相关论文: Reply to Johansen's comment
Comment on the paper "Novel Convective Instabilities in a Magnetic Fluid" by W. Luo, T. Du, and J. Huang, Phys. Rev. Lett., v.82, p.4134 (1999).
A response to a letter to the editor by Schilling regarding Bartroff, Lorden, and Wang ("Optimal and fast confidence intervals for hypergeometric successes" 2022, arXiv:2109.05624)
This note replies Dr. Jensen (2010) comments on Problem 2.3, which was left in Fuh (2010). In the following, we use the same notations and definitions in Fuh (2006) unless specified.
We introduce the concept of "negative bubbles" as the mirror image of standard financial bubbles, in which positive feedback mechanisms may lead to transient accelerating price falls. To model these negative bubbles, we adapt the…
After the rejection of their comment [arXiv:cond-mat/0609399v1] to our Phys. Rev. Lett. {\bf 97}, 100601 (2006), the Authors informed us that an extended version of their comment is going to be published in a different journal under the…
This paper replies the comment by E. Kapuscik [Am. J. Phys. 77, 754 (2009)]
The Johansen-Ledoit-Sornette (JLS) model of rational expectation bubbles with finite-time singular crash hazard rates has been developed to describe the dynamics of financial bubbles and crashes. It has been applied successfully to a large…
We propose that large stock market crashes are analogous to critical points studied in statistical physics with log-periodic correction to scaling. We extend our previous renormalization group model of stock market prices prior to and after…
Submitted to F. Schweitzer (ed.), Microscopic Models for Economic Dynamics, Lecture notes in physics, Springer, Berlin-Heidelberg 2002.kiel.tex
Comment on "Harold Jeffreys's Theory of Probability Revisited" [arXiv:0804.3173]
Comment on "Harold Jeffreys's Theory of Probability Revisited" [arXiv:0804.3173]
Comment on "Harold Jeffreys's Theory of Probability Revisited" [arXiv:0804.3173]
Comment on "Harold Jeffreys's Theory of Probability Revisited" [arXiv:0804.3173]
Is the present economic and financial crisis similar to some previous one? It would be so nice to prove that universality laws exist for predicting such rare events under a minimum set of realistic hypotheses. First, I briefly recall…
Financial markets are well known for their dramatic dynamics and consequences that affect much of the world's population. Consequently, much research has aimed at understanding, identifying and forecasting crashes and rebounds in financial…
We propose that catastrophic events are "outliers" with statistically different properties than the rest of the population and result from mechanisms involving amplifying critical cascades. Applications and the potential for prediction are…
This is a reply to the comment from Patrick Bruno (arXiv:1211.4792) on our paper (Phys. Rev. Lett. 109, 163001 (2012)).
Comment on the paper P. E. Jonsson, H. Yoshino, and P. Nordblad, Phys. Rev. Lett. 89, 097201 (2002), also cond-mat/0203444.
In a recent article [Phys. Rev. A 94, 052128 (2016)], the authors compute the predictions of two collapse models on the transition probabilities of neutral mesons. Notably, they claim to find an influence on the decay rates and attempt to…
Discussion of "Harold Jeffreys's Theory of Probability revisited," by Christian Robert, Nicolas Chopin, and Judith Rousseau, for Statistical Science [arXiv:0804.3173]