Esteban Moro

Esteban Moro

Professor at Northeastern University

Complexity, Social Networks and Urban Science

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#brownian motion #einstein #stochastic

Brown's observations on Brownian motion

In 1828, Robert Brown published the manuscript entitled “A brief account of microscopical observations made in the months of June, July and August 1827, on the particles contained in the pollen … ...

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#news #quotes #Science

Science is the only news

Science is the only news. When you scan through a newspaper or magazine, all the human interest stuff is the same old he-said-she-said, the politics and economics the same sorry cyclic dramas, the … ...

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#arxiv #finance #preprint #stock market

New section in the arXiv: Quantitative Finance

News from the arXiv: a new section has been created to host preprints about Quantitative Finance. The section (as stated in the press release) intends to fix a problem with existing pre-print … ...

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#brownian motion #ito #stochastic differential equation #wiener

Introduction to stochastic differential equations

Stochastic differential equations (SDEs) are basically inhomogenous ordinary differential equations that depend on an external stochastic process. ...

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#marketing #response rate #spam #viral #wikipedia

Percentages and absolute numbers

Percentage of active users in the Internet 2.0 is tiny. Fractions go from ...

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#complexity #game theory #nobel prize

Is Game Theory a scientific theory?

A wonderful quote about the nature of Game Theory Game theory is no doubt wonderful for telling stories. However, it flunks the main test of any scientific theory: The ability to make empirically … ...

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#ito #stochastic differential equation #wiener

Kiyoshi Itô, 93, dies

November was a rather sad month in the world of stochastic differential equations. In the 26th we were suppose to be celebrating the birth of one of the best mathematicians in history, Norbert … ...

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#complexity #emergence #quotes

Individuals and groups

While the individual man is an insoluble puzzle, in the aggregate he becomes a mathematical certainty. You can, for example, never foretell what any one man will do, but you can say with precision … ...

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Proofs and pictures

A picture is worth a thousand lines of equations ...

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#Agents #Complexity #Simulation #Stock Market #Strategy

Specialization of strategies and herding behavior of trading firms in a financial market

Authors: Fabrizio Lillo, Esteban Moro, Gabriella Vaglica y Rosario Mantegna Journal: New Journal of Physics 10 (2008) 043019 LINK arXiv ...

Author Esteban Moro
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