Add to ORKGIn this paper we provide a unifying framework for a set of seemingly disparate models for bubbles, shocks and elementary technical trading strategies in financial markets. Markets operate by balancing intrinsic levels of risk and return. This seemingly simple observation is commonly over-looked by academics and practitioners alike. Our model shares its origins in statistical physics with others. However, under our approach, changes in market regime can be explicitly shown to represent a phase transition from random to deterministic behaviour in prices. This structure leads to an improved physical and econometric model. We develop models for bubbles, shocks and elementary technical analysis strategies. We apply our model to real-estate bu...
As the stock market came to the attention of increasing numbers of physicists, an idea that has rece...
In a series of papers based on analogies with statistical physics models, we have proposed that most...
We develop a rational expectations model of financial bubbles and study ways in which a generic risk...
In this paper we provide a unifying framework for a set of seemingly disparate models for bubbles, s...
In this paper we provide a unifying framework for a set of seemingly disparate models for ...
In this paper we develop models for multivariate financial bubbles and antibubbles based on statisti...
In this paper we provide a unifying framework for a set of seemingly disparate models for exogenous ...
In this paper, we draw upon the close relationship between statistical physics and mathematical fina...
We develop a rational expectations model of financial bubbles and study ways in which a generic risk...
We develop a rational expectations model of financial bubbles and study how the risk-return interpla...
YesIn this paper we draw upon the close relationship between statistical physics and mathematical fi...
As the stock market came to the attention of increasing numbers of physicists, an idea that has rec...
We develop a simple model of the exchange rate in which agents optimize their portfolio and use diff...
Episodes of market crashes have fascinated economists for centuries. Although many academics, practi...
Episodes of market crashes have fascinated economists for centuries. Although many academics, practi...
As the stock market came to the attention of increasing numbers of physicists, an idea that has rece...
In a series of papers based on analogies with statistical physics models, we have proposed that most...
We develop a rational expectations model of financial bubbles and study ways in which a generic risk...
In this paper we provide a unifying framework for a set of seemingly disparate models for bubbles, s...
In this paper we provide a unifying framework for a set of seemingly disparate models for ...
In this paper we develop models for multivariate financial bubbles and antibubbles based on statisti...
In this paper we provide a unifying framework for a set of seemingly disparate models for exogenous ...
In this paper, we draw upon the close relationship between statistical physics and mathematical fina...
We develop a rational expectations model of financial bubbles and study ways in which a generic risk...
We develop a rational expectations model of financial bubbles and study how the risk-return interpla...
YesIn this paper we draw upon the close relationship between statistical physics and mathematical fi...
As the stock market came to the attention of increasing numbers of physicists, an idea that has rec...
We develop a simple model of the exchange rate in which agents optimize their portfolio and use diff...
Episodes of market crashes have fascinated economists for centuries. Although many academics, practi...
Episodes of market crashes have fascinated economists for centuries. Although many academics, practi...
As the stock market came to the attention of increasing numbers of physicists, an idea that has rece...
In a series of papers based on analogies with statistical physics models, we have proposed that most...
We develop a rational expectations model of financial bubbles and study ways in which a generic risk...