Home   Current Research   Publications   Conferences   Links   Contact information   Bookmark         Presentations and proceedings Recurrence plots and financial time series analysis, in  Parallel Applications in Statistics and Economics, 7th International Workshop (PASE 2000), April 2000. Recurrence quantification analysis of wavelet pre-filtered index returns (2003),  Presented in "Applications of Physics in Financial Analysis 4 (APFA)", 13-15 November 2003, Warsaw University of Technology, Warsaw, Poland.(Download Presentation in PDF) Conference presentation at "Finance in the International Economy", City University, London, 28-29 November 2003, International Economics and Finance Society (IEFS), The 4th Annual Conference of IEFS, London, UK. Wavelet Exploratory Analysis of the FTSE ALL SHARE Index (2003). Presented in: 2nd WSEAS International Conference on Non-linear Analysis, Non-linear Systems and Chaos, in Athens, Greece (29-31 Dec. 2003). Also acted as organizer (chairman) of a special session:"Advances in Nonlinear-Dynamics and Complexity Theory in Economics, Finance and Business". Price Clustering and Discreteness: Randomness, Noise or Chaotic Dynamics? (2004) Presented in: CentER workshop in Microstructure Analysis, April 23-24, 2004, University of Tilburg, The Netherlands. Surrogate Data Analysis and Stochastic Chaotic Modeling: Application to Stock Exchange Returns Series (2004). Presented in: The 10th International Conference on Computing in Economics and Finance, July 8-10, 2004, University of Amsterdam, The Netherlands. An Investigation of Unstable Periodicity and Complex Dynamics in Key UK Economic Indicators (2004). Presented in: Growth and Business Cycles in Theory and Practice Conference, July 15, 2004, Centre for Growth and Business Cycle Research, The University of Manchester, UK. Herding Behavior and Complex Dynamics (2004). Presented in: New Economic Windows 2004: Complexity Hints for Economic Policy, Sept. 18, 2004, University of Salerno, IT. The "Compass Rose" Patterns and Dependent Dynamics (2005). Presented in: 13th Annual Symposium of the Society of Nonlinear Dynamics and Econometrics, April 1, 2005, City University, UK. Feedback trading and herding: The case of the FTSE/ASE 20 index companies, with Vasili Kallinterakis. Presented at the  10th Annual Workshop on Economic Heterogeneous Interacting Agents (WEHIA 2005) June 13-15, 2005 at the University of Essex, United Kingdom. Non-linear Dynamical Signatures in Volume Price Dynamics. Presented at the 2nd International Symposium “Advances in Financial Forecasting”, Financial Forecasting F2 Section, European Society of Computational Methods, in Sciences and Engineering, October 21-26, 2005,Loutraki, Greece. Investigating nonlinear dynamics in high and ultra-high frequency commodity prices: The case of oil. 27th Dynamic Days Europe, University of Loughborough(UK), 9-13 July 2007. Web site and all contents © Copyright Costas Vorlow 2007, All rights reserved. Free website templates