772 citations · 5.5k across the 80 of their papers we have counts for
5 papers · 1 filter
Inverse statistics in stock markets: Universality and idiosyncracy
Wei-Xing Zhou, Wei-Kang Yuan
Investigations of inverse statistics (a concept borrowed from turbulence) in stock markets, exemplified with filtered Dow Jones Industrial Average, S&P 500, and NASDAQ, have uncove…
Non-parametric Determination of Real-Time Lag Structure between Two Time Series: the "Optimal Thermal Causal Path" Method
D. Sornette, W. -X. Zhou
We introduce a novel non-parametric methodology to test for the dynamical time evolution of the lag-lead structure between two arbitrary time series. The method consists in constru…
Bubble, Critical Zone and the Crash of Royal Ahold
G. Broekstra, D. Sornette, W. -X. Zhou
Our analysis of financial data, in terms of super-exponential growth, suggests that the seed of the 2002/03 crisis of the Dutch supermarket giant AHOLD was planted in 1996. It beca…
Discrete Hierarchical Organization of Social Group Sizes
W. -X. Zhou, D. Sornette, R. A. Hill +1
The ``social brain hypothesis'' for the evolution of large brains in primates has led to evidence for the coevolution of neocortical size and social group sizes. Extrapolation of t…
Does randomness in multifractals imply latent dimensions?
Wei-Xing Zhou, Zun-Hong Yu
Negative, or latent, dimensions have always attracted a strong interest since their discovery. When randomness is introduced in multifractals, the sample-to-sample fluctuations of…