The following pages link to (Q4429832):
Displaying 50 items.
- Topological recognition of critical transitions in time series of cryptocurrencies (Q2140735) (← links)
- Manifesto for a post-pandemic modeling (Q2141890) (← links)
- Stability of financial market driven by information delay and liquidity in delay agent-based model (Q2145000) (← links)
- Crash forecasting in the Korean stock market based on the log-periodic structure and pattern recognition (Q2148181) (← links)
- Comparing nested data sets and objectively determining financial bubbles' inceptions (Q2159130) (← links)
- Building multi-scale portfolios and efficient market frontiers using fractal regressions (Q2163896) (← links)
- ``Quantum equilibrium-disequilibrium'': asset price dynamics, symmetry breaking, and defaults as dissipative instantons (Q2164525) (← links)
- On almost sure limit theorems for heavy-tailed products of long-range dependent linear processes (Q2169070) (← links)
- Using reservoir computer to predict and prevent extreme events (Q2213220) (← links)
- Efficient option pricing in crisis based on dynamic elasticity of variance model (Q2314728) (← links)
- Finding outbreak trees in networks with limited information (Q2357924) (← links)
- Numerical treatment of stochastic models used in statistical systems and financial markets (Q2389518) (← links)
- New JLS-factor model versus the standard JLS model: a case study on Chinese stock bubbles (Q2398573) (← links)
- Simulation of the drawdown and its duration in Lévy models via stick-breaking Gaussian approximation (Q2675813) (← links)
- Modeling the dynamics of complex interaction systems: from morphogenesis to control (Q2843509) (← links)
- Level crossing analysis of the stock markets (Q2904235) (← links)
- Mixture Gaussian Time Series Modeling of Long-Term Market Returns (Q3010446) (← links)
- Understanding Policy Diffusion in the U.S.: An Information-Theoretical Approach to Unveil Connectivity Structures in Slowly Evolving Complex Systems (Q3188149) (← links)
- MAXIMUM DRAWDOWN INSURANCE (Q3225024) (← links)
- Hierarchical structure of stock price fluctuations in financial markets (Q3301322) (← links)
- UNCERTAINTY IN THE FLUCTUATIONS OF THE PRICE OF STOCKS (Q3500224) (← links)
- STRUCTURALLY DYNAMIC SPIN MARKET NETWORKS (Q3500253) (← links)
- FRACTIONAL MARKET MODEL AND ITS VERIFICATION ON THE WARSAW STOCK EXCHANGE (Q3521520) (← links)
- ECONOPHYSICS AND ECONOMIC COMPLEXITY (Q3603959) (← links)
- Grand Canonical Minority Games with Variable Strategy Spaces (Q3617038) (← links)
- Short term prediction of extreme returns based on the recurrence interval analysis (Q4554428) (← links)
- Complexity Analysis and Systemic Risk in Finance: Some Methodological Issues (Q4562472) (← links)
- Decision trees unearth return sign predictability in the S&P 500 (Q4619522) (← links)
- A Generalized 2D-Dynamical Mean-Field Ising Model with a Rich Set of Bifurcations (Inspired and Applied to Financial Crises) (Q4643605) (← links)
- LONG MEMORY IN STOCK TRADING (Q4662050) (← links)
- RESPONSE FUNCTIONS TO CRITICAL SHOCKS IN SOCIAL SCIENCES: AN EMPIRICAL AND NUMERICAL STUDY (Q4669683) (← links)
- Land and stock bubbles, crashes and exit strategies in Japan circa 1990 and in 2013 (Q4683078) (← links)
- Scale-, time- and asset-dependence of Hawkes process estimates on high frequency price changes (Q5014205) (← links)
- Classification of flash crashes using the Hawkes<i>(p,q)</i>framework (Q5068081) (← links)
- Evolutionary patterns of onshore and offshore Renminbi exchange rates with convexity–concavity indicators (Q5068096) (← links)
- Beta rank function: A smooth double-Pareto-like distribution (Q5079925) (← links)
- An options-pricing approach to election prediction (Q5139254) (← links)
- Rise of nations: Why do empires expand and fall? (Q5139744) (← links)
- Response theory and phase transitions for the thermodynamic limit of interacting identical systems (Q5161240) (← links)
- On the efficacy of stop-loss rules in the presence of overnight gaps (Q5212063) (← links)
- INFERENCE ON A SEMIPARAMETRIC MODEL WITH GLOBAL POWER LAW AND LOCAL NONPARAMETRIC TRENDS (Q5221309) (← links)
- A simple mechanism for financial bubbles: time-varying momentum horizon (Q5234324) (← links)
- On the predictability of stock market bubbles: evidence from LPPLS confidence multi-scale indicators (Q5234341) (← links)
- TECHNICAL ANALYSIS BASED ON PRICE-VOLUME SIGNALS AND THE POWER OF TRADING BREAKS (Q5291324) (← links)
- LOGISTIC MODEL FOR STOCK MARKET BUBBLES AND ANTI-BUBBLES (Q5367500) (← links)
- COULD SHORT SELLING MAKE FINANCIAL MARKETS TUMBLE? (Q5462705) (← links)
- BUBBLES AND CRASHES: OPTIMISM, TREND EXTRAPOLATION AND PANIC (Q5696879) (← links)
- NONPARAMETRIC ANALYSES OF LOG-PERIODIC PRECURSORS TO FINANCIAL CRASHES (Q5699954) (← links)
- Why did World Trade Center collapse? -- Simple analysis (Q5957067) (← links)
- Option pricing with illiquidity during a high volatile period (Q6139713) (← links)
