Conference publications

Proceedings

XV conference

Econophysics

Contents : Authors

• Belsner O. A., Kritski O. L. Fisher Information Matrix for Multivariate DCC-MGARCH(1,1) Method (2008) 6 pp. (accepted)
• Bessonova O. S. Use of Capital Asset Pricing Model (CAPM) for Expected Return Forecasting on Example of Telecommunication Companies’ Stocks (2008) 6 pp. (accepted)
• Chuchkalova S. V. Demographic Simulation Model Example (2008) 6 pp. (accepted)
• Frangulova E. V. Investment Portfolio Optimization (2008) 6 pp. (accepted)
• Karpova O. V., Andreev V. V. Research Of Socio-Economic Dynamics in Russia on the Basis of “Predator–Victim” Model (2008) 6 pp. (accepted)
• Lisiev G. A. Modelling of Nonequilibrium Conditions in Economic Processes and Educational System of Russia: Some Approaches and Hypotheses (2008) 6 pp. (accepted)
• Muhamedov V. A. The Rhythms of the Forex Market (2008) 6 pp. (accepted)
• Paramonov A. V., Shchetinin Ye. Yu. Modelling the Dynamics of Price Fluctuations at Russian Stock Market (2008) 6 pp. (accepted)
• Pyrkina O. E., Yudanov A. Yu. Local Resistance to Public Goods Unpaid Appropriation (Markov Chain Approach to “Counterfeiter Problem”) (2008) 11 pp. (accepted)
• Rozhneva V. K. Mathematical Model for Estimation of Business Cost Using Production Functions (2008) 6 pp. (accepted)
• Shapovalov A. V., Trifonov A. Yu., Masalova E. A. Semiclassical Approximation for the Nonlinear Fokker-Planck Equation with Quadratic Diffusion in Asset Return Models (2008) 9 pp. (accepted)
• Shatrov A. V. Intelligent Agents in “ECOMOD” Macroeconomics Mathematical Modelling System (2008) 6 pp. (accepted)
• Vidov P. V., Zhukov I. A., Romanovsky M. Y. Return of Russian Stock Market Assets: Correlations and Distributions (2008) 6 pp. (accepted)
• Zhabitskaja E. I. Material Incentives to Competing Innovators and Its Influence on Technological Progress (2008) 6 pp. (accepted)

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