Related papers: Reply to Johansen's comment

Comment on "Are financial crashes predictable?", L. Laloux, M. Potters, R. Cont, J.P Aguilar and J.-P. Bouchaud, Europhys. Lett. 45, 1-5 (1999)

We critically review recent claims that financial crashes can be predicted using the idea of log-periodic oscillations or by other methods inspired by the physics of critical phenomena. In particular, the October 1997 `correction' does not…

We respond to Sornette and Johansen's criticisms of our findings regarding log-periodic precursors to financial crashes. Included in this paper are discussions of the Sornette-Johansen theoretical paradigm, traditional methods of…

This is a reply to a Comment on 'A test-tube model for rainfall', {\it Europhys. Lett.}, {\bf 106}, 40001, (2014).

This is a comment on [G. Knight and R. Klages, Phys. Rev. E 84, 041135 (2011); also available at arXiv:1107.5293v2 [math-ph]].

Reply to Comment on "Torus Instability" by J. Chen, Phys. Rev. Lett. 99, 099501 (2007). Refers to "Torus Instability" by Kliem and Toeroek, Phys. Rev. Lett. 96, 255002 (2006).

This is a comment on "Universal Fluctuations in Correlated Systems", by Bramwell et al, Phys. Rev. Lett., 84, 3744 (2000.

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…

This review is a partial synthesis of the book ``Why stock market crash'' (Princeton University Press, January 2003), which presents a general theory of financial crashes and of stock market instabilities that his co-workers and the author…

In a recent comment (Johansen A 2003 An alternative view, Quant. Finance 3: C6-C7, cond-mat/0302141), Anders Johansen has criticized our methodology and has questioned several of our results published in [Sornette D and Zhou W-X 2002 The US…

This article is a response to the recent Worrying Trends in Econophysics critique written by four respected theoretical economists. Two of the four have written books and papers that provide very useful critical analyses of the shortcomings…

Foreword to Michael Janas, Michael E. Cuffaro, Michel Janssen, Understanding Quantum Raffles. Quantum Mechanics on an Informational Approach: Structure and Theory (Boston Studies in the Philosophy and History of Science, 340) (Springer,…

Letter/comment on M. Rini, Physics $\textbf{13}$, s94 (July 27, 2020) and A. Sanna et al., Phys. Rev. Lett. $\textbf{125}$, 057001 (2020).

A comment to the paper by S. Chen, H. B\"uttner, and J. Voit, [Phys. Rev. Lett. {\bf 87}, 087205 (2001)].

Comment on R. Planet, S. Santucci, J. Ortin, Phys. Rev. Lett. 102, 094502 (2009) about the rescaling of the data and the data collapse. Reply to be found here.

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…

Reply to the comment, cond-mat/0209398 by by N.W. Watkins, S.C. Chapman, and G. Rowlands

A brief historical perspective is first given concerning financial crashes, - from the 17th till the 20th century. In modern times, it seems that log periodic oscillations are found before crashes in several financial indices. The same is…

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)].

Reply to the Comment by L. Berthier and J.-P. Bouchaud, Phys. Rev. Lett. 90, 059701 (2003), also cond-mat/0209165, on our paper Phys. Rev. Lett. 89, 097201 (2002), also cond-mat/0203444