Perpustakaan Digital Rizky

Science Journal Collection

 

 

 Berikut adalah judul-judul jurnal sains yang saya koleksi sejak tahun 1999 sampai 2004. Tidak semua judul sempat saya baca, dan tidak semua yang saya baca dapat saya pahami seluruhnya. Tapi saya akan senang jika diajak berdiskusi, baik melalui email ataupun langsung.

Jurnal ini saya distribusikan kepada anda yang membutuhkan, terutama para ilmuwan (untuk bahan riset) dan mahasiswa (untuk bahan Tugas Akhir), berikut tips dari saya :

Ø       Masukkan keyword dengan menekan Ctrl – F

Ø     Kirim judul (tidak perlu lengkap) + bulan tahun request paper anda ke alamat [email protected], untuk sementara maksimal 3 judul.

Ø     Saya akan berterimakasih sekali jika ada yang bersedia menterjemahkan ke Bahasa Indonesia sekalian. Judul tersebut akan saya tandai bahwa telah diterjemahkan oleh anda (nama dan email anda tertera di sebelah judul). Hasil translate akan saya distribusikan kembali kepada yang membutuhkan.

Ø       Request dapat melalui SMS ke nomer 0815-6201613 dengan menyertakan alamat email anda.

Ø     Secepat mungkin (paling lambat seminggu) request anda akan saya tanggapi. Semua jurnal dalam format pdf dan akan saya kirimkan berupa attachment ke email anda.

Terimakasih atas kerjasama rekan-rekan sekalian.

Bersama kita majukan Ilmu Pengetahuan Indonesia.

 

 

Rizky Luckyta

 

Isi Buku Tamu    Lihat Buku Tamu

     diskusi via Yahoo Messenger

1999            2000            2001            2002            2003            2004

*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*

 

2000

 

Januari 2000

v     Acoustic fluidization for earthquakes

v     Adaptive Ising Model and Bacterial Chemotactic Receptor Network

v     Analytical Studies of Strategies for Utilization of Cache Memory in Computers

v     Asymmetric exclusion process with next-nearest-neighbor interaction; some comments on traffic flow and nonequilibrium reentrance transition

v     Black-Scholes option pricing within Ito and Stratonovich conventions

v     CA Models for Traffic Flow; Comparison with Empirical Single-Vehicle Data

v     Canonical Moments Indicators of Financial Markets and Neocortical EEG

v     Classes of behavior of small-world networks

v     Continuum field description of crack propagation

v     Domino effect for world market fluctuations

v     Economy of Scales in R&D with Block-Busters

v     Effects of ON- and OFF-Ramps in Cellular Automata Models for Traffic Flow

v     Epidemics and percolation in small-world networks

v     Exact solution of site and bond percolation on small-world networks

v     Exactly solvable statistical model for two-way traffic

v     Extinction transition in bacterial colonies under forced convection

v     Fractional calculus and continuous-time finance

v     High-resolution path-integral development of financial options

v     Increments of Uncorrelated Time Series Can Be Predicted With a Universal 75% Probability of Success

v     Learning Short-Option Valuation in the Presence of Rare Events

v     Learning Structured data from unspecific reinforcement

v     Models for the evolution of free granular surfaces

v     Models of the Small World

v     Of the geometric origin of mechanical properties of granular materials

v     On the Consistency of the Deterministic Local Volatility Function Model ('Implied Tree')

v     Optimizing Traffic in Virtual and Real Space

v     Performance of data networks with random links

v     Scale Dependent Dimension of Luminous Matter in the Universe

v     Statistical mechanics of money

v     Statistical Mechanics of Neocortical EEG Eigenfuncions of Short-Term Memory

v     Statistical mechanics of neocortical interactions; High resolution path-integral calculation of short-term memory

v     Statistical Mechanics of Neocortical Interactions; Reaction time correlates of the g factor

v     Statistical mechanics of neocortical interactions; Training and testing canonical moments indicators of EEG

v     Statistical Physics of the Travelling Salesman Problem

v     Taxonomy of Stock Market Indices

v     The critical earthquake concept applied to mine rockbursts with time-to-failure analysis

v     The Hentschel-Procaccia Conjecture

v     The jamming transition of Granular Media

v     Transmission of Information and Herd Behavior; an Application to Financial Markets

v     Wealth Condensation in Pareto Macro-Economies

 

