Pages that link to "Item:Q1596578"
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The following pages link to Oscillatory finite-time singularities in finance, population and rupture (Q1596578):
Displaying 24 items.
- Heavy-tailed distribution of cyber-risks (Q614593) (← links)
- A simple finite-difference stock market model involving intrinsic value (Q953626) (← links)
- Why are large cities faster? universal scaling and self-similarity in urban organization and dynamics (Q978629) (← links)
- The effects of time delay on the decline and propagation processes of population in the Malthus-Verhulst model with cross-correlated noises (Q978937) (← links)
- Finite-time singularity signature of hyperinflation (Q1394679) (← 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)
- Discrete scale invariance and its logarithmic extension (Q1864770) (← links)
- Critical market crashes (Q1867905) (← links)
- Cross-correlated bounded noises induced the population extinction and enhancement of stability in a population growth model (Q2159665) (← links)
- Co-existence of trend and value in financial markets: estimating an extended Chiarella model (Q2177989) (← links)
- Financial markets and the phase transition between water and steam (Q2669347) (← links)
- STOCK MECHANICS: A GENERAL THEORY AND METHOD OF ENERGY CONSERVATION WITH APPLICATIONS ON DJIA (Q3427095) (← links)
- Modelling a hydrodynamic instability in freely settling colloidal gels (Q4559181) (← links)
- Imitation and contrarian behaviour: hyperbolic bubbles, crashes and chaos (Q4646789) (← links)
- An adaptive dynamical model of default contagion (Q5092640) (← links)
- A simple mechanism for financial bubbles: time-varying momentum horizon (Q5234324) (← links)
- Inferring fundamental value and crash nonlinearity from bubble calibration (Q5245465) (← links)
- NONPARAMETRIC ANALYSES OF LOG-PERIODIC PRECURSORS TO FINANCIAL CRASHES (Q5699954) (← links)
- THEORY OF SELF-SIMILAR OSCILLATORY FINITE-TIME SINGULARITIES (Q5716111) (← links)
- Multiplicative Langevin equation to reproduce long-time properties of nonequilibrium Brownian motion (Q5856037) (← links)
- Finite-time singularity in the dynamics of the world population, economic and financial indices (Q5935293) (← links)
- Dissecting the 2015 Chinese stock market crash (Q6543888) (← links)
- Detection of financial bubbles using a log-periodic power law singularity (LPPLS) model (Q6604373) (← links)
