Price is the most visible signal produced by competition and interaction among a complex ecology of entities in a system called financial markets. This thesis deals with statistical analysis and model identification based on such signals. We approach this problem at various levels of...

In the early years of the 21st century, a number of corporate accounting scandals forced the government to hastily adopt regulations aimed at protecting investors and restoring confidence in the financial markets. Among its provisions, the Sarbanes-Oxley Act of 2002 requires public companies on...