Februari 2000

v     1/f fluctuations in a ricepile model

v     A family of multi-value cellular automaton model for traffic flow

v     A recurrent neural network with ever changing synapses

v     Analysis of immune network dynamical system model with small number of degree of freedom

v     Chaos or Noise - Difficulties of a Distinction

v     Competing neural networks; Finding a strategy for the game of matching pennies

v     Congested Traffic States in Empirical Observations and Microscopic Simulations

v     Estimation of initial conditions from a scalar time series

v     Evaluation of the quantitative prediction of a trend reversal on the Japanese stock market in 1999

v     Evolution of Differentiated Expression Patterns in Digital Organisms

v     Finite-time singularity in the dynamics of the world population, economic and financial indices

v     Formalizing the gene centered view of evolution

v     From naive to sophisticated behavior in multiagents based financial market models

v     From wave to avalanches; two different mechanisms of sandpile dynamics

v     High Reproduction Rate versus Sexual Fidelity

v     Market force, ecology, and evolution

v     Memory Effects and Macroscopic Manifestation of Randomness

v     Microcanonical Foundation for Systems with Power-Law Distributions

v     Modelling an Imperfect Market

v     Modelling Collective Opinion Formation by Means of Active Brownian Particles

v     Multifractal Properties of the Random Resistor Network

v     Multi-scaling properties of truncated Levy flights

v     Nature of phse transitions in probabilistic cellular automaton with two absorbing states

v     Nature's Way of Optimizing

v     Number of distinct sites visited by N random walkers on a Euclidean lattice

v     Numerical Replication of Computer Simulations; Some Pitfalls and How To Avoid Them

v     Phase Transition in a Traffic Model with Passing

v     Phenotypical Behavior and Evolutionary Slavery

v     Random deaths in a computational model for age-structured populations

v     Regularitied in football goal distributions

v     Scaling in a cellular automaton model of earthquake faults

v     Scaling in dynamical Turing pattern formation; density of defects frozen into permanent patterns

v     Self-Organized Criticality in the Olami-Feder-Christensen model

v     Self-organized Networks of Competing Boolean Agents

v     Small-worlds; How and why

v     Some Techniques for the Measurement of Complexity in Tierra

v     Symmetry alteration of ensemble return distribution in crash and rally days of financial markets

v     System-Level Genetic Codes; An Explanation for Biological Complexity

v     Temporal correlations versus noise in the correlation matrix formalism; an example of the brain auditory response

v     Testing the SOC hypothesis for the magnetosphere

v     The Futility of Utility; How market dynamics marginalize Adam Smith

v     The Influence of Predator-Prey Population Dynamics on the Long-term Evolution of Food Web Structure

v     The Minority Game with Variable Payoffs

v     The new science of complexity

v     The Statistical properties of the city transport in Cuernavaca (Mexico) and Random matrix ensembles

v     The travelling salesman problem on randomly diluted lattices; Results for small-size systems

v     Wealth condensation in simple model of economy

 

Maret 2000

v     A critical review of techniques for term structure analysis

v     A dynamical model describing stock market price distributions

v     A minimal model for slow dynamics; Compaction of granular media under vibration or shear

v     A new volatility term in the theory of options with transaction costs

v     Absorbing-state phase transitions in fixed-energy sandpiles

v     Bak-Sneppen model near zero dimension

v     Beyond storage capacity in a single model neuron; Continuous replica symmetry breaking

v     Collective Effects From Induced Behaviour

v     Competitive Dynamics of Web Sites

v     Critical Ruptures

v     Crowd-anticrowd model of the Minority Game

v     Data clustering and noise undressing of correlation matrices

v     Different amplitude and time distribution of the sound of light and classical music

v     Distribution of consecutive waves in the sandpile model on the Sierpinski gasket

v     Formation and life-time of memory domains in the dissipative quantum model of brain

