Related papers: The Financial Bubble Experiment: Advanced Diagnost…

We show that the leading bubble test suffers severe size distortion when fundamentals incorporate general-purpose technology adoption. Embedding a hump-shaped technology shock in the Campbell-Shiller present-value model, we prove that the…

We characterize the kinematics of bubbles in a sheared two-dimensional foam using statistical measures. We consider the distributions of both bubble velocities and displacements. The results are discussed in the context of the expected…

A stochastic analysis of financial data is presented. In particular we investigate how the statistics of log returns change with different time delays $\tau$. The scale dependent behaviour of financial data can be divided into two regions.…

Two years on from the initial release of AlphaFold2 we have seen its widespread adoption as a structure prediction tool. Here we discuss some of the latest work based on AlphaFold2, with a particular focus on its use within the structural…

Analogies between the price dynamics in the foreign exchange market and 3-dimensional fully developed turbulence were recently presented in Nature vol. 381, 767-769 (1996). Independently, we have carried out a study comparing the parallel…

We establish new results for estimation and inference in financial durations models, where events are observed over a given time span, such as a trading day, or a week. For the classical autoregressive conditional duration (ACD) models by…

Financial time series exhibit multiscale behavior, with interaction between multiple processes operating on different timescales. This paper introduces a method for separating these processes using variance and tail stationarity criteria,…

This paper expands upon the finite state machine approach for the formal analysis of digital evidence. The proposed method may be used to support the feasibility of a given statement by testing it against a relevant system model. To achieve…

We study statistical relationships between bubble walls in cosmological first-order phase transitions. We consider the conditional and joint probabilities for different points on the walls to remain uncollided at given times. We use these…

In recent years, the tendency of the number of financial institutions including cryptocurrencies in their portfolios has accelerated. Cryptocurrencies are the first pure digital assets to be included by asset managers. Although they have…

This paper develops a new toolbox for multiple structural break detection in panel data models with interactive effects. The toolbox includes tests for the presence of structural breaks, a break date estimator, and a break date confidence…

We present an analysis of oil prices in US$ and in other major currencies that diagnoses unsustainable faster-than-exponential behavior. This supports the hypothesis that the recent oil price run-up has been amplified by speculative…

The IceCube Neutrino Observatory publishes "alert events", i.e. detections of high-energy neutrinos with a moderate-to-high probability of being of astrophysical origin. While some events are produced in the atmosphere, a fraction of alert…

We apply the formalism of the continuous time random walk to the study of financial data. The entire distribution of prices can be obtained once two auxiliary densities are known. These are the probability densities for the pausing time…

Keeping a basic tenet of economic theory, rational expectations, we model the nonlinear positive feedback between agents in the stock market as an interplay between nonlinearity and multiplicative noise. The derived hyperbolic stochastic…

We have constructed and characterised an instrument to study gravitationally bouncing droplets of fluid, subjected to periodic driving force. Our system incorporates a droplet printer that enables an on-demand computer controlled deposition…

The spherical dynamics of a bubble in a compressible liquid has been studied extensively since the early work of Gilmore. Numerical codes to study the behavior, including when large non-spherical deformations are involved, have since been…

The Bohmian quantum approach is implemented to analyze the financial markets. In this approach, there is a wave function that leads to a quantum potential. This potential can explain the relevance and entanglements of the agent's behaviors…

We propose that imitation between traders and their herding behaviour not only lead to speculative bubbles with accelerating over-valuations of financial markets possibly followed by crashes, but also to ``anti-bubbles'' with decelerating…

We use experiments to study the evolution of bubble clusters in a swarm of freely rising, deformable bubbles. A new machine learning-aided algorithm allows us to identify and track bubbles in clusters and measure the cluster lifetimes. The…