224 citations · 241 across the 8 of their papers we have counts for
13 papers
The fair reward problem: the illusion of success and how to solve it
Didier Sornette, Spencer Wheatley, Peter Cauwels
Humanity has been fascinated by the pursuit of fortune since time immemorial, and many successful outcomes benefit from strokes of luck. But success is subject to complexity, uncer…
Discrete hierarchy of sizes and performances in the exchange-traded fund universe
Benjamin Vandermarliere, Jan Ryckebusch, Koen Schoors +2
Using detailed statistical analyses of the size distribution of a universe of equity exchange-traded funds (ETFs), we discover a discrete hierarchy of sizes, which imprints a log-p…
Forecasting future oil production in Norway and the UK: a general improved methodology
Lucas Fievet, Zalàn Forrò, Peter Cauwels +1
We present a new Monte-Carlo methodology to forecast the crude oil production of Norway and the U.K. based on a two-step process, (i) the nonlinear extrapolation of the current/pas…
Financial bubbles: mechanisms and diagnostics
Didier Sornette, Peter Cauwels
We define a financial bubble as a period of unsustainable growth, when the price of an asset increases ever more quickly, in a series of accelerating phases of corrections and rebo…
A Creepy World
Didier Sornette, Peter Cauwels
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 constru…
Is There A Real Estate Bubble in Switzerland?
Diego Ardila, Peter Cauwels, Dorsa Sanadgol +1
We have analyzed the risks of possible development of bubbles in the Swiss residential real estate market. The data employed in this work has been collected by comparis.ch, and car…