v     Formation of a New Class of Random Fractals in Fragmentation with Mass Loss

v     Generic criticality in a model of evolution

v     Interacting Neural Networks

v     Justification of Power-Law Canonical Distributions Based on Generalized Central Limit Theorm

v     Micro- and Macrosimulation of Freeway Traffic

v     Models of fragmentation with power law log-normal distributions

v     New paradoxical games based on Brownian ratchets

v     Nonequilibrium phase transition in a model for social influence

v     Numerical simulations of directed sandpile models

v     On the genealogy of a population of biparental individuals

v     Persistent fluctuations and scaling properties in galaxy number counts

v     Power Laws and Cities Population

v     Primordial Fractal Density Pertubations and Structure Formation in the Universe; 1-D Collisionless sheet model

v     Random Networks of Spiking Neurons; Instability in the Xenopus tadpole moto-neural pattern

v     Response to Comments on 'Simple Measure for Complexity'

v     Robustness as an Evolutionary Principle

v     Scale Invariance in a Perturbed Einstein-de Sitter Cosmology

v     Scaling in athletic world records

v     Segregation in a competing and evolving population

v     Self-organization in a minority game; the role of memory and a probabilistic approach

v     Self-Organization in Space and Induced by Fluctuations

v     Self-organization in the Concert Hall; the Dynamics of Rhythmic Applause

v     Sequential fragmentation; The origin of columnar quasi-hexagonal patterns

v     Simulated coevolution in a mutating ecology

v     Statistical characterization of the fixed income market efficiency

v     Statistics of the one-dimensional Riemann walk

v     The effect of synchronized area on SOC behavior in a kind of Neural Network Model

v     The fractal distribution of galaxies and the transition to homogeneity

v     Theory of the evolutionary minority game

v     Topological Evolution of Dynamical Networks; Global Criticality from Local Dynamics

v     Towards artificial muscles

v     Transition to Stochastic Synchronization in Spatially Extended Systems

v     Using Topological Statistics to Detect Determinism in Time Series

v     Variational principles in the analysis of traffic flows (Why it is worth to go against the flow)

 

April 2000

 

Mei 2000

v     A Continuous Time Asynchronous Model of the Stock Market; Beyond the LLS Model

v     A model for the emergence of cooperation, interdependence and structure in evolving networks

v     A multifractal random walk

v     A scalar model of inhomogeneous elastic and granuar media

v     Algorithmic Complexity of Real Financial Markets

v     Comment on; Thermal model for adaptive Competition in a Market

v     Connectivity of Growing Random Networks

v     Corrections to scaling in the forest-fire model

v     Critical behavior of a cellular automaton highway traffic model

v     Critical Exponents of the KPZ Equation via Multi-Surface Coding Numerical Simulations

v     Crowd-anticrowd theory of the Minority Game

v     Different hierarchy of avalanches observed in Bak-Sneppen evolution model

v     Evolution of Biological Complexity

v     Exact Equations and Scaling Relations for fo-avalanche in the Bak-Sneppen Evolution Model

v     Generalized strategies in the Minority Game

v     Graph structure in the web

v     Hedging large risks reduces the transaction costs

v     Hierarchical organization of cities and nations

v     Large Scale-Invariant Fluctuations in Normal Blood Cell Counts; A sign of criticality

v     Market Ecology, Pareto Wealth Distribution and Leptokurtic Returns in Microscopic Simulation of the LLS Stock Market Model

v     Marketing Percolation

v     Mixed population Minority Game with generalized strategies

v     Modelling fluctuations of financial time series; from cascade process to stochastic volatility model

v     Multi-Choice Minority Game

v     On the existence of a variational principle for deterministic cellular automaton models of highway traffic flow

v     On two continuous models for the dynamics of sandpile surfaces

v     Path Dependent Option Pricing; the path integral partial averaging method

v     Population dynamics in a random environment

v     Quantifying Nonstationary Radioactivity Concentration Fluctuations Near Chernobyl; A Complete Statistical Description

v     Reply to Comment on 'Thermal Model for Adaptive Competition in a Market'

