Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: Adding to the Regulator's Toolbox: Integration and Extension of Two
  Leading Market Models   As demonstrated during the recent financial crisis, regulators require
additional analytical tools to assess systemic risk in the financial sector.
This paper describes one such tool; namely a novel market modeling and analysis
capability. Our model builds upon two leading market models: one which
emphasizes market micro-structure and another which emphasizes an ecology of
trading strategies. We address a limitation of market modeling, namely the
consideration of only one dominant trading strategy (i.e., long positions). Our
model aligns closely with several widely held stylized facts of financial
markets. And a final contribution of this work stems from our empirical
analysis of the fractal nature of both empirical markets and our market model.

5
The categories of this paper are: gr-qc
6
The categories of this paper are: astro-ph
23
The categories of this paper are: solv-int
3
The categories of this paper are: physics
22
The categories of this paper are: chao-dyn
8
The categories of this paper are: hep-ex
9
The categories of this paper are: nlin
16
The categories of this paper are: stat
35
The categories of this paper are: mtrl-th
4
The categories of this paper are: cond-mat
21
The categories of this paper are: adap-org
1
The categories of this paper are: cs
12
The categories of this paper are: nucl-th
29
The categories of this paper are: funct-an
10
The categories of this paper are: q-bio
11
The categories of this paper are: hep-lat