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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…

adap-org · Physics 2008-02-03 Michael Youssefmir , Bernardo Huberman , Tad Hogg

This is a comment on the publication by Yuan et al. [Appl. Phys. Lett. 98, 231104 (2011); arXiv:1106.2675v1 [quant-ph]].

Quantum Physics · Physics 2011-11-15 Lars Lydersen , Vadim Makarov , Johannes Skaar

In this paper, we address one of the main puzzles in finance observed in the stock market by proponents of behavioral finance: the stock predictability puzzle. We offer a statistical model within the context of rational finance which can be…

Mathematical Finance · Quantitative Finance 2019-11-07 Abootaleb Shirvani , Svetlozar T. Rachev , Frank J. Fabozzi

The paper by Alfons, Croux and Gelper (2013), Sparse least trimmed squares regression for analyzing high-dimensional large data sets, considered a combination of least trimmed squares (LTS) and lasso penalty for robust and sparse…

Applications · Statistics 2013-12-10 Yuao Hu , Ye Tian , Heng Lian

The Annals of Applied Probability 16 (2006) 984--1033 [URL: http://projecteuclid.org/euclid.aoap/1151592257]

Probability · Mathematics 2008-12-18 Yan Dolinsky , Yuri Kifer

This is a reply to the comment by J. L. Alonso et al. (arXiv:1302.6146; to appear in J. Chem. Phys) on our paper A. Abedi, N. T. Maitra, and E. K. U. Gross, J. Chem. Phys. 137, 22A530 (2012) [arXiv: 1208.4388]

Chemical Physics · Physics 2015-06-16 Ali Abedi , Neepa T. Maitra , E. K. U. Gross

In their recent paper [Phys. Rev. Lett. 98, 094101 (2007)], A. Porporato et al. studied the irreversibility and fluctuation theorem for stationary time series. In this comment, we point out that the fluctuation theorem is in fact the…

Statistical Mechanics · Physics 2007-05-23 C. Van den Broeck , B. Cleuren

We comment on the paper `UCN anomalous losses and the UCN capture cross section on material defects' by A. Serebrov et al., Phys. Lett. A 335 (2005) 327 - 336. Data presented do not originate from these authors alone but were taken in…

Nuclear Experiment · Physics 2015-06-26 M. Daum , P. Geltenbort , R. Henneck , K. Kirch

This is a reply to a comment by P. Schlottmann and A.A. Zvyagin.

Strongly Correlated Electrons · Physics 2007-05-23 Xiang-Yu Ge , Mark D. Gould , Jon Links , Huan-Qiang Zhou

A comment on the recent paper of R Manica, J N Connor, L Y Clasohm, S L Carnie, R G Horn, D Y C Chan, Transient response of a wetting film to mechanical and electrical perturbations, Langmuir 2008, 24, 1381.

Soft Condensed Matter · Physics 2011-04-14 Roumen Tsekov

Comment on paper "Towards a bulk theory of flexoelectricity" by R.Resta [Phys.Rew. Lett. v. 105, 127601 (2010)]

Other Condensed Matter · Physics 2010-12-13 Alexander K. Tagantsev

We respond below to the comment of E. I. Lashin [ arXiv:1505.03070 ] on our work Phys. Lett. {\bf B741} (2015) 276-279 [ arXiv:1404.3093 ], and point out the errors in that comment.

General Relativity and Quantum Cosmology · Physics 2015-05-28 Ahmed Farag Ali , Saurya Das

The points raised in the Comment are addressed and except for one error, which will be corrected, the conclusion is that all of our findings are accurate.

High Energy Physics - Phenomenology · Physics 2007-05-23 A. D. Alhaidari

I argue that the current financial crisis highlights the crucial need of a change of mindset in economics and financial engineering, that should move away from dogmatic axioms and focus more on data, orders of magnitudes, and plausible,…

General Finance · Quantitative Finance 2009-11-13 Jean-Philippe Bouchaud

In hep-ph/0404212 Diakonov, Petrov, and Polyakov respond to my recent comments on their 1997 paper, ``Exotic anti-decuplet of baryons: prediction from chiral solitons''. Their responses do not address the basic issues or alter the…

High Energy Physics - Phenomenology · Physics 2007-05-23 R. L. Jaffe

This is a reply to arXiv:1409.7513 [Phys. Rev. Lett. 113, 138901 (2014)].

Quantum Physics · Physics 2014-09-30 Pawel Kurzynski , Akihito Soeda , Jayne Thompson , Dagomir Kaszlikowski

Discussion of "Frequentist coverage of adaptive nonparametric Bayesian credible sets" by Szab\'o, van der Vaart and van Zanten [arXiv:1310.4489v5].

Statistics Theory · Mathematics 2015-09-08 Subhashis Ghosal

Discussion of "Frequentist coverage of adaptive nonparametric Bayesian credible sets" by Szab\'o, van der Vaart and van Zanten [arXiv:1310.4489v5].

Statistics Theory · Mathematics 2015-09-08 Mark G. Low , Zongming Ma

Discussion of "Frequentist coverage of adaptive nonparametric Bayesian credible sets" by Szab\'o, van der Vaart and van Zanten [arXiv:1310.4489v5].

Statistics Theory · Mathematics 2015-09-08 Judith Rousseau