相关论文: The Financial Bubble Experiment: Advanced Diagnost…
A new and very general technique for simulating solid-fluid suspensions has been described in a previous paper (Part I); the most important feature of the new method is that the computational cost scales with the number of particles. In…
The recent financial crisis have generated renewed interests in fragilities of global financial networks among economists and regulatory authorities. In particular, a potential vulnerability of the financial networks is the "financial…
We investigate the shell structure of spherical nuclear bubbles in simple phenomenological shell model potentials. The shell correction energies for doubly magic bubbles may be as large as -40 MeV and probably imply a very long lifetime…
This paper proposes a simple and parsimonious discrete-time simulation model to describe the endogenous formation and periodic collapse of financial bubbles. While existing literature has extensively explored the statistical properties of…
Fluid phase equilibrium depends on the external constraints imposed on a system. In a closed system with fixed volume, depending on the average density, a vapor bubble may be stable, metastable, or unstable, with respect to the homogeneous…
We study the dynamical evolution of a phase interface or bubble in the context of a \lambda \phi^4 + g \phi^6 scalar quantum field theory. We use a self-consistent mean-field approximation derived from a 2PI effective action to construct an…
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…
In this paper we study the evolution of asset price bubbles driven by contagion effects spreading among investors via a random matching mechanism in a discrete-time version of the liquidity based model of [25]. To this scope, we extend the…
The present status of double beta decay experiments is reviewed. The results of the most sensitive experiments are discussed. Proposals for future double beta decay experiments with a sensitivity to the $< m_{\nu} >$ at the level of…
A rational bubble is a situation in which the asset price exceeds its fundamental value defined by the present discounted value of dividends in a rational equilibrium model. We discuss the recent development of the theory of rational…
Numerical methods for the simulation of cavitation processes have been developed for more than 50 years. The rich variety of physical phenomena triggered by the collapse of a bubble has several applications in medicine and environmental…
We assess the effects of a collision between two vacuum bubbles in the thin-wall limit. After describing the outcome of a generic collision possessing the expected hyperbolic symmetry, we focus on collisions experienced by a bubble…
We study the information dynamics between the largest Bitcoin exchange markets during the bubble in 2017-2018. By analysing high-frequency market-microstructure observables with different information theoretic measures for dynamical…
Modeling a crystal as a periodic point set, we present a fingerprint consisting of density functions that facilitates the efficient search for new materials and material properties. We prove invariance under isometries, continuity, and…
The aim of the present study is to detect abrupt trend changes in the mean of a multidimensional sequential signal. Directly inspired by papers of Fernhead and Liu ([4] and [5]), this work describes the signal in a hierarchical manner : the…
Applicability of the concept of financial log-periodicity is discussed and encouragingly verified for various phases of the world stock markets development in the period 2000-2010. In particular, a speculative forecasting scenario designed…
This paper explores the dependence modeling of financial assets in a dynamic way and its critical role in measuring risk. Two new methods, called Accelerated Moving Window method and Bottom-up method are proposed to detect the change of…
Following the thermodynamic formulation of multifractal measure that was shown to be capable of detecting large fluctuations at an early stage, here we propose a new index which permits us to distinguish events like financial crisis in real…
In the field of financial fraud detection, understanding the underlying patterns and dynamics is important to ensure effective and reliable systems. This research introduces a new technique, "TimeTrail," which employs advanced temporal…
In recent literature on eternal inflation, a number of measures have been introduced which attempt to assign probabilities to different pocket universes by counting the number of each type of pocket according to a specific procedure. We…