Physica A

prelim viii-xi (list of editors)
pp. viii-xi(4)

Preface of the International Scientific Organizing Committee
pp. xv-xvi(2)
Authors: Eugene Stanley H.; Ausloos M.; Kertesz J.; N. Mantegna R.; A. Scheinkman J.; Takayasu H.

Preface of Dr. Surya, Chair of the Local Organizing Committee
pp. xvii-xvii(1)
Author: Surya Y.

Contents
pp. xix-xxiii(5)

Understanding the cubic and half-cubic laws of financial fluctuations
pp. 1-5(5)
Authors: Gabaix X.; Gopikrishnan P.; Plerou V.; Stanley H.E.

Volatility clustering in agent based market models
pp. 6-16(11)
Authors: Giardina I.; Bouchaud J.-P.

Scale invariance and criticality in financial markets
pp. 17-24(8)
Author: Marsili M.

The minority game: effects of strategy correlations and timing of adaptation
pp. 25-29(5)
Authors: Sherrington D.; Galla T.

Strategy for investments from Zipf law(s)
pp. 30-37(8)
Authors: Ausloos M.; Bronlet P.

On size and growth of business firms
pp. 38-44(7)
Authors: De Fabritiis G.; Pammolli F.; Riccaboni M.

The variance of corporate growth rates
pp. 45-48(4)
Author: Sutton J.

Matching games with partial information
pp. 49-65(17)
Authors: Laureti P.; Zhang Y.-C.

Degree stability of a minimum spanning tree of price return and volatility
pp. 66-73(8)
Authors: Micciche S.; Bonanno G.; Lillo F.; N. Mantegna R.

Correlations and response: absence of detailed balance on the stock market
pp. 74-80(7)
Authors: Kertesz J.; Kullmann L.; Zawadowski A.G.; Karadi R.; Kaski K.

Risk and utility in portfolio optimization
pp. 81-88(8)
Authors: Cohen M.H.; Natoli V.D.

Nonextensive statistical mechanics and economics
pp. 89-100(12)
Authors: Tsallis C.; Anteneodo C.; Borland L.; Osorio R.

Self-modulation processes and resulting generic 1/f fluctuations
pp. 101-107(7)
Authors: Takayasu M.; Takayasu H.

Standing on the toes of pygmies: - Why econophysics must be careful of the economic foundations on which it builds
pp. 108-116(9)
Author: Keen S.

On the size distribution of firms: additional evidence from the G7 countries
pp. 117-123(7)
Authors: Gaffeo E.; Gallegati M.; Palestrini A.

A laboratory experiment on the minority game
pp. 124-132(9)
Authors: Bottazzi G.; Devetag G.

More statistical properties of order books and price impact
pp. 133-140(8)
Authors: Potters M.; Bouchaud J.-P.

Limit order market analysis and modelling: on a universal cause for over-diffusive prices
pp. 141-145(5)
Authors: Challet D.; Stinchcombe R.

An analysis of price impact function in order-driven markets
pp. 146-151(6)
Authors: Iori G.; Daniels M.G.; Farmer J.D.; Gillemot L.; Krishnamurthy S.; Smith E.

Quantum models of Parrondo's games
pp. 152-156(5)
Authors: Flitney A.P.; Abbott D.

Characterization of large price variations in financial markets
pp. 157-166(10)
Author: Johansen A.

General numerical model of the competition life cycle: from physics to economy
pp. 167-173(7)
Authors: Berg D.B.; Popkov V.V.

Log-periodic self-similarity: an emerging financial law?
pp. 174-182(9)
Authors: Drozdz S.; Grummer F.; Ruf F.; Speth J.

Scaling behaviors in differently developed markets
pp. 183-188(6)
Authors: Di Matteo T.; Aste T.; Dacorogna M.M.

Pricing derivatives by path integral and neural networks
pp. 189-195(7)
Authors: Montagna G.; Morelli M.; Nicrosini O.; Amato P.; Farina M.

Fixed point theorem for simple quantum strategies in quantum market games
pp. 196-200(5)
Author: Piotrowski E.W.

A Black-Scholes Schrodinger option price: 'bit' versus 'qubit'
pp. 201-206(6)
Author: Haven E.

Power law distribution of the frequency of demises of US firms
pp. 207-212(6)
Authors: Cook W.; Ormerod P.

A stochastic model of firm growth
pp. 213-219(7)
Authors: Bottazzi G.; Secchi A.

Trading strategies, feedback control and market dynamics
pp. 220-226(7)
Authors: Alvarez-Ramirez J.; Suarez R.; Ibarra-Valdez C.

