We critically review recent claims that financial crashes can be predicted using the idea of log-periodic oscillations or by other methods inspired by the physics of critical phenomena. In particular, the October 1997 “correction” does not appear to be the accumulation point of a geometric series of local minima
This bachelor thesis concerns itself with multiple objectives. First, to compare two apparently cont...
We propose a picture of stock market crashes as critical points in a system with discrete scale inva...
Abstract. We present a method for visualizing the pattern which we believe to be a precursor signatu...
. -- We critically review recent claims that financial crashes can be predicted using the idea of lo...
Most previous models proposed for financial crashes have pondered the possible mechanisms to explain...
We respond to Sornette and Johansen\u27s criticisms of our findings regarding log-periodic precursor...
Latex document of 38 pages including 16 eps figures and 3 tablesWe clarify the status of log-periodi...
We respond to Sornette and Johansen\u27s criticisms of our findings regarding log-periodic precursor...
A large number of papers have been written by physicists documenting an alleged signature of imminen...
From the analysis of (closing value) stock market index like the Dow Jones Industrial average and th...
From the analysis of (closing value) stock market index like the Dow Jones Industrial average and th...
A large number of papers have been written by physicists documenting an alleged signature of imminen...
The occurrence of aftershocks following a major financial crash manifests the critical dynamical res...
This paper offers empirical evidence on the power of Sornette et al's [2001] model of bubbles and cr...
We present a synthesis of all the available empirical evidence in the light of recent theoretical de...
This bachelor thesis concerns itself with multiple objectives. First, to compare two apparently cont...
We propose a picture of stock market crashes as critical points in a system with discrete scale inva...
Abstract. We present a method for visualizing the pattern which we believe to be a precursor signatu...
. -- We critically review recent claims that financial crashes can be predicted using the idea of lo...
Most previous models proposed for financial crashes have pondered the possible mechanisms to explain...
We respond to Sornette and Johansen\u27s criticisms of our findings regarding log-periodic precursor...
Latex document of 38 pages including 16 eps figures and 3 tablesWe clarify the status of log-periodi...
We respond to Sornette and Johansen\u27s criticisms of our findings regarding log-periodic precursor...
A large number of papers have been written by physicists documenting an alleged signature of imminen...
From the analysis of (closing value) stock market index like the Dow Jones Industrial average and th...
From the analysis of (closing value) stock market index like the Dow Jones Industrial average and th...
A large number of papers have been written by physicists documenting an alleged signature of imminen...
The occurrence of aftershocks following a major financial crash manifests the critical dynamical res...
This paper offers empirical evidence on the power of Sornette et al's [2001] model of bubbles and cr...
We present a synthesis of all the available empirical evidence in the light of recent theoretical de...
This bachelor thesis concerns itself with multiple objectives. First, to compare two apparently cont...
We propose a picture of stock market crashes as critical points in a system with discrete scale inva...
Abstract. We present a method for visualizing the pattern which we believe to be a precursor signatu...
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