31 citations · 31 across the 1 of their papers we have counts for
2 papers
cond-mat.stat-mech2010★ 31 cited
Noise-induced volatility of collective dynamics
Georges Harras, Claudio J. Tessone, Didier Sornette
"Noise-induced volatility" refers to a phenomenon of increased level of fluctuations in the collective dynamics of bistable units in the presence of a rapidly varying external sign…
q-fin.TR2008
How to grow a bubble: A model of myopic adapting agents
Georges Harras, Didier Sornette
We present a simple agent-based model to study the development of a bubble and the consequential crash and investigate how their proximate triggering factor might relate to their f…