| Publication | Date of Publication | Type |
|---|
Self-organization in complex systems as decision making
Advances in Complex Systems | 2024-06-14 | Paper |
THE FAIR REWARD PROBLEM: THE ILLUSION OF SUCCESS AND HOW TO SOLVE IT
Advances in Complex Systems | 2024-03-27 | Paper |
Hierarchy of temporal responses of multivariate self-excited epidemic processes
The European Physical Journal B. Condensed Matter and Complex Systems | 2023-07-26 | Paper |
Portfolio selection with exploration of new investment assets
European Journal of Operational Research | 2023-07-11 | Paper |
Comparing nested data sets and objectively determining financial bubbles' inceptions
Physica A | 2022-07-26 | Paper |
An adaptive dynamical model of default contagion
Quantitative Finance | 2022-07-22 | Paper |
Information processing by networks of quantum decision makers
Physica A | 2022-06-23 | Paper |
Role of collective information in networks of quantum operating agents
Physica A | 2022-05-20 | Paper |
Prediction and prevention of disproportionally dominant agents in complex networks
Proceedings of the National Academy of Sciences | 2022-05-05 | Paper |
Classification of flash crashes using the Hawkes \(p,q\) framework
Quantitative Finance | 2022-04-05 | Paper |
Evolutionary patterns of onshore and offshore renminbi exchange rates with convexity-concavity indicators
Quantitative Finance | 2022-04-05 | Paper |
Scale-, time- and asset-dependence of Hawkes process estimates on high frequency price changes
Quantitative Finance | 2021-12-01 | Paper |
Inefficient bubbles and efficient drawdowns in financial markets
International Journal of Theoretical and Applied Finance | 2021-03-16 | Paper |
A nonuniformly integrable martingale bubble with a crash
SIAM Journal on Financial Mathematics | 2019-11-22 | Paper |
On the predictability of stock market bubbles: evidence from LPPLS confidence multi-scale indicators
Quantitative Finance | 2019-09-26 | Paper |
The endo-exo problem in high frequency financial price fluctuations and rejecting criticality
Quantitative Finance | 2019-09-26 | Paper |
Apparent criticality and calibration issues in the Hawkes self-excited point process model: application to high-frequency financial data
Quantitative Finance | 2019-02-06 | Paper |
Decision trees unearth return sign predictability in the S\&P 500
Quantitative Finance | 2019-02-06 | Paper |
Value-at-risk-efficient portfolios for a class of super- and sub-exponentially decaying assets return distributions
Quantitative Finance | 2019-01-15 | Paper |
Testing the Gaussian copula hypothesis for financial assets dependences
Quantitative Finance | 2019-01-14 | Paper |
Economies of scale in innovations with block-busters
Quantitative Finance | 2019-01-14 | Paper |
Imitation and contrarian behaviour: hyperbolic bubbles, crashes and chaos
Quantitative Finance | 2019-01-14 | Paper |
Multi-dimensional rational bubbles and fat tails
Quantitative Finance | 2019-01-14 | Paper |
Multifractal returns and hierarchical portfolio theory
Quantitative Finance | 2019-01-14 | Paper |
Significance of log-periodic precursors to financial crashes
Quantitative Finance | 2019-01-14 | Paper |
The US 2000--2002 market descent: how much longer and deeper?
Quantitative Finance | 2019-01-14 | Paper |
Symmetric thermal optimal path and time-dependent lead-lag relationship: novel statistical tests and application to UK and US real-estate and monetary policies
Quantitative Finance | 2018-11-19 | Paper |
Modified profile likelihood inference and interval forecast of the burst of financial bubbles
Quantitative Finance | 2018-11-19 | Paper |
Zipf's law and maximum sustainable growth
Journal of Economic Dynamics and Control | 2018-11-01 | Paper |
A stable and robust calibration scheme of the log-periodic power law model
Physica A | 2018-09-11 | Paper |
The Hawkes process with renewal immigration \& its estimation with an EM algorithm
Computational Statistics and Data Analysis | 2018-08-15 | Paper |
Super-exponential growth expectations and the global financial crisis
Journal of Economic Dynamics and Control | 2018-08-13 | Paper |
| The ARMA Point Process and its Estimation | 2018-06-26 | Paper |
A Generalized 2D-Dynamical Mean-Field Ising Model with a Rich Set of Bifurcations (Inspired and Applied to Financial Crises)
International Journal of Bifurcation and Chaos in Applied Sciences and Engineering | 2018-05-25 | Paper |
Dynamic transition in symbiotic evolution induced by growth rate variation
International Journal of Bifurcation and Chaos in Applied Sciences and Engineering | 2017-05-11 | Paper |
Quantum probability and quantum decision-making
Philosophical Transactions of the Royal Society A: Mathematical, Physical and Engineering Sciences | 2017-01-13 | Paper |
Macroeconomic dynamics of assets, leverage and trust
