Related papers: Reply to Johansen's comment
This is a reply to the Comment on ``Analysis of the spatial distribution between successive earthquakes'' by Maximilian Jonas Werner and Didier Sornette.
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…
We reply to the criticism raised by Volovik in his Comment (cond-mat/9805159) and by Hirschfeld et al. in their Comment (cond-mat/9806085).
This paper replies the comments by J. D. Jackson [Am. J. Phys. 75, 844-845 (2007)] and V. Hnizdo [Am. J. Phys. 75, 845-846 (2007)].
Comment on cond-mat/0205390; PRL 90, 026805 (2003)
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…
This is a response to the comment on our manuscript "Repulsive contact interactions make jammed particulate systems inherently nonharmonic" (Physical Review Letters 107 (2011) 078301) by C. P. Goodrich, A. J. Liu, and S. R. Nagel.
Reply to the Comment physics/0307134 by A. Helmstetter and D. Sornette
This paper has been withdrawn by the authors, because it has been made obsolete by the detailed expositions in our papers in arXiv:0812.4885 (the mathematics part) and arXiv:0812.4737 (the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).
As a coauthor of the article mentioned in the title, I discuss the criticism in the comment of Aalseth et al. Part of the criticism is justified.
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…
Response to comment by Finn et al.
Corrigenda to "$L^p$ estimates and asymptotic behavior for finite energy solutions of extremals to Hardy-Sobolev inequalities", Trans. Amer. Math. Soc. 363 (2011), no. 1, 37--62.
This is a Reply to the Comment by Lydersen et al. [arXiv: 1106.3756v1].
A Comment on the Letter by Victor Gurarie and Alexander E. Lobkovsky, Phys. Rev. Lett. 88, 178301 (2002). The authors of the Letter offer a Reply.
A reply to the comment by Lee et al. [arXiv:1309.5367]
Comment on ``Boosting Algorithms: Regularization, Prediction and Model Fitting'' [arXiv:0804.2752]
Motivated by the hypothesis that financial crashes are macroscopic examples of critical phenomena associated with a discrete scaling symmetry, we reconsider the evidence of log-periodic precursors to financial crashes and test the…
Reply to the recent comment by I.Ispolatov and M.Karttunen, cond-mat/0303564
Discussion of "Likelihood Inference for Models with Unobservables: Another View" by Youngjo Lee and John A. Nelder [arXiv:1010.0303]