Shocks, Crashes and Bubbles in Financial Markets

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Negative bubbles and shocks in cryptocurrency markets (2016, methodology): “Following established methodology (Sornette et al., 2003; Johansen and Sornette, 2010; Fry, 2012) we test for the presence of an exogenous shock in the first 100 trading days following a putative shock.”
A Stable and Robust Calibration Scheme of the Log-Periodic Power Law Model (2011, methodology): “Applied to previous calibrations using the procedures described in this section [5– 8, 10, 17, 26], we are able to conﬁrm the essential goodness of ﬁts of the obtained calibrations on empirical ﬁnancial time series.”
Dragon-kings: Mechanisms, statistical methods and empirical evidence (2012, background): “…fluctuations, (iv) appearance of flickering and stochastic resonance, and other noise amplification effects (Harras et al., 2011), (v) increasing spatial coherence, and (vi) singular behavior of metrics revealing positive feedbacks (Sammis and Sornette, 2010; Johansen and Sornette, 2010).”