International Journal of Bifurcation and Chaos in Applied Sciences and Engineering | 2016-09-29 | Paper |
A general strategy for physics-based model validation illustrated with earthquake phenomenology, atmospheric radiative transfer, and computational fluid dynamics
Lecture Notes in Computational Science and Engineering | 2015-10-29 | Paper |
Inferring fundamental value and crash nonlinearity from bubble calibration
Quantitative Finance | 2015-04-08 | Paper |
New Approach to Modeling Symbiosis in Biological and Social Systems
International Journal of Bifurcation and Chaos in Applied Sciences and Engineering | 2014-12-03 | Paper |
Bridge homogeneous volatility estimators
Quantitative Finance | 2014-09-05 | Paper |
Population dynamics with nonlinear delayed carrying capacity
International Journal of Bifurcation and Chaos in Applied Sciences and Engineering | 2014-05-21 | Paper |
Cycles, determinism and persistence in agent-based games and financial time-series. I
Quantitative Finance | 2014-01-24 | Paper |
Cycles, determinism and persistence in agent-based games and financial time-series. II
Quantitative Finance | 2014-01-24 | Paper |
Challenges to the assessment of time-to-proof of mathematical conjectures
The Mathematical Intelligencer | 2014-01-23 | Paper |
Challenges to the assessment of time-to-proof of mathematical conjectures
The Mathematical Intelligencer | 2014-01-23 | Paper |
Modeling symbiosis by interactions through species carrying capacities
Physica D | 2012-09-11 | Paper |
Economic networks: the new challenges
Science | 2011-11-30 | Paper |
Quantum decision theory as quantum theory of measurement
Physics Letters. A | 2011-11-30 | Paper |
Decision theory with prospect interference and entanglement
Theory and Decision | 2011-04-05 | Paper |
Decision theory with prospect interference and entanglement
Theory and Decision | 2011-04-05 | Paper |
Generation-by-generation dissection of the response function in long memory epidemic processes
The European Physical Journal B. Condensed Matter and Complex Systems | 2011-01-04 | Paper |
Generation-by-generation dissection of the response function in long memory epidemic processes
The European Physical Journal B. Condensed Matter and Complex Systems | 2011-01-04 | Paper |
Heavy-tailed distribution of cyber-risks
The European Physical Journal B. Condensed Matter and Complex Systems | 2011-01-04 | Paper |
Heavy-tailed distribution of cyber-risks
The European Physical Journal B. Condensed Matter and Complex Systems | 2011-01-04 | Paper |
Mathematical structure of quantum decision theory
Advances in Complex Systems | 2010-12-15 | Paper |
Self-organizing Ising model of financial markets
The European Physical Journal B. Condensed Matter and Complex Systems | 2010-06-25 | Paper |
Self-organizing Ising model of financial markets
The European Physical Journal B. Condensed Matter and Complex Systems | 2010-06-25 | Paper |
Erratum: ``Illusion of control in time-horizon minority and Parrondo games
The European Physical Journal B. Condensed Matter and Complex Systems | 2010-06-25 | Paper |
Illusion of control in time-horizon minority and Parrondo games
The European Physical Journal B. Condensed Matter and Complex Systems | 2010-06-25 | Paper |
Physics of risk and uncertainty in quantum decision making
The European Physical Journal B. Condensed Matter and Complex Systems | 2010-06-23 | Paper |
Physics of risk and uncertainty in quantum decision making
The European Physical Journal B. Condensed Matter and Complex Systems | 2010-06-23 | Paper |
| Entanglement production in quantum decision making | 2010-03-19 | Paper |
Processing information in quantum decision theory
Entropy | 2010-01-29 | Paper |
Theory of Zipf's law and beyond
Lecture Notes in Economics and Mathematical Systems | 2009-11-30 | Paper |
Punctuated evolution due to delayed carrying capacity
Physica D | 2009-09-28 | Paper |
BUBBLES AND ANTI-BUBBLES IN LATIN-AMERICAN, ASIAN AND WESTERN STOCK MARKETS: AN EMPIRICAL STUDY
International Journal of Theoretical and Applied Finance | 2008-09-03 | Paper |
CRASHES AS CRITICAL POINTS
International Journal of Theoretical and Applied Finance | 2008-09-03 | Paper |
Properties of a simple bilinear stochastic model: Estimation and predictability
Physica D | 2008-04-16 | Paper |
The modified weibull distribution for asset returns: reply
Quantitative Finance | 2007-05-09 | Paper |
Intelligent finance—an emerging direction
Quantitative Finance | 2007-05-09 | Paper |
Critical phenomena in natural sciences. Chaos, fractals, selforganization and disorder: Concepts and tools.
Springer Series in Synergetics | 2006-08-03 | Paper |
Inverse statistics and multifractality of exit distances in 3D fully developed turbulence
Physica D | 2006-06-09 | Paper |
| Extreme Financial Risks | 2006-04-06 | Paper |
Empirical distributions of stock returns: between the stretched exponential and the power law?
