Why Stock Markets Crash Critical Events In Complex Financial Systems

By A. Baier. 2016

200 citations recorded by the source corpus.

How researchers see this paper

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The digital traces of bubbles: feedback cycles between socio-economic signals in the Bitcoin economy (2014, background): “The trade of bitcoins at a much higher price indicates the possible presence of a bubble [30], and the events at which the market price starts diverging from the fundamental value mark the beginning of bubbles.”
25 Years of Self-Organized Criticality: Solar and Astrophysics (2014, background): “…firing, spread of diseases), in laboratory physics (Barkhausen effect, magnetic domain patterns, Ising model, tokamak plasmas; Jensen 1998), financial physics (stock market crashes; Sornette 2003), and social sciences (urban growth, traffic, global networks, internet) or sociophysics (Galam 2012).”
Stock trend forecasting in turbulent market periods using neuro-fuzzy systems (2015, background): “Related research on this topic may be found in Sornette (2004), Verma and Ozuna (2005), Haile and Pozo (2008), Markwat et al. (2009).”