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Dragon-Kings, Black Swans and the Prediction of Crises
9 references·13 citing·40 second hop
Dragon-Kings, Black Swans and the Prediction of Crises (2009)Dragon-Kings, Black Swans and the Predict…Algorithm for model validation: Theory and applications (2007)Algorithm for model validatio…Manias, Panics and Crashes (2005)Manias, Panics and CrashesWhy Stock Markets Crash: Critical Events in Complex Financial Systems (2004)Why Stock Markets Crash: Crit…Transmission of Information and Herd Behavior: An Application to Financial Markets (2000)Transmission of Information a…CRASHES AS CRITICAL POINTS (2000)CRASHES AS CRITICAL POINTSPredicting financial crashes using discrete scale invariance (1999)Predicting financial crashes …Stretched exponential distributions in nature and economy: “fat tails” with characteristic scales (1998)Stretched exponential distrib…Inverse cubic law for the distribution of stock price variations (1998)Inverse cubic law for the dis…Human behavior and the principle of least effort (1949)Human behavior and the princi…A novel Integrated Risk Management Method for Airport operations (2022)A novel Integrated Risk Manag…Thinking the unthinkable: A perspective on Natech risks and Black Swans (2021)Thinking the unthinkable: A p…Impact of the global financial crisis on the crude oil market (2020)Impact of the global financia…Validation of Dynamic Risk Analysis Supporting Integrated Operations Across Systems (2019)Validation of Dynamic Risk An…Finding fault lines in long chains of financial information (2019)Finding fault lines in long c…Simulation-based exploration of high-dimensional system models for identifying unexpected events (2017)Simulation-based exploration …Testing the weak-form efficiency of the WTI crude oil futures market (2014)Testing the weak-form efficie…Clarifications to questions and criticisms on the Johansen–Ledoit–Sornette financial bubble model (2013)Clarifications to questions a…Abrupt rise of new machine ecology beyond human response time (2013)Abrupt rise of new machine ec…How to grow a bubble: A model of myopic adapting agents (2011)How to grow a bubble: A model…Everything you always wanted to know about log-periodic power laws for bubble modeling but were afraid to ask (2011)Everything you always wanted …Shocks, Crashes and Bubbles in Financial Markets (2010)Shocks, Crashes and Bubbles i…Bubbles and Crashes (2010)Bubbles and CrashesWhat Moves Stock Prices? (1988)Efficient Capital Markets: II (1991)No Contagion, Only Interdependence: Measuring Stock Market Comovements (2002)A case study of speculative financial bubbles in the South African stock market 2003–2006 (2008)The volatility-confined LPPL model: A consistent model of ‘explosive’ financial bubbles with mean-reverting residuals (2014)Dissection of Bitcoin’s multiscale bubble history from January 2012 to February 2018 (2019)Corporate Conservatism and Relative Compensation (1995)Discrete hierarchical organization of social group sizes (2005)Negative bubbles and shocks in cryptocurrency markets (2016)Social physics (2022)Scaling behaviour in the dynamics of an economic index (1995)Introduction to Econophysics (1999)An Introduction to Econophysics: Correlations and Complexity in Finance (2000)Volatility Clustering and Scaling for Financial Time Series due to Attractor Bubbling (2002)Cooperation, social networks, and the emergence of leadership in a prisoner’s dilemma with adaptive local interactions (2005)Common ecology quantifies human insurgency (2009)Efficient Capital Markets: A Review of Theory and Empirical Work (1970)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Does the Stock Market Overreact? (1985)Physical approach to complex systems (2012)Power-Law Distributions in Empirical Data (2009)The microgeographies of global finance: High-frequency trading and the construction of information inequality (2016)High frequency trading strategies, market fragility and price spikes: an agent based model perspective (2018)Power-law distributions in empirical data (2018)Metahuman systems = humans + machines that learn (2020)Speculative bubbles, crashes and rational expectations (1979)ARCH modeling in finance (1992)Finite-time singularity in the dynamics of the world population, economic and financial indices (2001)The 2006–2008 oil bubble: Evidence of speculation, and prediction (2009)Physics and financial economics (1776–2014): puzzles, Ising and agent-based models (2014)Scaling of the distribution of price fluctuations of individual companies (1999)Estimation of Agent-Based Models: The Case of an Asymmetric Herding Model (2005)Multifractal analysis of financial markets: a review (2019)Birds of a Feather: Homophily in Social Networks (2001)Zipf Distribution of U.S. Firm Sizes (2001)Power laws, Pareto distributions and Zipf's law (2005)Burstiness and memory in complex systems (2008)This time is different: eight centuries of financial folly (2010)The Economics of Grain Price Volatility (2011)Financialization and housing: Between globalization and Varieties of Capitalism (2016)
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References

  • 1949Human behavior and the principle of least effort6,562 cited
  • 2004Why Stock Markets Crash: Critical Events in Complex Financial Systems941 cited
  • 1998Stretched exponential distributions in nature and economy: “fat tails” with characteristic scales836 cited
  • 2005Manias, Panics and Crashes821 cited
  • 1998Inverse cubic law for the distribution of stock price variations590 cited
  • 2000CRASHES AS CRITICAL POINTS525 cited
  • 1999Predicting financial crashes using discrete scale invariance318 cited
  • 2000Transmission of Information and Herd Behavior: An Application to Financial Markets283 cited
  • 2007Algorithm for model validation: Theory and applications118 cited

Cited by

  • 2013Abrupt rise of new machine ecology beyond human response time163 cited
  • 2010Shocks, Crashes and Bubbles in Financial Markets137 cited
  • 2011Everything you always wanted to know about log-periodic power laws for bubble modeling but were afraid to ask100 cited
  • 2011How to grow a bubble: A model of myopic adapting agents95 cited
  • 2014Testing the weak-form efficiency of the WTI crude oil futures market93 cited
  • 2020Impact of the global financial crisis on the crude oil market

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78 cited
  • 2013Clarifications to questions and criticisms on the Johansen–Ledoit–Sornette financial bubble model75 cited
  • 2021Thinking the unthinkable: A perspective on Natech risks and Black Swans45 cited
  • 2019Finding fault lines in long chains of financial information39 cited
  • 2017Simulation-based exploration of high-dimensional system models for identifying unexpected events34 cited
  • 2010Bubbles and Crashes34 cited
  • 2019Validation of Dynamic Risk Analysis Supporting Integrated Operations Across Systems19 cited
  • 2022A novel Integrated Risk Management Method for Airport operations11 cited