v     Scale Invariance in the Nonstationarity of Physiological Signals

v     Scaling behavior of developing and decaying networks

v     Self-Organized Criticality in a Transient System

v     Some Studies in Machine Learning Using the Game of Checkers

v     Stability and noise in biochemical switches

v     The Nasdaq crash of April 2000; Yet another example of log-periodicity in a speculative bubble ending in a crash

v     The number of guards needed by a museum; a phase transition in vertex covering of random graphs

v     Theoretical Results for Sandpile Models of SOC with Multiple Topplings

v     Time evolution of the Partridge-Barton Model

v     Topology of evolving networks; local events and universality

v     Trading behavior and excess volatility in toy markets

v     Unified View of Scaling Laws of River Networks

 

Juni 2000

v     Asians and cash dividens; Exploiting symmetries in pricing theory

v     'Back-of-the-envelope' wind and altitude correction for 100 metre sprint times

v     Computational Mechanics; Pattern and Prediction, Structure and Simplicity

v     Correlation structure of extreme stock returns

v     Detecting Novel Features of an Environment Using Habituation

v     Diffusion and Aggregation in an Agent Based Model of Stock Market Fluctuations

v     Effect of Mutation and Recombination on the Genotype-Phenotype Map

v     'Effective' Fitness Landscapes for Evolutionary Systems

v     Evolutionary minority game with heterogeneous strategy distribution

v     Extremal Paths on a Random Cayley Tree

v     Forecasting price increments using an artificial Neural Network

v     Fractional calculus and continuous-time finance II; the waiting-time distribution

v     Generalized strategies in the Minority Game

v     HIV time hierarchy; Winning the war while loosing all the battles

v     Information Bootlenecks, Causal States, and Statistical Relevance Bases; How to Represent Relevant Information in Memoryless Transduction

v     Knowing a network by walking on it; emergence of scaling

v     Measuring Knowledge

v     Microscopic Discrete Proliferating Components Cause the Self-Organized Emergence of Macroscopic Adaptive Features in Biological Systems

v     Misconceptions in Economics and Finance Theory

v     Multifractal Structure of the Sea-Bottom Topography in the Korean Sea

v     Novelty Detection for Robot Neotaxis

v     Pareto's Law for Income of Individuals and Debt of Bankrupt Companies

v     Physics of the Rhythmic Applause

v     Self-organization in populations of competing agents

v     Shuffling Yeast Gene Expression Data

v     Social organization in the Minority Game Model

v     Special Percolation on Inhomogeneous Spanning Network

v     Statistical Analysis of Genealogical Trees for Polygamic Species

v     Stochastic boundary conditions in the deterministic Nagel-Schreckenberg traffic model

v     Temperature scaling, glassiness and stationarity in the Bak-Sneppen model

v     The first 20 minutes in the Hong Kong stock market

v     The growth dynamics of German business firms

v     The nondeterministic Nagel-Schreckenberg traffic model with open boundary conditions

v     Variety and Volatility in Financial Markets

 

Juli 2000

v     Testing a hypothesis for a evolution of sex

v     A New Stochastic Strategy for the Minority Game

v     Coherence in a coupled network; Implication for brain function

v     Continuous time dynamics of the Thermal Minority Game

v     Enumerations of lattice animals and trees

v     Extinction Transition on a Pie

v     Fate stochastic management and policy benchmark in 421, a popular game

v     Gause's exclusion principle revisited; artificial modified species and competition

v     Modelling High-Frequency Economic Time Series

v     Network robustness and fragility; Percolation on random graphs

v     Optimization of Trading Physics Models of Markets

v     Origin of Critical Behavior in Ethernet Traffic

v     Predictability, complexity and learning

v     Quenching and Annealing in the Minority Game

v     Random graphs with arbitrary degree distributions and their applications

v     Renormalization Group Analysis of a Quivering String Model of Posture Control

v     Replica symmetry breaking in the minority game

v     Resilience of the Internet to random breakdown

v     Scaling and Multi-Scaling in Financial Markets

v     Small world effects in evolution

v     Statistical Mechanics of an Urban Cross; A Solvable Model

v     Statistical Physics of Traffic Flow

v     Statistical Physics of Vehicular Traffic and Some Related Systems

v     Statistics of lattice animals (polyominoes) and polygons

v     Statistics of stable marriages

v     Stochastic Penna model for biological aging

v     The Relationship between Extremum Statistics and Universal Fluctuations

v     The structure of scientific collaboration networks

 

