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Sornette, Didier; Cauwels, Peter - 2013

Using the mechanics of creep in material sciences as a metaphor, we present a general framework to understand the evolution of financial, economic and social systems and to construct scenarios for the future. In a nutshell, highly non-linear out-of-equilibrium systems subjected to exogenous...

Persistent link: https://www.econbiz.de/10010257508

Inferring fundamental value and crash nonlinearity from bubble calibration

Yan, Wanfeng; Woodard, Ryan; Sornette, Didier - 2010

nonlinearity from a bubble calibration. In addition to forecasting the time of the end of a bubble, the new models can also …, forecasting their ending times and estimating fundamental value and the crash nonlinearity. The performance of the new models is …

Persistent link: https://www.econbiz.de/10008797688

Improving prediction market forecasts by detecting and correcting possible over-reaction to price movements

Sung, Ming-chien; McDonald, David C. J.; Johnson, … - In: European journal of operational research : EJOR 272 (2019) 1, pp. 389-405

Persistent link: https://www.econbiz.de/10011942078

When providing optimistic and pessimistic scenarios can be detrimental to judgmental demand forecasts and production decisions

Goodwin, Paul; Gönül, M. Sinan; Önkal, Dilek - In: European journal of operational research : EJOR 273 (2019) 3, pp. 992-1004

Persistent link: https://www.econbiz.de/10011987671

Probabilistic forecast reconciliation with applications to wind power and electric load

Jeon, Jooyoung; Panagiotelis, Anastasios; Petropoulos, … - In: European journal of operational research : EJOR 279 (2019) 2, pp. 364-379

Persistent link: https://www.econbiz.de/10012110704

Forecasting retailer product sales in the presence of structural change

Huang, Tao; Fildes, Robert; Soopramanien, Didier - In: European journal of operational research : EJOR 279 (2019) 2, pp. 459-470

Persistent link: https://www.econbiz.de/10012110716

When do changes in consumer preferences make forecasts from choice-based conjoint models unreliable?

Meeran, Sheik; Jahanbin, Semco; Goodwin, Paul; Frota … - In: European journal of operational research : EJOR 258 (2017) 2, pp. 512-524

Persistent link: https://www.econbiz.de/10011644147

Time is money : costing the impact of duration misperception in market prices

Ma, Tiejun; Tang, Leilei; McGroarty, Frank; Sung, Ming-chien - In: European journal of operational research : EJOR 255 (2016) 2, pp. 397-410

Persistent link: https://www.econbiz.de/10011532085

Can deep learning predict risky retail investors? : A case study in financial risk behavior forecasting

Kim, A.; Yang, Y.; Lessmann, Stefan; Ma, Tiejun; Sung, M.-C. - In: European journal of operational research : EJOR 283 (2020) 1, pp. 217-234

Persistent link: https://www.econbiz.de/10012161963

Infectious diseases-related uncertainty and the predictability of foreign exchange and bitcoin futures realized volatility

Shiba, Sisa; Cuñado Eizaguirre, Juncal; Gupta, Rangan; … - In: Annals of financial economics 18 (2023) 2, pp. 1-14

Persistent link: https://www.econbiz.de/10014442581