Related papers: Reply to Johansen's comment
Here we reply to the comment by A. F. Volkov, F. S. Bergeret, and K. B. Efetov.
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 the publication by Yuan et al. [Appl. Phys. Lett. 98, 231104 (2011); arXiv:1106.2675v1 [quant-ph]].
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…
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…
The Annals of Applied Probability 16 (2006) 984--1033 [URL: http://projecteuclid.org/euclid.aoap/1151592257]
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]
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…
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…
This is a reply to a comment by P. Schlottmann and A.A. Zvyagin.
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.
Comment on paper "Towards a bulk theory of flexoelectricity" by R.Resta [Phys.Rew. Lett. v. 105, 127601 (2010)]
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.
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.
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,…
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…
This is a reply to arXiv:1409.7513 [Phys. Rev. Lett. 113, 138901 (2014)].
Discussion of "Frequentist coverage of adaptive nonparametric Bayesian credible sets" by Szab\'o, van der Vaart and van Zanten [arXiv:1310.4489v5].
Discussion of "Frequentist coverage of adaptive nonparametric Bayesian credible sets" by Szab\'o, van der Vaart and van Zanten [arXiv:1310.4489v5].
Discussion of "Frequentist coverage of adaptive nonparametric Bayesian credible sets" by Szab\'o, van der Vaart and van Zanten [arXiv:1310.4489v5].