#Agents #Stock Market #Market Impact #Finance Market impact and trading profile of large trading orders in stock markets Authors: Esteban Moro, Javier Vicente, Luis G. Moyano, Austin Gerig, J. Doyne Farmer, Gabriella Vaglica, Fabrizio Lillo and Rosario N. Mantegna Journal: Phys. Rev. E 80, 066102 (2009) LINK | arXiv ...
#Humans #Marketing #Social Networks #Viral Impact of Human Activity Patterns on the Dynamics of Information Diffusion Authors: J. L. Iribarren and E. Moro Journal: Physical Review Letters 103, 038702 (2009) LINK arXiv ...
Giving a talk Giving a good talk is not an easy task, but with time and practice you get to learn how to communicate (hopefully I’ve learned too!!). There are a number of places on the web with advices to … ...
Ph.D. offer... interested? Our research group is looking for Ph.D. candidates. Here is the announcement ...
#arcsin law #brownian motion #paradox #stochastic The probability of going through a bad patch We’ve heard it: people that invest on the stock market or that gamble in lotteries, casinos, etc usually say “I’m going through a bad patch” (or bad spell). That is, they have … ...
#journal #papers #self-advertising Being part of "best of 2008" I got wonderful news today. Our paper “Specialization and herding behavior of trading firms in a financial market” (pdf) has been selected by the Editorial Board of New Journal of Physics … ...
The use of statistics Mark Twain (1924) probably had politicians in mind when he reiterated Disraeli’s famous remark ("There are three kinds of lies: lies, damned lies and statistics"). Scientists, we hope, would never use … ...
#Fokker-Planck #Ito #Stochastic Differential Equations Itô calculus for the rest of us One of the areas of my research is stochastic differential equations (SDE). I posted about it several times before. One of the things students and collaborators keep asking me about SDEs is the weird … ...
Visualizing citation networks The Eigenfactor Project and Moritz Stefaner join efforts to visualize the citation network between different journals belonging to different research fields. It is amazing and a wonderful way to … ...
#Paradox #Queueing theory #Stochastic Waiting for the bus Although the public transportation system in Madrid is very good, I don’t usually take the bus or the train to move around. But sometimes my car decides I should take public transportation (bus … ...