References
- Grossman , S and Stiglitz , J . 1980 . On the impossibility of informationally efficient markets . Am. Econ. Rev. , 70 : 393 – 408 .
- Malevergne , Y and Sornette , D . 2005 . Extreme Financial Risks—From Dependence to Risk Management , Berlin : Springer .
- McNeil , A.J , Frey , R and Embrechts , P . 2005 . Quantitative Risk Management: Concepts, Techniques and Tools , Princeton, NJ : Princeton University Press . Princeton Series in Finance
- Pan , H.P . Multilevel stochastic dynamic process models and possible applications in global financial market analysis and surveillance. Technical Report IIFP-TR-2005-1 International Institute for Financial Prediction IIFP, http://www.iifp.net, 2005; CIAO Working Paper 2005/11, School of ITMS, University of Ballarat, 2005; invited for the International Conference on Computational Intelligence in Finance and Economics, October 2006, Taiwan
- Pan , H.P , Sornette , D and Kortanek , K . Intelligent finance—an introduction . Intelligent Finance—A Convergence of Mathematical Finance with Technical and Fundamental Analysis, Proceedings of the First International Workshop on Intelligent Finance . Edited by: Pan , H.P , Sornette , D and Kortanek , K . Australia : University of Ballarat . A translation appears in Chin. J. Finan., 2005, 3(2), 182--203
- Paulos , JA . 2003 . A Mathematician Plays the Stock Market , New York : Basic Books .