相关论文: Critical Crashes?

This paper provides an overview and critical analysis on the modeling and applications of the dynamics of human crowds, where social interactions can have an important influence on the behavioral dynamics of the crowd viewed as a living,…

Percolation has long served as a model for diverse phenomena and systems. The percolation transition, that is, the formation of a giant cluster on a macroscopic scale, is known as one of the most robust continuous transitions. Recently,…

We review some collider phenomenology of unparticle physics, including real emissions and virtual exchanges of unparticle. Existing experimental constraints from collider physics as well as astrophysics are briefly discussed.

We present an analysis of the time behavior of the $S\&P500$ (Standard and Poors) New York stock exchange index before and after the October 1987 market crash and identify precursory patterns as well as aftershock signatures and…

Motivated by the hypothesis that financial crashes are macroscopic examples of critical phenomena associated with a discrete scaling symmetry, we reconsider the evidence of log-periodic precursors to financial crashes and test the…

The study of the critical dynamics in complex systems is always interesting yet challenging. Here, we choose financial market as an example of a complex system, and do a comparative analyses of two stock markets - the S&P 500 (USA) and…

Hysteresis is observed at second order phase transitions. Universal scaling formul\ae{} for the areas of hysteresis loops are written down. Critical exponents are defined, and related to other exponents for static and dynamic critical…

Under quite general conditions critical phenomena can be described with high order linked cluster expansions. The coefficients of the series admit a graphical expansion that is generated with the aid of computers. Our generalization of…

We take prior-to-crash market prices (NASDAQ, Dow Jones Industrial Average) as a signal, a function of time, we project these discrete values onto a vertical axis, thus obtaining a Cantordust. We study said cantordust with the tools of…

Catastrophic transitions, where a system shifts abruptly between alternate steady states, are a generic feature of many nonlinear systems. Recently these regime shift were suggested as the mechanism underlies many ecological catastrophes,…

Several authors have noticed the signature of log-periodic oscillations prior to large stock market crashes [cond-mat/9509033, cond-mat/9510036, Vandewalle et al 1998]. Unfortunately good fits of the corresponding equation to stock market…

At present a number of current or proposed experiments are directed towards a search for a `new physics' by detecting variations of fundamental physical constants or violations of certain basic symmetries. Various problems related to the…

Specialized topics on financial data analysis from a numerical and physical point of view are discussed. They pertain to the analysis of crash prediction in stock market indices and to the persistence or not of coherent and random sequences…

Inferring the presence of critical dynamics from continuous measure- ments is a challenging problem. We solve this problem by showing that continuous narrowband dynamics from a critical system exhibit qualita- tively differing behaviors…

Flash crashes in financial markets have become increasingly important attracting attention from financial regulators, market makers as well as from the media and the broader audience. Systemic risk and propagation of shocks in financial…

Questioning the experimental basis of continuous descriptions of fundamental interactions we discuss classical gravity as an effective continuous first-order approximation of a discrete interaction. The sub-dominant contributions produce a…

The variation of fractal dimension and entropy during a damage evolution process, especially approaching critical failure, has been recently investigated. A sudden drop of fractal dimension has been proposed as a quantitative indicator of…

A brief overview of the recent developments concerning theoretical description of event-by-event fluctuations in heavy-ion collisions is presented, with an emphasis on the role of exact conservation laws and calculations based on…

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…

Analogies have had and continue to have an important role in the development of theoretical physics. They may start from similarities of physical concepts followed by similarities in the mathematical formalization or it may be a purely…