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Noise and Fluctuations in Econophysics and Finance

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1.What physicists should know about finance

机译：物理学家对金融应该了解什么
- 作者：Anatoly B. Schmidt
- 会议名称：《Noise and Fluctuations in Econophysics and Finance》 | 2005年
2.De-noising with wavelets method in chaotic time series: Application in climatology, energy and finance

机译：小波方法在混沌时间序列中的去噪：在气候，能源和金融中的应用
- 作者：Dominique Guegan;kebira Hoummiya
- 会议名称：《Noise and Fluctuations in Econophysics and Finance》 | 2005年
- attractor;
- chaotic time series;
- denoising;
- wavelets method;
- climatology;
- energy;
- finance;
3.Correlation filtering in financial time series

机译：金融时间序列中的相关过滤
- 作者：T. Aste;T. Di Matteo;M. Tumminello;R. N. Mantegna
- 会议名称：《Noise and Fluctuations in Econophysics and Finance》 | 2005年
- econophysics;
- complex systems;
- networks;
4.Lumpy Investment, Sectoral Propagation, and Business Cycles

机译：大笔投资，行业传播和商业周期
- 作者：Makoto Nirei
- 会议名称：《Noise and Fluctuations in Econophysics and Finance》 | 2005年
5.Fluctuation in Option Pricing Using Cellular Automata Based Market Models

机译：基于元胞自动机的市场模型的期权定价波动
- 作者：YUYING GAO;GERARDO BENI
- 会议名称：《Noise and Fluctuations in Econophysics and Finance》 | 2005年
- cellular automaton (CA);
- artificial financial markets;
- option pricing;
- black-scholes;
- binomial tree model;
- european option;
6.Forecasting of magnitude and duration of currency crises based on the analysis of distortions of fractal scaling in exchange rate fluctuations

机译：基于汇率波动中分形标度失真的分析，预测货币危机的幅度和持续时间
- 作者：Olga Yu. Uritskaya
- 会议名称：《Noise and Fluctuations in Econophysics and Finance》 | 2005年
- fractal analysis;
- risk;
- currency crisis;
7.Variable step random walks, self-similar distributions, and pricing of options

机译：可变步长随机游走，自相似分布和期权定价
- 作者：Gemunu H. Gunaratne;Joseph L. McCauley
- 会议名称：《Noise and Fluctuations in Econophysics and Finance》 | 2005年
8.Speculative Equilibria and Asymptotic Dominance in a Market with Adaptive CRRA Traders

机译：具有自适应CRRA交易者的市场中的投机均衡和渐近优势
- 作者：Mikhail Anufriev;Giulio Bottazzi;Francesca Pancotto
- 会议名称：《Noise and Fluctuations in Econophysics and Finance》 | 2005年
- asset pricing model;
- CRRA framework;
- equilibria market line;
- market selection principle;
9.Serial correlation in the Italian futures market

机译：意大利期货市场的序列相关
- 作者：Simone Bianco;Roberto Reno
- 会议名称：《Noise and Fluctuations in Econophysics and Finance》 | 2005年
- high-frequency data;
- serial correlation;
- FFT;
- detrended fluctuation analysis;
- variance ratio test;
10.Path integrals in fluctuating markets with a non-Gaussian option pricing model

机译：使用非高斯期权定价模型的波动市场中的路径积分
- 作者：Frederic D.R. Bonnet;John van der Hoek;rew Allison;Derek Abbott
- 会议名称：《Noise and Fluctuations in Econophysics and Finance》 | 2005年
- path integrals;
- fat-tails;
- non-Gaussian distributions;
- option pricing;
- tsallis distribution;
11.Power-law distributions in economics: a nonextensive statistical approach

机译：经济学中的幂律分布：一种非广泛的统计方法
- 作者：Silvio M. Duarte Queiros;Celia Anteneodo;Constantino Tsallis
- 会议名称：《Noise and Fluctuations in Econophysics and Finance》 | 2005年
- entropy;
- nonextensivity;
- econophysics;
- additive-multiplicative structure;
- superstatistics;
12.Price dynamics and market power in an agent-based power exchange

机译：基于代理的电力交换中的价格动态和市场支配力
- 作者：Silvano Cincotti;Eric Guerci;Marco Raberto
- 会议名称：《Noise and Fluctuations in Econophysics and Finance》 | 2005年
- agent-based simulation;
- power-exchange market;
- market power;
- reinforcement learning;
- competitive equilibrium;
13.Pricing of options on assets with level dependent stochastic volatility

机译：与水平相关的随机波动率的资产的期权定价
- 作者：Alexer Skabelin
- 会议名称：《Noise and Fluctuations in Econophysics and Finance》 | 2005年
- stochastic volatility;
- derivatives;
- volatility expansion;
- leverage effect;
- laplace transform;
- CEV;
14.On the interplay between fluctuations and efficiency in a model economy with heterogeneous adaptive consumers

机译：模型经济下具有不同适应性消费者的波动与效率之间的相互作用
- 作者：rea De Martino;Matteo Marsili
- 会议名称：《Noise and Fluctuations in Econophysics and Finance》 | 2005年
- SPIE proceedings: fluctuations and noise 2005 - austin, TX;
15.A Theory of Fluctuations in Stock Prices: Effects of Discreteness

机译：股票价格波动理论：离散性的影响
- 作者：Angel L. Alejro-Quinones;Kevin E. Bassler;Joseph L. McCauley;Gemunu H. Gunaratne
- 会议名称：《Noise and Fluctuations in Econophysics and Finance》 | 2005年
- price returns;
- random walk;
- diffusion;
- fat-tailed distributions;
- levy flights;
16.What shakes the FX tree? Understanding currency dominance, dependence and dynamics