Who wins? Study of long-run trader survival in an artificial stock market
pp. 227-233(7)
Authors: Cincotti S.; M. Focardi S.; Marchesi M.; Raberto M.

Giffen paradoxes in quantum market games
pp. 234-240(7)
Author: Sladkowski J.

Dynamics of cross-correlations in the stock market
pp. 241-246(6)
Authors: Rosenow B.; Gopikrishnan P.; Plerou V.; Eugene Stanley H.

Dynamic asset trees and Black Monday
pp. 247-252(6)
Authors: Onnela J.-P.; Chakraborti A.; Kaski K.; Kertesz J.

Triangular arbitrage and negative auto-correlation of foreign exchange rates
pp. 253-257(5)
Authors: Aiba Y.; Hatano N.; Takayasu H.; Marumo K.; Shimizu T.

Statistical analysis of strait time index and a simple model for trend and trend reversal
pp. 258-265(8)
Authors: Chen K.; Jayaprakash C.

Nontrivial bookkeeping: a mechanical perspective
pp. 266-271(6)
Authors: Fischer R.; Braun D.

Langevin modelling of high-frequency Hang-Seng index data
pp. 272-277(6)
Author: Tang L.-H.

The internalist perspective on inevitable arbitrage in financial markets
pp. 278-284(7)
Author: Matsuno K.

Causalities of the Taiwan stock market
pp. 285-295(11)
Author: Ting J.J.-L.

Analysis of high-resolution foreign exchange data of USD-JPY for 13 years
pp. 296-302(7)
Authors: Mizuno T.; Kurihara S.; Takayasu M.; Takayasu H.

Comparison between the probability distribution of returns in the Heston model and empirical data for stock indexes
pp. 303-310(8)
Authors: Silva A.C.; Yakovenko V.M.

Emergence of heterogeneity in an agent-based model
pp. 311-316(6)
Author: Wan Abdullah W.A.T.

Multivariate Markov chain modeling for stock markets
pp. 317-322(6)
Author: Maskawa J.-i.

Efficiency and persistence in models of adaptation
pp. 323-329(7)
Authors: D'Hulst R.; Rodgers G.J.

Simple model for the dynamics of correlations in the evolution of economic entities under varying economic conditions
pp. 330-337(8)
Authors: Ausloos M.; Clippe P.; Pekalski A.

Inverse statistics in economics: the gain-loss asymmetry
pp. 338-343(6)
Authors: Jensen M.H.; Johansen A.; Simonsen I.

Econonatology: the physics of the economy in labour
pp. 344-351(8)
Author: Struzik Z.R.

Growth and fluctuations of personal and company's income
pp. 352-358(7)
Authors: Aoyama H.; Souma W.; Fujiwara Y.

Derivative pricing with non-linear Fokker-Planck dynamics
pp. 359-365(7)
Authors: Michael F.; Johnson M.D.

A dynamical structure of high frequency currency exchange market
pp. 366-371(6)
Authors: Sazuka N.; Ohira T.; Marumo K.; Shimizu T.; Takayasu M.; Takayasu H.

A non-linear model of economic production processes
pp. 372-379(8)
Authors: Ponzi A.; Yasutomi A.; Kaneko K.

Two-phase oscillatory patterns in a positive feedback agent model
pp. 380-387(8)
Author: Tanaka-Yamawaki M.

The effect of Kapitza pendulum and price equilibrium
pp. 388-395(8)
Authors: Holyst J.A.; Wojciechowski W.

Complex networks and economics
pp. 396-401(6)
Authors: Souma W.; Fujiwara Y.; Aoyama H.

Applications of small-world networks to some socio-economic systems
pp. 402-407(6)
Author: Elgazzar A.S.

Power laws and macroeconomic fluctuations
pp. 408-416(9)
Authors: Gaffeo E.; Gallegati M.; Giulioni G.; Palestrini A.

The extraction of macromodel and origin of long-ranged correlations
pp. 417-423(7)
Authors: Yamasaki K.; Mackin K.J.

Information flow in generalized hierarchical networks
pp. 424-429(6)
Authors: Almendral J.A.; Lopez L.; Sanjuan M.A.F.

The small-world of economy: a speculative proposal
pp. 430-436(7)
Authors: Corso G.; Lucena L.S.; Thome Z.D.

How effective is advertising in duopoly markets?
pp. 437-444(8)
Authors: Sznajd-Weron K.; Weron R.

Money and exchange in an economy with spatially differentiated agents
pp. 445-453(9)
Authors: Manolova P.; Lai Tong C.; Deissenberg C.

List of contributors
pp. 454-454(1)