15 citations · 15 across the 3 of their papers we have counts for
3 papers
q-fin.ST2010★ 15 cited
The Financial Bubble Experiment: Advanced Diagnostics and Forecasts of Bubble Terminations Volume II-Master Document
Didier Sornette, Ryan Woodard, Maxim Fedorovsky +3
This is the second installment of the Financial Bubble Experiment. Here we provide the digital fingerprint of an electronic document in which we identify 7 bubbles in 7 different g…
nlin.CD2010
On the effect of multiplicative noise in a supercritical pitchfork bifurcation
Stefan Reimann
The most important characteristic of {\em multiplicative noise} is that its effects of system's dynamics depends on the recent system's state. Consideration of multiplicative noise…
q-fin.CP2010
Dynamics on/in financial markets: dynamical decoupling and stylized facts
Stefan Reimann, Andreas Tupak
Stylized facts can be regarded as constraints for any modeling attempt of price dynamics on a financial market, in that an empirically reasonable model has to reproduce these styli…