Related papers: Comment on "Are financial crashes predictable?"
Widom, Srivastava, and Sassaroli have published [Phys. Lett. A 203, 255 (1995)] a calculation which purports to show that "future events can affect present events". In this note an error in their calculation is identified.
This is an invited article for the Discussion and Debate special issue of The European Physical Journal Special Topics on the subject "Can Economics Be a Physical Science?" The first part of the paper traces the personal path of the author…
Comment on "Backflow in relativistic wave equations" by I. Bialynicki-Birula, Z. Bialynicka-Birula, and S. Augustynowicz [Journal of Physics A: Mathematical and Theoretical, volume 55, page 255702 (2022)].
For this special issue, the article aims at discussing a few econophysics problems studied so far rather successfully. The following "applications" in micro-econo-physics are considered : (i) financial crashes; it is emphasized that one can…
We study the Johansen-Ledoit-Sornette (JLS) model of financial market crashes (Johansen, Ledoit, and Sornette [2000] "Crashes as Critical Points." Int. J. Theor. Appl. Finan. 3(2) 219-255). On our view, the JLS model is a curious case from…
Renowned method of log-periodic power law(LPPL) is one of the few ways that a financial market crash could be predicted. Alongside with LPPL, this paper propose a novel method of stock market crash using white box model derived from simple…
Earthquakes occur because of abrupt slips on faults due to accumulated stress in the Earth's crust. Because most of these faults and their mechanisms are not readily apparent, deterministic earthquake prediction is difficult. For effective…
A response to a letter to the editor by Schilling regarding Bartroff, Lorden, and Wang ("Optimal and fast confidence intervals for hypergeometric successes" 2022, arXiv:2109.05624)
This is a Comment on the Article ``Aging, phase ordering and conformal invariance'' by M.Henkel, M.Pleimling, C.Godr\`eche and J.M.Luck [Phys.Rev.Lett. 87, 265701 (2001)].
The occurrence of aftershocks following a major financial crash manifests the critical dynamical response of financial markets. Aftershocks put additional stress on markets, with conceivable dramatic consequences. Such a phenomenon has been…
Comment on "Harold Jeffreys's Theory of Probability Revisited" [arXiv:0804.3173]
Comment on "Harold Jeffreys's Theory of Probability Revisited" [arXiv:0804.3173]
Comment on "Harold Jeffreys's Theory of Probability Revisited" [arXiv:0804.3173]
Comment on "Harold Jeffreys's Theory of Probability Revisited" [arXiv:0804.3173]
Discussion of "Estimating the historical and future probabilities of large terrorist events" by Aaron Clauset and Ryan Woodard [arXiv:1209.0089].
Discussion of "Estimating the historical and future probabilities of large terrorist events" by Aaron Clauset and Ryan Woodard [arXiv:1209.0089].
Discussion of "Estimating the historical and future probabilities of large terrorist events" by Aaron Clauset and Ryan Woodard [arXiv:1209.0089].
Discussion of "Estimating the historical and future probabilities of large terrorist events" by Aaron Clauset and Ryan Woodard [arXiv:1209.0089].
Discussion of "Estimating the historical and future probabilities of large terrorist events" by Aaron Clauset and Ryan Woodard [arXiv:1209.0089].
Submitted to F. Schweitzer (ed.), Microscopic Models for Economic Dynamics, Lecture notes in physics, Springer, Berlin-Heidelberg 2002.kiel.tex