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Terms of Submission Minimize
Scientia Araneae Totius Orbis Conor
Journal of Randomics

If you want to submit a paper you must be registered and logged in to the members site. For a valid submission you must enter in the 'Submission Form' module on this page (you will see it once registered and logged in) your email address, your name and an appropriate subject. In the message field you enter the title, subtitle and abstract. Please be in the abstract as clear as possible with the main objective, summary of the results and conclusions. After submission (click sent) your data is moderated and hopefully will appear on the bottom of this page if it is a valid submission. (The authority lies with the Chief-editor.) Anyway a message is send to the Chief-editor and he will contact you if the submission is valid. If we find the abstract worthwhile there will be further instructions by email how to transmit the manuscript. However this is no guarantee that your paper will be published, it must pass the peer reviews by the editors. If it passes the editor peer review a preprint version is already published on the preprint server or the public peer review. The idea is that with the editor and public peer reviews in the authors hand the paper is improved so it can be finally published in pdf-format. With the peer review comments YOU make, in collaboration with the editors, the final revisions, but YOU have the last say.

By submitting you declare that you share the copyrights of your paper with SATOCONOR and that your paper is not submitted, and will not a be submitted after publication on the SATOCONOR websites, to other journals. However you may publish the final manuscript, so in SATOCONOR layout, also on your own personal website or homepage. SATOCONOR is non-profit and the journals are Open Access Scientific Internet Journals. So there are no fees or expenses paid to the authors. Once a paper is published this is final and the Board of SATOCONOR Editors will try to keep it as long as possible on this URL, the goal is forever on the internet, however it cannot ever be retracted or revoked anymore by the author once published!

Johan G. van der Galien

Chief-editor and Webmaster 

Updated July 17, 2011
  

Recently Submitted Papers: Minimize
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         7/17/2011 1:43:44 PM
Suggestion for a SATOCONOR article: The X-INDEX memory effect. From five different descending sorted lists on X-INDEX (a real number property of securities) from the same 3,022 NYSE securities each, obtained by a new kind of technical analysis (with the aid of the ‘Automated X-INDEX Technical Analysis Software’) from five different historic bull periods, a top 50 ranking securities portfolio and the corresponding down 50 were selected and tested on the four remaining historic bull periods (later and/or earlier in time). Measurements of the interest (%) were done and 17 times out of the 20 measurements in total, down 50 portfolios perform better than the corresponding top 50. This provides evidence for an (X-INDEX) effect. A standard statistical test on the down 50 interest (%) average shows that with 94% confidence (predetermined confidence level set to 90%) this figure differs significantly from the corresponding Dow-Jones Industrial Average benchmark one. This is additional evidence for the (X-INDEX) effect. The 95% confidence inter
         7/17/2011 1:41:16 PM
Submitting the twin prime proof and also any kind of other prime constellation proof This paper presents formulae which calculate the number of occurrences of prime constellations between P(n) and P(n)^2. Next it is shown that the error between these formulae and the actual number of the given constellations stabilizes at low error rates for large n. Finally the formulae are decomposed in such a way as to demonstrate why the constellations occur infinitely. Moreover it will be demonstrated that the number of the constellations increases between P(n) and P(n)^2 for larger n, Submitted By: SuperUser Account
         7/17/2011 1:37:03 PM
SUBMISSION: Are bull, bear and stochastic three entropic distinct stock market states? Fitting day-to-day closing price data of NYSE stocks to a distribution formula was found the best way to distinguish between three hypothetical entropic market states: Bull, Bear and Stochastic. Several methods to find the significance of the differences between the three mean market state entropies, of 101 stock quote samples, were applied. The best ways were chi-square on the +/- signs distribution and to determine whether the predetermined confidence level intervals overlapped zero. The signs were not 50/50 distributed and the intervals never overlapped zero. So there is high likeliness for the existence of at least these three distinct entropic market states. In contrast to my own postulate that says that stochastic has a sideways (zero) trend, for the present stock market it was found that it’s more like yo-yoing share prices superimposed on a negative trend. Further research on historical post stock market crash periods discovered two additional kinds of stochastically