Macroeconomic Phase Transitions Detected from the Dow Jones Industrial Average Time Series
Macrostate Parameter and Investment Risk Diagrams for 2008 and 2009
Macrostate Parameter, an Econophysics Approach for the Risk Analysis of the Stock Exchange Market Transactions
Managing Derivative Exposure
Mapping markets to the statistical mechanics: the derivatives act against the self-regulation of stock market
Mapping Playa Evaporite Minerals, White Sands, New Mexico Using Landsat ETM+
Margin setting with high-frequency data1
Market behavior and performance of different strategy evaluation schemes
Market bubbles and crashes
Market completion using options
Market dynamics after large financial crash
Market dynamics immediately before and after financial shocks: quantifying the Omori, productivity and Bath laws
Market impact and trading profile of large trading orders in stock markets
Market Implied Probability Distributions and Bayesian Skew Estimation
Market inefficiency identified by both single and multiple currency trends
Market Mill Dependence Pattern in the Stock Market: Multiscale Conditional Dynamics
Market Model with Heterogeneous Buyers
Market models for CDOs driven by time-inhomogeneous Lévy processes
Market panic on different time-scales
Market Price of Risk and Random Field Driven Models of Term Structure: A Space-Time Change of Measure Look