2014 We discuss the rôle of disorder and of the lower critical dimension in producing a 1/f spectrum. We present a numerical simulation for a bidimensional Ising spin glass, showing a 1/f spectrum in a remarkable range of temperatures and frequencies. J. Physique 45 (1984) 657-663 AVRIL 1984, Classification Physics Abstracts 11. ION 05.50

This paper sets up and estimates a continuous-time stochastic volatility model using panel data of soybean futures and options in an integrated time-series study. The model of commodity price dynamics is within the class of affine asset pricing models, and option prices are determined using a standard inversion of characteristic functions approach. Our modeling acknowledges that commodities exh...

This paper sets up and estimates a continuous-time stochastic volatility model using panel data of soybean futures and options in an integrated time-series study. The model of commodity price dynamics is within the class of affine asset pricing models, and option prices are determined using a standard inversion of characteristic functions approach. Our modeling acknowledges that commodities exh...

We show that if they are allowed enough time to complete the learning, Q-learning algorithms can learn collude in an environment with imperfect monitoring adapted from Green and Porter (1984), without having been instructed do so, communicating one another. Collusion is sustained by punishments take form of “price wars” triggered observation low prices. The have a finite duration, being harsher...

This note examines the rank correlation of export price markups and industrial concentration in German and Japanese manufactures in 1984 and 1986. It gives the most current measures of Japanese manufacturing concentration available in English.

In Taiwan stock market, it has been accumulated large amounts of time series stock data and successful investment strategies. The stock price, which is impacted by various factors, is the result of buyer-seller investment strategies. Since the stock price reflects numerous factors, its pattern can be described as the strategies of investors. In this paper, pattern recognition concept is adapted...

The mathematics of time scales has recently received much attention and holds great promise in a number of areas. In this paper we propose a new area of mathematics, namely the theory of stochastic dynamic equations, which unifies the theories of stochastic differential and difference equations. We give an example involving stochastic dynamic equations, namely an equation modeling a stock price...

The study investigates the effect of macroeconomic determinants on the performance of the Indian Stock Market using monthly data over the period January 1991 to December 2011 for eight macroeconomic variables, namely, Interest Rate, Inflation, Exchange Rate, Index of Industrial Production, Money Supply, Gold Price, Silver Price & Oil Price, and two stock market indices namely Sensex and S&P CNX...

Six hundred samples, 300 each of mutton and beef were collected under aseptic conditions from meat shops of Rawalpindi/Islamabad. They were examined bacteriologically under aerobic and anaerobic conditions at different temperatures for varying periods of time. Different species of bacteria isolated were Escherichia coli (520), Staphylococcus aureus (437), Staphylococcus epiderimis (200), Strept...