Bubble diagnosis and prediction of the 2005–2007 and 2008–2009 Chinese stock market bubbles
…, R Woodard, K Bastiaensen, P Cauwels - Journal of economic …, 2010 - Elsevier
… ( t ) , we estimate the Lomb periodogram and plot the highest Lomb peak P N max as a
function of its abscissa ω Lomb in Fig. 6(b). The inset shows the simple histogram of ω Lomb . …
function of its abscissa ω Lomb in Fig. 6(b). The inset shows the simple histogram of ω Lomb . …
Financial bubbles: mechanisms and diagnostics
D Sornette, P Cauwels - arXiv preprint arXiv:1404.2140, 2014 - arxiv.org
We define a financial bubble as a period of unsustainable growth, when the price of an asset
increases ever more quickly, in a series of accelerating phases of corrections and rebounds…
increases ever more quickly, in a series of accelerating phases of corrections and rebounds…
Real-time prediction and post-mortem analysis of the Shanghai 2015 stock market bubble and crash
D Sornette, G Demos, Q Zhang, P Cauwels… - Swiss finance institute …, 2015 - papers.ssrn.com
The authors assess the performance of the real-time diagnostic, openly presented to the
public on the website of the Financial Crisis Observatory (FCO) at ETH Zurich, of the bubble …
public on the website of the Financial Crisis Observatory (FCO) at ETH Zurich, of the bubble …
Can we use volatility to diagnose financial bubbles? Lessons from 40 historical bubbles
D Sornette, P Cauwels, G Smilyanov - Quantitative Finance and …, 2018 - papers.ssrn.com
We inspect the price volatility before, during, and after financial asset bubbles in order to
uncover possible commonalities and check empirically whether volatility might be used as an …
uncover possible commonalities and check empirically whether volatility might be used as an …
[HTML][HTML] Dynamics and spatial distribution of global nighttime lights
P Cauwels, N Pestalozzi, D Sornette - EPJ Data Science, 2014 - Springer
Using open source data, we observe the fascinating dynamics of nighttime light. Following a
global economic regime shift, the planetary center of light can be seen moving eastwards at …
global economic regime shift, the planetary center of light can be seen moving eastwards at …
[HTML][HTML] 1980–2008: The illusion of the perpetual money machine and what it bodes for the future
D Sornette, P Cauwels - Risks, 2014 - mdpi.com
We argue that the present crisis and stalling economy that have been ongoing since 2007
are rooted in the delusionary belief in policies based on a “perpetual money machine” type of …
are rooted in the delusionary belief in policies based on a “perpetual money machine” type of …
Quis pendit ipsa pretia: Facebook valuation and diagnostic of a bubble based on nonlinear demographic dynamics
P Cauwels, D Sornette - Swiss Finance Institute Research Paper, 2011 - papers.ssrn.com
We present a novel methodology to determine the fundamental value of firms in the social
networking sector, motivated by recent realized IPOs and by reports that suggest sky-high …
networking sector, motivated by recent realized IPOs and by reports that suggest sky-high …
Density functional calculations of hyperfine coupling constants in alanine-derived radicals
…, P Cauwels, F Callens, P Geerlings… - The Journal of …, 1999 - ACS Publications
We present the results of density functional calculations of 1 H, 13 C, and 14 N hyperfine
coupling constants (hfcc's) in radicals derived from the simple amino acid l-alanine. The …
coupling constants (hfcc's) in radicals derived from the simple amino acid l-alanine. The …
A multiscale entropy-based tool for scoring severity of systemic inflammation
… The MSE f 0% score contribution was significantly lower for survivors in the WOI (p = 0.0262).
Because MSE scoring is tuned to detect shape differences, subtle differences in absolute S …
Because MSE scoring is tuned to detect shape differences, subtle differences in absolute S …
Managing risk in a creepy world
D Sornette, P Cauwels - Journal of Risk Management in …, 2015 - ingentaconnect.com
… where L is the crack length, K is the stress intensity factor, and C and p are material
parameters. In slow early deformation phases, the stress corrosion exponent p is typically in the …
parameters. In slow early deformation phases, the stress corrosion exponent p is typically in the …