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Comment on recent claims by Sornette and Zhou: D. Sornette and W. Zhou, Quantitative Finance 2 (6), 468-481 (2002); Evidence
We study a rational expectation model of bubbles and crashes. The model has two components : (1) our key assumption
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The distance contraction, as observed in electrical soundings over horizontally stratified earth (static system), is identified as a counterpart of
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We propose an improvement of the known DFT-based indexing technique for fast retrieval of similar time sequences. We use the
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The problem of insider trading and other illegal practices in financial markets is an important issue in the field of
An analytical formula for the probability distribution of stock-market returns, derived from the Heston model assuming a mean-reverting stochastic volatility,
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