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Articles
R. N. Mantegna and H. E. Stanley, "Stochastic Process with Ultra-Slow Convergence to a Gaussian: The Truncated Levy Flight," Phys. Rev. Lett. 73, 2946-2949 (1994). PDF [Citations: 327]
R. N. Mantegna and H. E. Stanley, "Scaling Behaviour in the Dynamics of an Economic Index," Nature 376, 46-49 (1995). PDF -- Accompanied by News & Views editorial by A. Timmermann, p. 18. PDF -- Described in "Was Physiker und Oekonomen voneinander lernen koennen," by George Szpiro [Neue Zuercher Zeitung, Nr 208, p. 73, 8 September 1999]. [Citations: 842]
M. H. R. Stanley, S. V. Buldyrev, S. Havlin, R. Mantegna, M.A. Salinger, and H. E. Stanley, "Zipf plots and the size distribution of Firms," Economics Lett. 49, 453-457 (1995). PDF [Citations: 111]
R. N. Mantegna and H. E. Stanley, "Ultra-Slow Convergence to a Gaussian: The Truncated Levy Flight," in Levy Flights and Related Topics in Physics [Proc. 1994 International Conf. on Levy Flights], edited by M. F. Shlesinger, G. M. Zaslavsky, and U. Frisch (Springer, Berlin, 1995), pp. 300-312. PDF
M. H. R. Stanley, L. A. N. Amaral, S. V. Buldyrev, S. Havlin, H. Leschhorn, P. Maass, M. A. Salinger, and H. E. Stanley, "Scaling Behavior in the Growth of Companies," Nature 379, 804-806 (1996). PDF [Citations: 293]
H. E. Stanley, V. Afanasyev, L. A. N. Amaral, S. V. Buldyrev, A. L. Goldberger, S. Havlin, H. Leschhorn, P. Maass, R. N. Mantegna, C.-K. Peng, P. A. Prince, M. A. Salinger, M. H. R. Stanley, and G. M. Viswanathan, "Anomalous Fluctuations in the Dynamics of Complex Systems: From DNA and Physiology to Econophysics," Physica A 224, 302-321 (1996). PDF
M. H. R. Stanley, L. A. N. Amaral, S. V. Buldyrev, S. Havlin, H. Leschhorn, P. Maass, M. A. Salinger, and H. E. Stanley, "Can Statistical Physics Contribute to the Science of Economics?" [Proc. International Conf. on "Future of Fractals"], Fractals 4, 415-425 (1996). PDF
R. N. Mantegna and H. E. Stanley, "Turbulence and Financial Markets," Nature 383, 587-588 (1996). PDF [Citations: 194]
S. V. Buldyrev, H. Leschhorn, P. Maass, H. E. Stanley, M. H. R. Stanley, L. A. N. Amaral, S. Havlin, and M. A. Salinger, "Scaling Behavior in Economics: Empirical Results and Modeling of Company Growth," in The Physics of Complex Systems [Proceedings of the International School of Physics "Enrico Fermi" Course CXXXIV], edited by F. Mallamace and H. E. Stanley (IOS Press, Amsterdam, 1997), pp. 145-174. PDF
R. N. Mantegna and H. E. Stanley, "Physics Investigation of Financial Markets," in The Physics of Complex Systems [Proceedings of the International School of Physics "Enrico Fermi" Course CXXXIV], edited by F. Mallamace and H. E. Stanley (IOS Press, Amsterdam, 1997), pp. 473-490. PDF
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关键词:金融物理学 物理学 Fluctuations distribution Econophysics 物理学 论文