Agustus 2000

v     A unified approach to the study of temporal, correlational and rate coding

v     Artifactual log-periodicity in finite size data; Relevance for earthquake aftershocks

v     Beauty and Distance in the Stable Marriage Problem

v     Continuously varying exponents in a sandpile model with dissipation near surface

v     Crowd-Anticrowd Theory of Multi-Agent Market Games

v     Discrete Financial Means; When exception rules, means nothing Auto-Catalytic Individuals Survive by all Means

v     Economics Mapping to the Renormalization Group Scaling of Stock Markets

v     Error and attack tolerance of complex networks

v     Evidence for the Exponential distribution of income in the USA

v     Fractal Properties in Economics

v     From market games to real-world markets

v     Harmony in the Small-World

v     Heart Rate Variability; Measures and Models

v     Hedged Monte-Carlo; low variance derivative pricing with objective probabilities

v     Life in the Stockmarket - a Realistic Model for Trading

v     Models for the size distribution of businesses in a price driven

v     Multifractal returns and Hierarchical Portfolio Theory

v     On the Dynamics of the Evolution of HIV Infection

v     Phase Diagram of Congested Traffic Flow; An Empirical Study

v     Power, Levy, Exponential and Gaussian Regimes in Autocatalytic Financial Systems

v     Power-laws in economy and finance; some ideas from physics

v     Public key cryptography and error correcting codes as Ising models

v     Random networks created by biological evolution

v     Secure and linear cryptosystems using error-correcting codes

v     Self-Organized Criticality and Universality in a Nonconservative Earthquake Model

v     Simulation of Stochastic Volatility using Path Integration; Smiles and Frowns

v     Statistical Properties of Share Volume Traded in Financial Markets

v     Systems with Correlations in the Variance; Generating Power-Law Tails in Probability Distributions

v     The Emergence of Spatial Complexity in the immune System

v     The lattice structure of Chip Firing Games

v     The transition from plan to market in Russia and China - A Monte Carlo simulation based on the statistical mechanics Ising model

v     What Are Stories Made Of - Quantitative Categorical Deconstruction of Creation

v     World-Wide Web scaling exponent from Simon's 1955 model

 

September 2000

v     A mean field stochastic theory for species-rich assembled communities

v     A multivariate multifractal model for return fluctuations

v     A Numerical Study on the Evolution of Portfolio Rules; Is C APM Fit for Nasdaq

v     Adaptive learning by extermal dynamics and negative feedback

v     Communication in networks with hierarchical branching

v     Determining bottom price-levels after a speculative peak

v     Dynamical spin-glass-like behavior in an evolutionary game

v     Effect of the accelerating growth of communications networks on their structure

v     Empirical properties of the variety of a financial portfolio and the single-index model

v     Extremal driving as a mechanism for generating long-term memory

v     Fractal Growth from Local Instabilities

v     Function and form in networks of interacting agents

v     High-frequency Cross-correlation in a Set of Stocks

v     Looking Forward to Pricing Options from Binomial Trees

v     Minimum Entropy Approach to Word Segmentation Problems

v     Money and Goldstone modes

v     Origin of complexity in multicelullar organisms

v     Origin of scaling structure and non-gaussian velocity distribution in self-gravitating ring model

v     Outliers, Extreme Events and Multiscaling

v     Persistence distributions for non gaussian markovian processes

v     Phase Transition and Oscillations in a Lattice Prey-Predator Model

v     Quantum Brain

v     Self-organized critical topology of stock markets

v     Simulating Dynamical Features of Escape Panic

v     Small Cycles in Small Worlds

v     Small-World Networks; Links with long-tailed distributions

v     The Fractal Properties of Internet

v     The Thermodynamics of Social Processes; The Teen Birth Phenomenon

v     Tradable Schemes

v     Typical solution time for a vertex-covering algorithm on finite-connectivity random graphs

v     Vertical transmission of culture and the distribution of family names

v     WWW and Internet models from 1955 till our days and the 'popularity is attractive' principle

