scientific article; zbMATH DE number 1987559
From MaRDI portal
Publication:4429832
Recommendations
- Stock market crashes and dynamics of aftershocks
- Stock market crashes. Predictable and unpredictable and what to do about them
- Equilibrium theory of stock market crashes
- Market crashes, speculation and learning in financial markets
- Critical market crashes
- Rational panics and stock market crashes.
- Market Crashes and Informational Avalanches
Cited in
(only showing first 100 items - show all)- The newsvendor problem under multiplicative background risk
- Finite-time singularity signature of hyperinflation
- 2000-2003 real estate bubble in the UK but not in the USA
- Evidence of a worldwide stock market log-periodic anti-bubble since mid-2000
- Renormalization group analysis of the 2000-2002 anti-bubble in the US S\& P500 index: explanation of the hierarchy of five crashes and prediction
- Stochastic model of financial markets reproducing scaling and memory in volatility return intervals
- Extended nonlinear feedback model for describing episodes of high inflation
- Super-exponential growth expectations and the global financial crisis
- Dynamical analogy between economical crisis and earthquake dynamics within the nonextensive statistical mechanics framework
- Liquidity crisis detection: an application of log-periodic power law structures to default prediction
- A stable and robust calibration scheme of the log-periodic power law model
- Early warning on stock market bubbles via methods of optimization, clustering and inverse problems
- Trend and fractality assessment of Mexico's stock exchange
- Pricing insurance drawdown-type contracts with underlying Lévy assets
- Option pricing, stochastic volatility, singular dynamics and constrained path integrals
- Modeling record-breaking stock prices
- Stochastic volatility models at = 1 as second class constrained Hamiltonian systems
- Boolean network representation of contagion dynamics during a financial crisis
- Simple stochastic order-book model of swarm behavior in continuous double auction
- Critical market crashes
- Drawdowns and the speed of market crash
- Crises and collective socio-economic phenomena: simple models and challenges
- Fair valuation of Lévy-type drawdown-drawup contracts with general insured and penalty functions
- Speculative behavior and the dynamics of interacting stock markets
- Stochastic modeling and fair valuation of drawdown insurance
- Space-time duality for semi-fractional diffusions
- An accelerated active-set algorithm for a quadratic semidefinite program with general constraints
- Dynamics of the price behavior in stock markets: a statistical physics approach
- Forecasting price of financial market crash via a new nonlinear potential GARCH model
- Non-equilibrium skewness, market crises, and option pricing: non-linear Langevin model of markets with supersymmetry
- Route to shrimps: dissipation driven formation of shrimp-shaped domains
- Topological recognition of critical transitions in time series of cryptocurrencies
- Manifesto for a post-pandemic modeling
- Stability of financial market driven by information delay and liquidity in delay agent-based model
- Crash forecasting in the Korean stock market based on the log-periodic structure and pattern recognition
- Comparing nested data sets and objectively determining financial bubbles' inceptions
- Building multi-scale portfolios and efficient market frontiers using fractal regressions
- ``Quantum equilibrium-disequilibrium: asset price dynamics, symmetry breaking, and defaults as dissipative instantons
- On almost sure limit theorems for heavy-tailed products of long-range dependent linear processes
- Using reservoir computer to predict and prevent extreme events
- Efficient option pricing in crisis based on dynamic elasticity of variance model
- Finding outbreak trees in networks with limited information
- Numerical treatment of stochastic models used in statistical systems and financial markets
- New JLS-factor model versus the standard JLS model: a case study on Chinese stock bubbles
