Statistical Properties of the Returns of Stock Prices of International Markets
GabJin Oh, Cheol-Jun Um, Seunghwan Kim
Data Analysis papers — page 123
physics.data-anBrowse archive
Multiple scattering and attenuation corrections in Deep Inelastic Neutron Scattering experiments
J. Dawidowski, J. J. Blostein, J. R. GranadaTeaching statistics with Excel and R
Matteo Dell'Omodarme, Giada ValleModular Implementation of Particle Flow Algorithm with Minimized Dependence on the Detector Geometry
A. RasperezaThe Inconstancy of the Fundamental Physical Constants: Computational Status
V. V. Ezhela, Yu. V. Kuyanov, V. N. Larin et al.Non Poisson intermittent events in price formation
Antonella Greco, Luca Sorriso-Valvo, Vincenzo CarboneEscape rates in periodically driven Markov processes
Michael Schindler, Peter Talkner, Peter HänggiIdentification of nonlinear noisy dynamics of an ecosystem from observations of one of its trajectory components
V. N. Smelyanskiy, D. G. Luchinsky, M. MillonsOn the multi-fractal structure of traded volume in financial markets
L. G. Moyano, J. de Souza, S. M. Duarte QueirosThe PAX Toolkit and its Applications at Tevatron and LHC
Steffen Kappler, Martin Erdmann, Ulrich Felzmann et al.Escape of a Uniform Random Walk from an Interval
T. Antal, S. RednerAnalysis of Rainfall records in India: Self Organized Criticality and Scaling
A. Sarkar, P. BaratPerfect Tempering
M. Daghofer, M. Konegger, H. G. Evertz et al.Characteristic time scales of tick quotes on foreign currency markets: an empirical study and agent-based model
Aki-Hiro SatoWhat is the most competitive sport?
E. Ben-Naim, F. Vazquez, S. RednerSpectrometer Calibration by Expectation Maximization Method
Lulin YuanLarge dimension forecasting models and random singular value spectra
Jean-Philippe Bouchaud, Laurent Laloux, M. Augusta Miceli et al.First Passage Time Densities in Resonate-and-Fire Models
T. Verechtchaguina, I. M. Sokolov, L. Schimansky-GeierThe Bayesian Effects in Measurement of the Asymmetry of Poisson Flows
S. I. Bityukov, N. V. Krasnikov, A. Kuznetsov et al.The Growth of Business Firms: Theoretical Framework and Empirical Evidence
Dongfeng Fu, Fabio Pammolli, S. V. Buldyrev et al.Efficient Data Assimilation for Spatiotemporal Chaos: a Local Ensemble Transform Kalman Filter
Brian R. Hunt, Eric J. Kostelich, Istvan SzunyoghAlgorithm for Model Validation: Theory and Applications
D. Sornette, A. B. Davis, K. Ide et al.Ordering Algorithms and Confidence Intervals in the Presence of Nuisance Parameters
Giovanni PunziReply to Comment on "The origin of bursts and heavy tails in human dynamics"
A. -L. Barabasi, K. -I. Goh, A. VazquezFits, and especially linear fits, with errors on both axes, extra variance of the data points and other complications
G. D'Agostini