Quantitative Finance | 2006-03-08 | Paper |
Non-parametric determination of real-time lag structure between two time series: the ‘optimal thermal causal path’ method
Quantitative Finance | 2006-03-08 | Paper |
A NONLINEAR SUPER-EXPONENTIAL RATIONAL MODEL OF SPECULATIVE FINANCIAL BUBBLES
International Journal of Modern Physics C | 2006-01-31 | Paper |
THEORY OF SELF-SIMILAR OSCILLATORY FINITE-TIME SINGULARITIES
International Journal of Modern Physics C | 2006-01-09 | Paper |
NONPARAMETRIC ANALYSES OF LOG-PERIODIC PRECURSORS TO FINANCIAL CRASHES
International Journal of Modern Physics C | 2005-10-27 | Paper |
RESPONSE FUNCTIONS TO CRITICAL SHOCKS IN SOCIAL SCIENCES: AN EMPIRICAL AND NUMERICAL STUDY
International Journal of Modern Physics C | 2005-04-15 | Paper |
Critical phenomena in natural sciences. Chaos, fractals, selforganization and disorder: concepts and tools.
Springer Series in Synergetics | 2004-03-21 | Paper |
Renormalization group analysis of the 2000-2002 anti-bubble in the US S\& P500 index: explanation of the hierarchy of five crashes and prediction
Physica A | 2003-11-23 | Paper |
Evidence of a worldwide stock market log-periodic anti-bubble since mid-2000
Physica A | 2003-11-23 | Paper |
2000-2003 real estate bubble in the UK but not in the USA
Physica A | 2003-10-05 | Paper |
| scientific article; zbMATH DE number 1987559 (Why is no real title available?) | 2003-09-30 | Paper |
Summation of power series by self-similar factor approximants
Physica A | 2003-09-28 | Paper |
Finite-time singularity signature of hyperinflation
Physica A | 2003-06-23 | Paper |
Critical market crashes
Physics Reports | 2003-04-02 | Paper |
Endogenous versus exogenous shocks in systems with memory
Physica A | 2003-02-26 | Paper |
``Slimming of power-law tails by increasing market returns
Physica A | 2002-06-04 | Paper |
Evidence of intermittent cascades from discrete hierarchical dissipation in turbulence
Physica D | 2002-05-12 | Paper |
The Kalman-Lévy filter
Physica D | 2002-05-07 | Paper |
Oscillatory finite-time singularities in finance, population and rupture
Physica A | 2002-05-02 | Paper |
From rational bubbles to crashes
Physica A | 2001-10-23 | Paper |
Data-adaptive wavelets and multi-scale singular-spectrum analysis
Physica D | 2001-10-04 | Paper |
PORTFOLIO THEORY FOR "FAT TAILS"
International Journal of Theoretical and Applied Finance | 2001-07-05 | Paper |
Finite-time singularity in the dynamics of the world population, economic and financial indices
Physica A | 2001-06-21 | Paper |
| scientific article; zbMATH DE number 1552565 (Why is no real title available?) | 2001-01-15 | Paper |
Fokker-Planck equation of distributions of financial returns and power laws
Physica A | 2001-01-09 | Paper |
Critical phenomena in natural sciences. Chaos, fractals, selforganization and disorder: concepts and tools
Springer Series in Synergetics | 2000-12-10 | Paper |
Punctuated vortex coalescence and discrete scale invariance in two-dimensional turbulence
Physica D | 2000-10-08 | Paper |
The wave motion for the time-dependent Schrödinger, classical wave and Klein-Gordon equations
Physics Letters. A | 2000-09-03 | Paper |
| scientific article; zbMATH DE number 1222791 (Why is no real title available?) | 1998-11-11 | Paper |
MATHEMATICAL MODEL OF HUMAN GESTATION AND PARTURITION: IMPLICATIONS FOR EARLY DIAGNOSIS OF PREMATURITY AND POSTMATURITY
International Journal of Bifurcation and Chaos in Applied Sciences and Engineering | 1997-07-03 | Paper |
| scientific article; zbMATH DE number 1552549 (Why is no real title available?) | 1997-01-01 | Paper |
The Black-Scholes option pricing problem in mathematical finance: generalization and extensions for a large class of stochastic processes
Journal de Physique I | 1994-07-21 | Paper |
| scientific article; zbMATH DE number 3475 (Why is no real title available?) | 1992-06-25 | Paper |
Coarse-grained properties of the chaotic trajectories in the stadium
Physica D | 1990-01-01 | Paper |
| scientific article; zbMATH DE number 4089195 (Why is no real title available?) | 1989-01-01 | Paper |
| scientific article; zbMATH DE number 3963451 (Why is no real title available?) | 1986-01-01 | Paper |
| scientific article; zbMATH DE number 3968191 (Why is no real title available?) | 1984-01-01 | Paper |