 

Oktober 2000

v     A mean field stochastic theory for species-rich assembled communities

v     A Small Cycles in Small Worlds

v     Anomalous scaling in the Zhang model

v     Application of two-parameter dynamical replica theory to retrieval dynamics of associative memory with non-monotonic neurons

v     Breakdown of the Internet under intentional attack

v     Comparative statistical analysis of bacteria genomes in 'word' context

v     Complex Discrete Dynamics from Simple Continuous Population Models

v     Complex spatial organization in a simple model of resource allocation

v     Complexity and Fragility in Ecological Networks

v     Diffusion-Reorganized Aggregates; Attractors in Diffusion Processes

v     Discretized Diffusion Processes

v     Dynamic Fitness Landscapes in Molecular Evolution

v     Effective Dimension Transition of the Dynamics of Granular Materials in the Pipe

v     Emergence of a dominant unit in a network of chaotic units with delayed synaptic change

v     Entropic Nonextensivity; A Possible Measure of Complexity

v     Epidemic spreading in scale-free networks

v     Evolution of genetic code through isologous diversification of cellular states

v     Fluctuations of Wig - the index of Warsaw Stock Exchange. Preliminary studies

v     Generalized Thermostatistical Description of Intermittency and Non-extensivity in Turbulence and Financial Markets

v     'Go with the winners'-Simulations

v     Hierarchical learning in polynomial Support Vector Machines

v     Information Theory and Learning; A Physical Approach

v     Inhomogeneous relaxation in vibrated granular media; consolidation waves

v     Large Stock Market Price Drawdowns Are Outliers

v     Limit Theorems for Height Fluctuations in a Class of Discrete Space and Time Growth Models

v     Long-range effects in granular avalanching

v     Long-time behavior and relaxation of power-law correlation in one-dimensional self-gravitating system

v     Maxent Queries and Sequential Sampling

v     On Financial Markets Trading

v     On Optimality in Auditory Information Processing

v     On the Nature of the Stock Market; Simulations and Experiments

v     One-Dimensional Peg Solitaire, and Duotaire

v     Optimization with Extremal Dynamics

v     Patterns of consumption in a discrete choice model with asymmetric interactions

v     Power Law are Boltzmann Laws in Disguise

v     Predicting and generating time series by neural networks; An investigation using statistical physics

v     Scaling in a continuous time model for biological aging

v     Similarity transformation in one-dimensional reaction-diffusion systems; voting model as an example

v     'Slimming' of power law tails by increasing market returns

v     Small world effect in an epidemiological model

v     Social games in a social network

v     Speculative Bubbles and Crashes in Stock Markets; An Interacting-Agent Model of Speculative Activity

v     Stability Puzzles in Phage Lambda

v     Statistical physics of adaptive correlation of agents in a market

v     Stochastic Dynamics of Time Correlation in Complex Systems with Discrete Time

v     Strategic behavior and information transmission in a stylized (so-called Chinos) guessing game

v     Synchronization learning of coupled chaotic maps

v     The Ising Like Statistical Models for Studying the Dynamics of the Financial Stock Markets

v     The large-scale organization of metabolic networks

v     Upper critical dimension, dynamic exponent and scaling functions in the mode-coupling theory for the Kardar-Parisi-Zhang equation

v     What Future Expects Humanity After the Demographic Transition Time

 

