相关论文: Comment on recent claims by Sornette and Zhou
We propose a straightforward extension of our previously proposed log-periodic power law model of the ``anti-bubble'' regime of the USA market since the summer of 2000, in terms of the renormalization group framework to model critical…
Following our previous investigation of the USA Standard and Poor index anti-bubble that started in August 2000, we analyze thirty eight world stock market indices and identify 21 anti-bubble. An ``anti-bubble'' is defined as a…
Since August 2000, the stock market in the USA as well as most other western markets have depreciated almost in synchrony according to complex patterns of drops and local rebounds. In \cite{SZ02QF}, we have proposed to describe this…
In a recent comment (Johansen A 2003 An alternative view, Quant. Finance 3: C6-C7, cond-mat/0302141), Anders Johansen has criticized our methodology and has questioned several of our results published in [Sornette D and Zhou W-X 2002 The US…
We document a well-developed log-periodic power-law antibubble in China's stock market, which started in August 2001. We argue that the current stock market antibubble is sustained by a contemporary active unsustainable real-estate bubble…
By combining (i) the economic theory of rational expectation bubbles, (ii) behavioral finance on imitation and herding of investors and traders and (iii) the mathematical and statistical physics of bifurcations and phase transitions, the…
Reply to the Comment physics/0307134 by A. Helmstetter and D. Sornette
In this paper, I revisit Phillips, Wu and Yu's seminal 2011 paper on testing for the dot-com bubble. I apply recent advancements of their methods to individual Nasdaq stocks and use a novel specification for fundamentals. To address a…
Based on our "finance-prediction-oriented" methodology which involves such elements as log-periodic self-similarity, the universal preferred scaling factor lambda=2, and allows a phenomenon of the "super-bubble" we analyze the 2009 world…
In a recent article [Nature 421, 130 (2003)], Plerou, Gopikrishnan and Stanley report some evidence for an intriguing two-phase behavior of financial markets when studying the distribution of volume imbalance conditional to the local…
In this report we discuss and propose a correction to a convergence and stability issue occurring in the work of Da et al.[2015], in which they proposed a numerical model to simulate soap bubbles.
Comment on the Letter ``Polynomial-Time Simulation of Pairing Models on a Quantum Computer'', L. A. Wu, M. S. Byrd and D. A. Lidar, Phys. Rev. Lett. 89, 057904 (2002).
In a recent paper [cond-mat/0303185], Wu and Yip presented calculations that they interpreted as indicating an instability of the interior gap phase -- a new, hybrid superfluid-normal state of matter that we proposed in [PRL 90, 047002…
We tested 45 indices and common stocks traded in the South African stock market for the possible existence of a bubble over the period from Jan. 2003 to May 2006. A bubble is defined by a faster-than-exponential acceleration with…
We extend the analysis of [Zhou and Sornette, Physica D 165, 94-125, 2002] showing statistically significant log-periodic corrections to scaling in the moments of the energy dissipation rate in experiments at high Reynolds number ($\approx…
Claims made by Zhu et al., PRL 120, 144502, (2018), that they had found evidence of a transition to the so called "ultimate regime" in 2D simulations of Rayleigh-B\'enard convection, have recently been repeated by Lohse & Shishkina, Rev.…
In a recent paper, Chu and Zhou [Advances in Combinatorics, I.S. Kotsireas and E.V. Zima(eds.), 139-159 (2013)] established in all 40 closed formulae for terminating Watson-like hypergeometric $_{3}F_2$- series by investigating through…
A hypothesis that the financial log-periodicity, cascading self-similarity through various time scales, carries signatures of a law is pursued. It is shown that the most significant historical financial events can be classified amazingly…
Reply to the Comment of Luo, Xiang, and Wang, cond-mat/0212580.
We present a synthesis of all the available empirical evidence in the light of recent theoretical developments for the existence of characteristic log-periodic signatures of growing bubbles in a variety of markets including 8 unrelated…