1117/12.724685
Interacting Economic Systems
Proc. SPIE 6601, Evolutionary and adaptive learning in complex markets: a brief summary, 66010P (15 June 2007); doi: 10.1117/12.724883
Proc. SPIE 6601, Cascades of failure and extinction in dynamically evolving complex systems, 66010Q (15 June 2007); doi: 10.1117/12.727668
Economics and Networks
Proc. SPIE 6601, Macro-economic models with non-zero dispersion, 66010S (15 June 2007); doi: 10.1117/12.728746
Proc. SPIE 6601, Economic sector identification in a set of stocks traded at the New York Stock Exchange: a comparative analysis, 66010T (15 June 2007); doi: 10.1117/12.729619
Proc. SPIE 6601, The Italian Interbank Network: statistical properties and a simple model, 66010U (15 June 2007); doi: 10.1117/12.727064
Proc. SPIE 6601, Free zero-range processes on networks, 66010V (15 June 2007); doi: 10.1117/12.726304
Proc. SPIE 6601, An analytical approach to cascades on random networks, 66010W (15 June 2007); doi: 10.1117/12.724525
Proc. SPIE 6601, Volatility and serial correlation: revisiting the LeBaron effect, 66010Y (15 June 2007); doi: 10.1117/12.724714
Poster Session
Proc. SPIE 6601, Diffusion covariation and co-jumps in bidimensional asset price processes with stochastic volatility and infinite activity Lévy jumps, 660111 (15 June 2007); doi: 10.1117/12.724566
Proc. SPIE 6601, Statistics of level crossing intervals: discretized version and comparison with experimental studies, 660112 (15 June 2007); doi: 10.1117/12.724586
Proc. SPIE 6601, Finding keywords amongst noise: automatic text classification without parsing, 660113 (15 June 2007); doi: 10.1117/12.724655
Proc. SPIE 6601, A Bayesian estimation of a stochastic predator-prey model of economic fluctuations, 660115 (15 June 2007); doi: 10.1117/12.724764
Proc. SPIE 6601, Limited resolution and multiresolution methods in complex network community detection, 660116 (15 June 2007); doi: 10.1117/12.725560
Proc. SPIE 6601, Time-frequency analysis of econometric time series, 660117 (15 June 2007); doi: 10.1117/12.726112
Proc. SPIE 6601, International tourism network, 660118 (15 June 2007); doi: 10.1117/12.731580
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