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Book / Working Paper
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Working paper 24
Language
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English Undetermined 55
Author
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Sornette, D. Zhou, Wei-Xing 29 Sornette, Didier 28 Cotter, John 26 Bayraktar, Erhan 16 Kardaras, Constantinos 16 Brigo, Damiano 15 Martinho, Vitor Joao Pereira Domingues 15 Bouchaud, Jean-Philippe 14 Marsili, Matteo 13 Muhle-Karbe, Johannes 13 Farmer, J. Doyne 12 Lillo, Fabrizio 12 Macrina, Andrea 12 Stanley, H. Eugene 12 Tasche, Dirk 12 Woodard, Ryan 12 Hughston, Lane P. 11 Drozdz, S. 10 Kitov, Ivan O. 10 Mantegna, Rosario N. 10 Papapantoleon, Antonis 10 Rudi Sch\"afer 10 Scalas, Enrico 10 Shevchenko, Pavel V. 10 Brody, Dorje C. 9 Cont, Rama 9 Kwapien, J. 9 Nutz, Marcel 9 Berd, Arthur M. 8 Dowd, Kevin 8 Gheorghiu, Anca 8 Junior, Leonidas Sandoval 8 Palmowski, Zbigniew 8 Ren, Fei 8 Vovk, Vladimir 8 Fujiwara, Yoshi 7 Guhr, Thomas 7 Kaizoji, Taisei 7 Michael C. M\"unnix 7
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arXiv.org Department of Management, Technology and Economics (D-MTEC), Eidgenössische Technische Hochschule Zürich (ETHZ) 6
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Papers / arXiv.org 24
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RePEc 24
Showing 1 - 10 of 24
 
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Quantum decision making by social agents
Yukalov, V. I.; Sornette, D. - 2012
Persistent link: https://www.econbiz.de/10009649839
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A simple microstructure return model explaining microstructure noise and Epps effects
Saichev, A.; Sornette, D. - 2012
Persistent link: https://www.econbiz.de/10009493241
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Super-exponential endogenous bubbles in an equilibrium model of rational and noise traders
Kaizoji, T.; Leiss, M.; Saichev, A.; Sornette, D. - 2011
Persistent link: https://www.econbiz.de/10009323416
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Time-Bridge Estimators of Integrated Variance
Saichev, A.; Sornette, D. - 2011
Persistent link: https://www.econbiz.de/10009220631
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Zipf's law and maximum sustainable growth
Malevergne, Y.; Saichev, A.; Sornette, D. - 2010
Persistent link: https://www.econbiz.de/10008756177
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Reverse Engineering Financial Markets with Majority and Minority Games using Genetic Algorithms
Wiesinger, J.; Sornette, D.; Satinover, J. - 2010
Persistent link: https://www.econbiz.de/10008522431
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Theory of Zipf's Law and of General Power Law Distributions with Gibrat's law of Proportional Growth
Saichev, A.; Malevergne, Y.; Sornette, D. - 2008
Persistent link: https://www.econbiz.de/10005083525
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Interdisciplinarity in Socio-economics, mathematical analysis and predictability of complex systems
Sornette, D. - 2008
Persistent link: https://www.econbiz.de/10005083813
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A two-Factor Asset Pricing Model and the Fat Tail Distribution of Firm Sizes
Malevergne, Y.; Sornette, D. - 2007
Persistent link: https://www.econbiz.de/10005083879
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Nonlinear Dynamical Model of Regime Switching Between Conventions and Business Cycles
Yukalov, V. I.; Sornette, D.; Yukalova, E. P. - 2007
Persistent link: https://www.econbiz.de/10005083837
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