November 2000

v     A Dynamical Thermostat Approach to Financial Asset Price Dynamics

v     A Variational Formulation of Optimal Nonlinear Estimation

v     Absorption of a Randomly Accelerated Particle; Gambler's Ruin in a Different Game

v     Aging and SOC in driven dissipative systems

v     Bose-Einstein condensation in complex networks

v     Cellular Models for River Networks

v     Characterization of the Frequency of Extreme Events by the Generalized Pareto Distribution

v     Classical dynamics on graphs

v     Comparing the correlation length of grain markets in China and France

v     Competition and multiscaling in evolving networks

v     Computer Simulations for Biological Ageing and Sexual Reproduction

v     Corrugation of Roads

v     Dynamics of directed graphs; the world-wide Web

v     Evidence for a continuum limit in causal set dynamics

v     Exact stationary state for a deterministic high speed traffic model with open boundaries

v     Fokker-Planck equation of distributions of financial returns and power laws

v     Free Random Levy Matrices

v     From Minority Games to real markets

v     Generation of unpredictable time series by a Neural Network

v     Generic scale of the 'scale-free' growing networks

v     Growing network with heritable connectivity of nodes

v     Hamiltonian in Financial Markets

v     Identifying Business Sectors from Stock Price Fluctuations

v     Life in Silico - Simulation of Complex Systems by Enzymatic Computaion

v     Linear and nonlinear information flow in spatially extended systems

v     Lyapunov exponents and transport in the Zhang model of Self-Organized Criticality

v     Microstructure Effects on Daily Return Volatility in Financial Markets

v     Minimal vertex covers on finite-connectivity random graphs - a hard-sphere lattice-gas picture

v     Moving Averages and Markets Inefficiency

v     Noise Effects on the Complex Patterns of Abnormal Heartbeats

v     Option Pricing and Hedging with Temporal Correlations

v     Order parameter model for unstable multilane traffic flow

v     Organization of Growing Random Networks

v     Replication and Mutation on Neutral Networks

v     Sandpiles and absorbing-state phase transitions; recent results and open problems

v     Scale Specific and Scale Independent Measures of Heart Rate Variability as Risk Indicators

v     Self-organized stable peacemakers near the onset of birhythmicity

v     Simulated ecology-driven sympatric speciation

v     Soliton in the one-dimensional forest fire model

v     The thermodynamics of portfolios

v     Towards identifying the world stock market cross-correlations; DAX versus Dow Jones

v     Universal Structure of the Personal Income Distribution

v     Vibration-induced jamming transition in granular media

v     Who is the best connected scientist. A study of scientific coauthorship networks

 

Desember 2000

v     A mechanism for the evolution of altruism among non-kin; Positive assortment through environmental feedback

v     A model for complex afershock sequences

v     A Self-organising Model of Market with Single Commodity

v     A simple model of fads and cascading failures

v     AI and Simulation-Modeling the Emergence of Cooperation & Trust

v     Average Time Spent by Levy Flights and Walks on an Interval with Absorbing Boundaries

v     Corporate Default Behavior; A Simple Stochastic Model

v     Correlation effects in a simple small-world network

v     Dynamical quenching and annealing in self-organization multiagent models

v     Generating Functional Analysis of the Dynamics of the Batch Minority Game with Random External Information

v     Group selection models in prebiotic evolution

v     Habitat Fragmentation and Biodiversity Collapse under Recruitment Limitation

v     Modelling Macroevolutionary Patterns; an Ecological Perspective

v     Neighborhood preferences in random matching problems

v     On a Universal Mechanism for Long Ranged Volatility Correlations

v     Option pricing and perfect hedging on correlated stocks

v     Playing a quantum game with a corrupted source

v     Preferential Growth; Exact Solution of the time dependent distributions

v     Scaling properties of scale-free evolving networks; Continuous approach

v     Sign-time distribution for a random walker with a drifting boundary

v     Stability of Pareto-Zipf Law in Non-Stationary Economies

v     Stochastics theory of log-periodic patterns

v     The Dynamics of Efficiency; A Simple Model

v     The price dynamics of common trading strategies

v     The Volatility in a Multi-share Financial Market Model

v     The waiting-time distribution of Liffe bond futures

v     Towards a realistic microscopic description of highway traffic

v     Traffic and Related Self-Driven Many-Particle Systems

v     Universal Asymptotic Behavior of Mortgage Prepayments

 

 

 

Copyright by Rizky Luckyta Pratama, Indonesia

Hosted by www.Geocities.ws

1