机译：是什么动摇了外汇交易树？了解货币主导，依赖和动态
- 作者：Neil F. Johnson;Mark McDonald;Omer Suleman;Stacy Williams;Sam Howison
- 会议名称：《Noise and Fluctuations in Econophysics and Finance》 | 2005年
- fluctuations;
- correlations;
- networks;
- econophysics;
- graphs;
17.From Default Probabilities to Credit Spreads: Credit Risk Models Explain Market Prices

机译：从违约概率到信用利差：信用风险模型解释市场价格
- 作者：Stefan M. Denzler;Michel M. Dacorogna;Ulrich A. Mueller;Alexer J. McNeil
- 会议名称：《Noise and Fluctuations in Econophysics and Finance》 | 2005年
18.THE SUBTLE NATURE OF MARKET EFFICIENCY

机译：市场效率的微妙本质
- 作者：Jean-Philippe Bouchaud
- 会议名称：《Noise and Fluctuations in Econophysics and Finance》 | 2005年
19.Risk Analytics for Hedge Funds

机译：对冲基金的风险分析
- 作者：Ankur Pareek
- 会议名称：《Noise and Fluctuations in Econophysics and Finance》 | 2005年
20.Poisson-process generalization for the trading waiting-time distribution in a double-auction mechanism

机译：双拍卖机制下交易等待时间分布的泊松过程一般化
- 作者：Silvano Cincotti;Linda Ponta;Marco Raberto;Enrico Scalas
- 会议名称：《Noise and Fluctuations in Econophysics and Finance》 | 2005年
- agent-based simulation;
- artificial financial market;
- limit order book;
- order and trading waiting times;
21.Rate of convergence of approximations of some convex functionals of stochastic differential equations

机译：随机微分方程某些凸泛函的逼近收敛速度
- 作者：Henri Schurz
- 会议名称：《Noise and Fluctuations in Econophysics and Finance》 | 2005年
22.Optimal investment strategies and hedging of derivatives in the presence of transaction costs

机译：存在交易成本时的最佳投资策略和衍生品对冲
- 作者：Paolo Muratore-Ginanneschi
- 会议名称：《Noise and Fluctuations in Econophysics and Finance》 | 2005年
- statistical finance;
- markov process;
- transaction costs;
- stochastic optimization;
- black and scholes;
23.Competitive Advantage for Multiple-Memory Strategies in an Artificial Market

机译：人工市场中多存储策略的竞争优势
- 作者：Kurt E. Mitman;Sehyo Charley Choe;Neil F. Johnson
- 会议名称：《Noise and Fluctuations in Econophysics and Finance》 | 2005年
- econophysics;
- multi-agent games;
- limited resources;
- prediction;
24.Complex dynamics and empirical evidence

机译：复杂的动力学和经验证据
- 作者：Domenico Delli Gatti;Edoardo Gaffeo;Gianfranco Giulioni;Mauro Gallegati;Alan Kirman;Antonio Palestrini;Alberto Russo
- 会议名称：《Noise and Fluctuations in Econophysics and Finance》 | 2005年
- business fluctuations;
- power law distribution;
- agent-based model;
25.Analysis in correlation for the Korean stock market

机译：韩国股票市场的相关性分析
- 作者：Woo-Sung Jung;Seungbyung Chae;Jae-Suk Yang;Okyu Kwon;Hie-Tae Moon
- 会议名称：《Noise and Fluctuations in Econophysics and Finance》 | 2005年
- stock market;
- emerging market;
- minimum spanning tree;
- power-law;
- econophysics;
- network;
26.Asymmetry and multifractality in finance with an application to option smiles

机译：金融中的不对称和多重分形及其在期权微笑中的应用
- 作者：Benoit Pochart
- 会议名称：《Noise and Fluctuations in Econophysics and Finance》 | 2005年
- multifractal process;
- long range correlations;
- option pricing;
- volatility smile;
27.A wavelet analysis of scaling laws and long-memory in stock market volatility

机译：基于小波分析的标度定律和长期波动的股票市场
- 作者：Tommi A. Vuorenmaa
- 会议名称：《Noise and Fluctuations in Econophysics and Finance》 | 2005年
- high-frequency data;
- long-memory;
- scaling;
- stock market;
- volatility;
- wavelet;
28.A non-Gaussian model of stock returns: option smiles, credit skews, and a multi-time scale memory

机译：股票收益率的非高斯模型：期权微笑，信用偏差和多次标度记忆
- 作者：Lisa Borl
- 会议名称：《Noise and Fluctuations in Econophysics and Finance》 | 2005年
29.A Closed-form Exact Solution for the Value of American Put and its Optimal Exercise Boundary

机译：美国看跌期权及其最优运动边界的封闭式精确解
- 作者：Song-Ping Zhu
- 会议名称：《Noise and Fluctuations in Econophysics and Finance》 | 2005年
- american options;
- closed-form analytical formulae;
- homotopy-analysis method;
30.Two-Photon Correlation of Photon Pairs: Near Field and Polarization Effects

机译：光子对的两光子相关：近场和偏振效应
- 作者：C. H. Raymond Ooi;Anil K. Patnaik;Marlan O. Scully
- 会议名称：《Noise and Fluctuations in Econophysics and Finance》 | 2005年
- two-photon correlation;
- quantum eraser;
- spontaneous raman;
- photon pairs;
- antibunching;
- quantum interference;
- near field;