(cont.) mechanism, a user only needs to know a small region of the Internet in order to select a route to reach a destination. In addition, a novel route representation and packet forwarding scheme is designed such that a source and a destination address can uniquely represent a sequence of...

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...