- Inferring contagion patterns in social contact networks with limited infection data
- Simulation of the drawdown and its duration in Lévy models via stick-breaking Gaussian approximation
- The size distribution of innovations revisited: an application of extreme value statistics to citation and value measures of patent significance
- Modeling the dynamics of complex interaction systems: from morphogenesis to control
- Prosperity is associated with instability in dynamical networks
- Level crossing analysis of the stock markets
- On distribution-free goodness-of-fit testing of exponentiality
- Mixture Gaussian time series modeling of long-term market returns
- Understanding Policy Diffusion in the U.S.: An Information-Theoretical Approach to Unveil Connectivity Structures in Slowly Evolving Complex Systems
- Maximum drawdown insurance
- Hierarchical structure of stock price fluctuations in financial markets
- Hidden Collective Factors in Speculative Trading
- UNCERTAINTY IN THE FLUCTUATIONS OF THE PRICE OF STOCKS
- STRUCTURALLY DYNAMIC SPIN MARKET NETWORKS
- FRACTIONAL MARKET MODEL AND ITS VERIFICATION ON THE WARSAW STOCK EXCHANGE
- Financial market bubbles and crashes
- ECONOPHYSICS AND ECONOMIC COMPLEXITY
- Grand Canonical Minority Games with Variable Strategy Spaces
- Short term prediction of extreme returns based on the recurrence interval analysis
- Complexity Analysis and Systemic Risk in Finance: Some Methodological Issues
- Decision trees unearth return sign predictability in the S\&P 500
- A Generalized 2D-Dynamical Mean-Field Ising Model with a Rich Set of Bifurcations (Inspired and Applied to Financial Crises)
- LONG MEMORY IN STOCK TRADING
- RESPONSE FUNCTIONS TO CRITICAL SHOCKS IN SOCIAL SCIENCES: AN EMPIRICAL AND NUMERICAL STUDY
- Land and stock bubbles, crashes and exit strategies in Japan circa 1990 and in 2013
- The bounds of heavy-tailed return distributions in evolving complex networks
- Power law and entropy analysis of catastrophic phenomena
- Scale-, time- and asset-dependence of Hawkes process estimates on high frequency price changes
- Classification of flash crashes using the Hawkes \(p,q\) framework
- Evolutionary patterns of onshore and offshore renminbi exchange rates with convexity-concavity indicators
- Beta rank function: A smooth double-Pareto-like distribution
- Exploring the dynamics of financial markets: from stock prices to strategy returns
- Dynamic bifurcations on financial markets
- An options-pricing approach to election prediction
- Rise of nations: Why do empires expand and fall?
- Response theory and phase transitions for the thermodynamic limit of interacting identical systems
- On the efficacy of stop-loss rules in the presence of overnight gaps
- Inference on a semiparametric model with global power law and local nonparametric trends
- A method for identification of critical states of open stochastic dynamical systems based on the analysis of acceleration
- A simple mechanism for financial bubbles: time-varying momentum horizon
- On the predictability of stock market bubbles: evidence from LPPLS confidence multi-scale indicators
- TECHNICAL ANALYSIS BASED ON PRICE-VOLUME SIGNALS AND THE POWER OF TRADING BREAKS
- Logistic model for stock market bubbles and anti-bubbles
- COULD SHORT SELLING MAKE FINANCIAL MARKETS TUMBLE?
- BUBBLES AND CRASHES: OPTIMISM, TREND EXTRAPOLATION AND PANIC
- NONPARAMETRIC ANALYSES OF LOG-PERIODIC PRECURSORS TO FINANCIAL CRASHES
- Why did World Trade Center collapse? -- Simple analysis
- Option pricing with illiquidity during a high volatile period
- Bubbles, shocks and elementary technical trading strategies
- Bayesian log-periodic model for financial crashes
- Multivariate bubbles and antibubbles
- Some models are useful, but how do we know which ones? Towards a unified Bayesian model taxonomy
- A Monte Carlo algorithm for the extrema of tempered stable processes
- THE FAIR REWARD PROBLEM: THE ILLUSION OF SUCCESS AND HOW TO SOLVE IT
- Econophysics for philosophers
- Multiple outlier detection in samples with exponential & Pareto tails
This page was built for publication:
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4429832)
