Related papers: Dissecting the dot-com bubble in the 1990s NASDAQ
We study the concept of financial bubble in a market model endowed with a set of probability measures, typically mutually singular to each other. In this setting we introduce the notions of robust bubble and robust fundamental value in a…
On 2 November 2009, the Financial Bubble Experiment was launched within the Financial Crisis Observatory (FCO) at ETH Zurich (\url{http://www.er.ethz.ch/fco/}). In that initial report, we diagnosed and announced three bubbles on three…
Human attention becomes an increasingly important resource for our understanding or collective human behaviors in the age of information explosion. To better understand the flow of collective attention, we construct the attention flow…
In this work, the topologies of networks constructed from time series from an underlying system undergo a period doubling cascade have been explored by means of the prevalence of different motifs using an efficient computational motif…
We review the state of the art of clustering financial time series and the study of their correlations alongside other interaction networks. The aim of this review is to gather in one place the relevant material from different fields, e.g.…
The dynamical properties of double-stranded DNA are studied in the framework of the Peyrard-Bishop-Dauxois model using Langevin dynamics. Our simulations are analyzed in terms of two probability functions describing coherently localized…
This is the third installment of the Financial Bubble Experiment. Here we provide the digital fingerprint of an electronic document in which we identify 27 bubbles in 27 different global assets; for 25 of these assets, we present windows of…
Superbubbles are acyclic induced subgraphs of a digraph with single entrance and exit that naturally arise in the context of genome assembly and the analysis of genome alignments in computational biology. These structures can be computed in…
We present a heuristic argument for the propensity of Topological Data Analysis (TDA) to detect early warning signals of critical transitions in financial time series. Our argument is based on the Log-Periodic Power Law Singularity (LPPLS)…
This work aims at emphasizing a number of questions that, although crucial since the early days of media studies, have not yet been the object of the empirical and computational study that they deserve: How does collective attention…
Experiments have not only revealed the remarkably long lifetime of nanobubbles, but also demonstrated the diffusive instability of bubbles above micrometers, thus a full-scale physical understanding on the stability of bubbles is in urgent…
Numerical and experimental turbulence simulations are nowadays reaching the size of the so-called big data, thus requiring refined investigative tools for appropriate statistical analyses and data mining. We present a new approach based on…
The combination of diverse, pre-existing knowledge is a common explanation for scientific breakthroughs. However, a paradox exists: while scientific output and the potential for such recombination have grown exponentially, the rate of…
We examine the out-of-equilibrium phase reported by Plerou {\it et. al.} in Nature, {\bf 421}, 130 (2003) using the data of the New York stock market (NYSE) between the years 2001 --2002. We find that the observed two phase phenomenon is an…
Our research, which began fielding surveys in 1995, and which have been repeated with variation in 1996, 1997 and 2000, was apparently the first to use national random telephone survey methods to track social and community aspects of…
The basis of arbitrage methods depends on the circulation of information within the framework of the financial market. Following the work of Modigliani and Miller, it has become a vital part of discussions related to the study of financial…
We present a self-consistent model for explosive financial bubbles, which combines a mean-reverting volatility process and a stochastic conditional return which reflects nonlinear positive feedbacks and continuous updates of the investors'…
The network, the nodes of which are concepts (people's names, companies' names, etc.), extracted from web-publications, is considered. A working algorithm of extracting such concepts is presented. Edges of the network under consideration…
In financial time series there are periods in which the value increases or decreases monotonically. We call those periods elemental trends and study the probability distribution of their duration for the indices DJIA, NASDAQ and IPC. It is…
Networks are pervasive in the real world. Nature, society, economy, and technology are supported by ostensibly different networks that in fact share an amazing number of interesting structural properties. Network thinking exploded in the…