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沙发
suoyuanyuan 发表于 2012-8-17 09:36:32 |只看作者 |坛友微信交流群
2011-2012年主要文章:
W. Duan and H. E. Stanley, "Cross-correlation and the predictability of financial return series," Physica A 390, 290-296 (2011). PDF
A. M. Petersen, W.-S. Jung, J.-S. Yang, and H. E. Stanley, "Quantitative and Empirical Demonstration of the Matthew Effect in a Study of Career Longevity," Proc. Natl. Acad. Sci. USA 108, 18-23 (2011). PDF PDF of Supplementary Information
G. Oh, C. Eom, F. Wang, W.-S. Jung, H. E. Stanley, and S. Kim, "Statistical Properties of Cross-Correlation in the Korean Stock Market," Eur. Phys. J. B 79, 55-60 (2011). PDF
A. M. Petersen, O. Penner, and H. E. Stanley, "Methods for Detrending Success Metrics to Account for Inflationary and Deflationary Factors," Eur. Phys. J. B 79, 67-78 (2011). PDF
D. Horvatic, H. E. Stanley, and B. Podobnik, "Detrended Cross-Correlation Analysis for Non-Stationary Time Series with Periodic Trends," Europhys. Lett. (EPL) 94, 18007 (2011). PDF
D. Wang, B. Podobnik, D. Horvatic, and H. E. Stanley, "Quantifying and Modeling Long-Range Cross-Correlations in Multiple Time Series with Applications to World Stock Indices," Phys. Rev. E 83, 046121 (2011). PDF
T. Preis and H. E. Stanley, "Bubble Trouble: Can a Law Describe Bubbles and Crashes in Financial Markets?" Physics World 24[5], 29-32 (May 2011). PDF
J. Shao, P. Ch. Ivanov, B. Urosevic, H. E. Stanley, and B. Podobnik, "Zipf Rank Approach and Cross-Country Convergence of Incomes," Europhys. Lett. (EPL) 94, 48001 (2011). PDF
T. Preis, J. Schneider, and H. E. Stanley, "Switching Processes in Financial Markets," Proc. Natl. Acad. Sci. USA 108, 7674-7678 (2011). PDF PDF of Supplementary Information
L. Zhao, G. Yang, W. Wang, Y. Chen, J. P. Huang, H. Ohashi, and H. E. Stanley, "Herd Behavior in a Complex Adaptive System," Proc. Natl. Acad. Sci. USA 108, 15058-15063 (2011). PDF
X. Huang, I. Vodenska, F. Wang, S. Havlin, and H. E. Stanley, "Identifying Influential Directors in the United States Corporate Governance Network," Phys. Rev. E 84, 046101 (2011). PDF
B. Podobnik, A. Valentincic, D. Horvatic, and H. E. Stanley, "Asymmetric Levy Flight in Financial Ratios," Proc. Natl. Acad. Sci. USA 108, 17883-17888 (2011). PDF -- Accompanied by commentary: "Evaluating Financial Risk" on p. 17858. PDF
W. Li, F. Wang, S. Havlin, and H. E. Stanley, "Financial Factor Influence on Scaling and Memory of Trading Volume in Stock Market," Phys. Rev. E 84, 046112 (2011). PDF
A. M. Petersen, H. E. Stanley, and S. Succi, "Statistical Regularities in the Rank-Citation Profile of Scientists," Nature Scientific Reports 1[181], 1-7 (2011). PDF
B. Podobnik, Z.-Q. Jiang, W.-X. Zhou, and H. E. Stanley, "Statistical Tests for Power-Law Cross-Correlated Processes," Phys. Rev. E 84, 066118 (2011). PDF
I. Gvozdenovic, B. Podobnik, D. Wang, and H. E. Stanley, "1/f Behavior in Cross-Correlations between Absolute Returns in a US Market," Physica A 391, 2860-2866 (2012). PDF
A. M. Petersen, J. Tenenbaum, S. Havlin, and H. E. Stanley, "Statistical Laws Governing Fluctuations in Word Use from Word Birth to Word Death," Nature Scientific Reports 2, 313 (2012). PDF
A. M. Petersen, M. Riccaboni, H. E. Stanley, and F. Pammolli, "Persistence and Uncertainty in the Academic Career," Proc. Natl. Acad. Sci. USA 109, 5213-5218 (2012). PDF with supplemental material. Accompanied by a brief editorial.
T. Preis, H. S. Moat, H. E. Stanley, and S. R. Bishop, "Quantifying the Advantage of Looking Forward," Nature Scientific Reports 2, 350 (2012). PDF
B. Podobnik, D. Wang, and H. E. Stanley, "High-Frequency Trading Model for a Complex Trading Hierarchy," Quantitative Finance 12, 559-566 (2012). PDF
L. Feng, B. Li, B. Podobnik, T. Preis, and H. E. Stanley, "Linking Agent-Based Models and Stochastic Models of Financial Markets," Proc. Natl. Acad. Sci. USA 110, 8388-8392 (2012). PDF
G. Oh, C. Eom, S. Havlin, W.-S. Jung, F. Wang, H. E. Stanley, and S. Kim, "A Multifractal Analysis of Asian Foreign Exchange Markets," Eur. Phys. J. B 85, 214 (2012). PDF
Z. Zheng, K. Yamasaki, J. Tenenbaum, B. Podobnik, Y. Tamura, and H. E. Stanley, "Scaling of Seismic Memory with Earthquake Size," Phys. Rev. E 86, 011107 (2012). PDF
Q. Li, F. Wang, J. Wei, Y. Liang, J. Huang, and H. E. Stanley, "Statistical Analysis of Bankrupting and Non-Bankrupting Stocks," Europhys. Lett. (EPL) 98, 28005 (2012). PDF

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藤椅
suoyuanyuan 发表于 2012-8-17 09:38:07 |只看作者 |坛友微信交流群
简介:
   H. E. Stanley 教授,美国国家科学院院士,美国波士顿大学 William Fairfield Warren 杰出教授、
波士顿大学物理教授,国际著名学术杂志 Physica A 的总编,同时也是 Quantitative Finance,Int. J. Theor.
& Appl. Finance, Finance and Economics 等杂志编委。他是经济物理学的创始人之一,第一次提出了
Econophysics 这一概念,也是《经济物理学导论》一书的作者。他获得过很多荣誉和奖项,如:2004
年波尔兹曼奖章,古根海姆学者奖(1979),David Turnbull 奖等。

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板凳
suoyuanyuan 发表于 2012-8-17 09:46:28 |只看作者 |坛友微信交流群

国内金融物理牛人--周炜星

2007年管理世界有一篇专访国内金融物理牛人周炜星的文章
见附件

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报纸
suoyuanyuan 发表于 2012-8-17 09:47:58 |只看作者 |坛友微信交流群

复旦大学金融物理学的研究者对于金融物理的一些阐述

自从2005年8月底加盟复旦大学以来,经过这么些年的折腾,我课题组的研究方向有两个:一是软物质;二是经济物理。关于软物质,我们也只研究其中一个很窄的领域,就是运用计算机模拟和理论分析相结合的方法研究水等小分子在纳米尺度的一些输运特性。关于经济物理,这里打算多说些——

笼统说来,经济物理的研究有两个目的,一是研究经济或金融系统中的物理问题(for 物理学家),二是运用物理学的思想和方法去解决经济或金融系统中的经济/金融问题(for 经济/金融学家)。这里我把两者分开,其实实际操作时两者并不能截然分开,可以说是,你中有我,我中有你。我们运用的研究方法大体可分四种:可控真人实验、基于行为人的计算机模拟、理论分析、统计分析。
见科学网博客:http://blog.sciencenet.cn/blog-683185-537367.html

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