Related papers: Reply to Johansen's comment

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…

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].

Reply to the comment by D.N. Aristov and A.G. Yashenkin (cond-mat/9612245) on PRL by Balatsky and Salkola (Phys. Rev. Lett., V76, 2386, (1996), cond-mat/9602034).

A Comment on the Letter by G. Scarcelli, V. Berardi and Y. Shih, Phys. Rev. Lett. 96, 063602 (2006).

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].

Discussion of "A statistical analysis of multiple temperature proxies: Are reconstructions of surface temperatures over the last 1000 years reliable?" by B.B. McShane and A.J. Wyner [arXiv:1104.4002]

Specialized topics on financial data analysis from a numerical and physical point of view are discussed. They pertain to the analysis of crash prediction in stock market indices and to the persistence or not of coherent and random sequences…

Several authors have noticed the signature of log-periodic oscillations prior to large stock market crashes [cond-mat/9509033, cond-mat/9510036, Vandewalle et al 1998]. Unfortunately good fits of the corresponding equation to stock market…

We study a concept of evasion and prediction associated with slaloms, called slalom prediction. This article collects ZFC-provable properties on the slalom prediction.

We reply to Tsallis' Comment on our "Nonadditive Entropies Yield Probability Distributions with Biases not Warranted by the Data" which first appeared in PRL.

We respond to the recent article by S. Goldstein, R. Tumulka, and N. Zangh\`i [arXiv:2309.11835] concerning the spin-dependent arrival-time distributions reported in [S. Das and D. D\"urr, Sci. Rep. 9: 2242 (2019)].

Answers to interview questions sent to a selected group of former physicists working in finance. The interview will be published as part of a Special Issue on Physics and Derivatives by The Journal of Derivatives in the second half of 2020.

Three comments on a recent paper entitled ``Macroscopic surface charges from microscopic simulations'' [J. Chem. Phys. 153, 164709 (2020)]

This is a Reply to the Comment of S.R. White and D.J. Scalapino [cond-mat/9907243] on our recent paper ``Stripes and the t-J Model'' [Physical Review Letters 83, 132 (1999) and cond-mat/9812022].

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…

Discussion of "Estimating the historical and future probabilities of large terrorist events" by Aaron Clauset and Ryan Woodard [arXiv:1209.0089].