What do we understand'noise'to be? The term'noise'no longer suggests only aesthetic
judgement, as in acoustic or visual noise, and is now relevant to domains as varied as …

This book is a course in methods and models rooted in physics and used in modelling
economic and social phenomena. It covers the discipline of econophysics, which creates an …

Tools and methods from complex systems science can have a considerable impact on the
way in which the quantitative assessment of economic and financial issues is approached …

We have analyzed the statistical probabilities of limit-order book (LOB) shape through
building the book using the ultra-high-frequency data from 23 liquid stocks traded on the …

This ground-breaking study offers a new paradigm for understanding the beliefs and
religions of the Goths, Burgundians, Sueves, Franks and Lombards as they converted from …

We say that a market situation is stable in a general sense, if there is no set of agents such
that all of them are interested in creating a new cooperation (after breaking their other …

The backward jump modification of the continuous-time random walk model or the version of
the model driven by the negative feedback was herein derived for spatiotemporal continuum …

This paper presents a Hierarchical Hidden Markov Model used to capture the USD/COP
market sentiment dynamics choosing from uptrend or downtrend latent regimes based on …

This paper constructs a feature vector representing intraday USD/COP transaction prices
and order book dynamics using zig-zag patterns. A Hierarchical Hidden Markov Model and …

L'objectif de ce travail de thèse est une étude quantitive des differents problèmes
mathematiques qui apparaissent en trading algorithmique. Concrètement, on propose une …