相关论文: Comment on "Are financial crashes predictable?"
Comments on the paper "Late Time Behavior of false Vacuum Decay: Possible Implications for Cosmology and Metastable Inflating States" [arXiv:0711.1821] by L. M. Krauss and J. Dent are presented and the possible behavior of the unstable…
A comment on the Letter by Le Doussal and Wiese, Phys. Rev. Lett. 96, 197202 (2006).
Comment: Fisher Lecture: Dimension Reduction in Regression [arXiv:0708.3774]
Comment: Fisher Lecture: Dimension Reduction in Regression [arXiv:0708.3774]
Comment: Fisher Lecture: Dimension Reduction in Regression [arXiv:0708.3774]
The polarizabilities of the pion have been predicted in several different theoretical frameworks. The status of these is reviewed.
On some problems in the article "Efficient Likelihood Estimation in State Space Models" by Cheng-Der Fuh [Ann. Statist. 34 (2006) 2026--2068] [arXiv:math/0611376]
Review of the book "Thermal Convection: Patterns, Evolution and Stability" by M. Lappa. Invited by the journal Geophysical and Astrophysical Fluid Dynamics.
Measuring systemic risk or fragility of financial systems is a ubiquitous task of fundamental importance in analyzing market efficiency, portfolio allocation, and containment of financial contagions. Recent attempts have shown that…
Contributions from the G1 Working Group at the APS Summer Study on Particle and Nuclear Astrophysics and Cosmology in the Next Millennium, Snowmass, Colorado, June 29 - July 14, 1994. V. Frolov and L. Thorlacius: Quantum Aspects of Gravity.…
This is a review about financial dependencies which merges efforts in econophysics and financial economics during the last few years. We focus on the most relevant contributions to the analysis of asset markets' dependencies, especially…
The drift burst hypothesis postulates the existence of short-lived locally explosive trends in the price paths of financial assets. The recent U.S. equity and treasury flash crashes can be viewed as two high-profile manifestations of such…
We use the copula approach to study the structure of dependence between sell-side analysts' consensus recommendations and subsequent security returns, with a focus on asymmetric tail dependence. We match monthly vintages of I/B/E/S…
We respond to comments on our paper, titled "Instrumental variable estimation of the causal hazard ratio."
This chapter first presents a rather personal view of some different aspects of predictability, going in crescendo from simple linear systems to high-dimensional nonlinear systems with stochastic forcing, which exhibit emergent properties…
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.
We provide an analytical proof of the entropic uncertainty relations presented by de Vicente and Sanchez-Ruiz in [Phys. Rev. A 77, 042110 (2008)] and also show that the replacement of Eq. (27) by Eq. (29) in that reference introduces…
This is a review article for Encyclopedia of Complexity and System Science, to be published by Springer http://refworks.springer.com/complexity/. The paper reviews statistical models for money, wealth, and income distributions developed in…
We comment the recent published article entitled "Temperature dependent fluctuations in the two-dimensional XY model", appeared in J. Phys. A: Math.Gen. 38 (2005) 5603.
Comments on "A new additive decomposition of velocity gradient" [Phys. Fluids 31, 061702 (2019), arXiv:1908.01638] is presented