The following pages link to (Q4429832):
Displaying 50 items.
- Inferring contagion patterns in social contact networks with limited infection data (Q264272) (← links)
- The size distribution of innovations revisited: an application of extreme value statistics to citation and value measures of patent significance (Q280256) (← links)
- Prosperity is associated with instability in dynamical networks (Q289450) (← links)
- On distribution-free goodness-of-fit testing of exponentiality (Q291097) (← links)
- The bounds of heavy-tailed return distributions in evolving complex networks (Q469745) (← links)
- Power law and entropy analysis of catastrophic phenomena (Q473831) (← links)
- Exploring the dynamics of financial markets: from stock prices to strategy returns (Q508286) (← links)
- Dynamic bifurcations on financial markets (Q508296) (← links)
- A method for identification of critical states of open stochastic dynamical systems based on the analysis of acceleration (Q523242) (← links)
- Econophysics for philosophers (Q643097) (← links)
- A model for the dynamic behavior of financial assets affected by news: the case of Tohoku-Kanto earthquake (Q691938) (← links)
- Punctuated evolution due to delayed carrying capacity (Q842989) (← links)
- Stock market crashes as social phase transitions (Q844572) (← links)
- Target zone interventions and coordination of expectations (Q850929) (← links)
- The effectiveness of Keynes-Tobin transaction taxes when heterogeneous agents can trade in different markets: a behavioral finance approach (Q956504) (← links)
- Drawdowns and rallies in a finite time-horizon. Drawdowns and rallies (Q973024) (← links)
- The role of a matchmaker in buyer-vendor interactions (Q977781) (← links)
- The log-periodic-AR(1)-GARCH(1,1) model for financial crashes (Q978701) (← links)
- Self-organizing Ising model of financial markets (Q978853) (← links)
- The newsvendor problem under multiplicative background risk (Q1044126) (← links)
- Finite-time singularity signature of hyperinflation (Q1394679) (← links)
- 2000-2003 real estate bubble in the UK but not in the USA (Q1409104) (← links)
- Evidence of a worldwide stock market log-periodic anti-bubble since mid-2000 (Q1414492) (← links)
- Renormalization group analysis of the 2000-2002 anti-bubble in the US S\& P500 index: explanation of the hierarchy of five crashes and prediction (Q1414493) (← links)
- Stochastic model of financial markets reproducing scaling and memory in volatility return intervals (Q1619951) (← links)
- Extended nonlinear feedback model for describing episodes of high inflation (Q1620081) (← links)
- Super-exponential growth expectations and the global financial crisis (Q1657545) (← links)
- Dynamical analogy between economical crisis and earthquake dynamics within the nonextensive statistical mechanics framework (Q1673000) (← links)
- Liquidity crisis detection: an application of log-periodic power law structures to default prediction (Q1673114) (← links)
- A stable and robust calibration scheme of the log-periodic power law model (Q1673119) (← links)
- Early warning on stock market bubbles via methods of optimization, clustering and inverse problems (Q1703558) (← links)
- Trend and fractality assessment of Mexico's stock exchange (Q1733486) (← links)
- Pricing insurance drawdown-type contracts with underlying Lévy assets (Q1742698) (← links)
- Option pricing, stochastic volatility, singular dynamics and constrained path integrals (Q1782478) (← links)
- Modeling record-breaking stock prices (Q1782591) (← links)
- Stochastic volatility models at \(\rho = \pm 1\) as second class constrained Hamiltonian systems (Q1782819) (← links)
- Boolean network representation of contagion dynamics during a financial crisis (Q1783241) (← links)
- Simple stochastic order-book model of swarm behavior in continuous double auction (Q1783312) (← links)
- Critical market crashes (Q1867905) (← links)
- Drawdowns and the speed of market crash (Q1930625) (← links)
- Crises and collective socio-economic phenomena: simple models and challenges (Q1953112) (← links)
- Fair valuation of Lévy-type drawdown-drawup contracts with general insured and penalty functions (Q1987324) (← links)
- Speculative behavior and the dynamics of interacting stock markets (Q1994607) (← links)
- Stochastic modeling and fair valuation of drawdown insurance (Q2015656) (← links)
- Space-time duality for semi-fractional diffusions (Q2019741) (← links)
- An accelerated active-set algorithm for a quadratic semidefinite program with general constraints (Q2026764) (← links)
- Dynamics of the price behavior in stock markets: a statistical physics approach (Q2067455) (← links)
- Forecasting price of financial market crash via a new nonlinear potential GARCH model (Q2068471) (← links)
- Non-equilibrium skewness, market crises, and option pricing: non-linear Langevin model of markets with supersymmetry (Q2116581) (← links)
- Route to shrimps: dissipation driven formation of shrimp-shaped domains (Q2122404) (← links)
