Related papers: Comment on "Are financial crashes predictable?"

In a recent article [Nature 421, 130 (2003)], Plerou, Gopikrishnan and Stanley report some evidence for an intriguing two-phase behavior of financial markets when studying the distribution of volume imbalance conditional to the local…

Comment on ``Lancaster Probabilities and Gibbs Sampling'' [arXiv:0808.3852]

A dangerously brief history of the developments of the main ideas in economics, as observed by a physicist, is given. This was published in 'Econophysics of Stock and Other Markets', Eds. A. Chatterjee, B. K. Chakrabarti, New Economic…

We present a dynamical theory of asset price bubbles that exhibits the appearance of bubbles and their subsequent crashes. We show that when speculative trends dominate over fundamental beliefs, bubbles form, leading to the growth of asset…

This is a comment on J. Schmittbuhl, A. Hansen, and G. G. Batrouni, Phys. Rev. Lett. 90, 045505 (2003). They offer a reply, in turn.

A comment on the letter by M. Machida and T. Koyama, Phys. Rev. Lett. {\bf 94}, 140401 (2005) and also on the preprint by Y. Kawaguchi and T. Ohmi, cond-mat/0411018.

This review of the book "The Challenge of Financial Stability: A New Model and its Applications" by Goodhart C.A.E. and Tsomocos D.P. highlights the potential of the framework of strategic partial default of banks with credit chain on the…

Software maintenance faces a persistent challenge with crash bugs, especially across diverse release channels catering to distinct user bases. Nightly builds, favoured by enthusiasts, often reveal crashes that are cheaper to fix but may…

This is a Comment on "Vortex Liquid Crystal in Anisotropic Type II Superconductors" by E. W. Carlson et al. in PRL, vol.90, 087001 (2003) [cond-mat/0209175].

In this short note we discuss recent attempts to describe pre-crash market dynamics with analogies from theory of critical phenomena.

We make some remarks on Berry's paper [{\it Eur. J. Phys.} 27 (2006) 109-118].

This note replies Dr. Jensen (2010) comments on Problem 2.3, which was left in Fuh (2010). In the following, we use the same notations and definitions in Fuh (2006) unless specified.

Discussion of "Harold Jeffreys's Theory of Probability revisited," by Christian Robert, Nicolas Chopin, and Judith Rousseau, for Statistical Science [arXiv:0804.3173]

This paper replies the comment by E. Kapuscik [Am. J. Phys. 77, 754 (2009)]

Comment on the paper Schiavoni et al., Phys. Rev. Lett. 90, 094101 (2003).

The study efforts to explore and extend the crisis predictability by synthetically reviewing and comparing a full mixture of early warning models into two constitutions: crisis identifications and predictive models. Given empirical results…

Discussion of "Likelihood Inference for Models with Unobservables: Another View" by Youngjo Lee and John A. Nelder [arXiv:1010.0303]

Discussion of "Likelihood Inference for Models with Unobservables: Another View" by Youngjo Lee and John A. Nelder [arXiv:1010.0303]

With the big popularity and success of Judea Pearl's original causality book, this review covers the main topics updated in the second edition in 2009 and illustrates an easy-to-follow causal inference strategy in a forecast scenario. It…

This paper has been withdrawn by the authors, because it has been made obsolete by the detailed expositions in our papers in arXiv:0812.4885 (the mathematics part) and arXiv:0812.4737 (the economics part).