52
Bubble trouble: how physics can quantify stock-market crashes Speaker: Tobias Preis Chair of Sociology, in particular Modeling and Simulation, ETH Zurich Center for Polymer Studies, Department of Physics, Boston University Artemis Capital Asset Management GmbH [email protected] Moderator: Matin Durrani Editor, Physics World

Price et. al

Tags:

Embed Size (px)

Citation preview

Page 1: Price et. al

Bubble trouble: how physics can quantify stock-market crashes

Speaker: Tobias PreisChair of Sociology, in particular Modeling and Simulation, ETH ZurichCenter for Polymer Studies, Department of Physics, Boston UniversityArtemis Capital Asset Management GmbH

[email protected]

Moderator: Matin DurraniEditor, Physics World

http://www.physicsworld.com/
Page 2: Price et. al
Page 3: Price et. al
Page 4: Price et. al
Page 5: Price et. al
Page 6: Price et. al
Page 7: Price et. al
Page 8: Price et. al
Page 9: Price et. al
Page 10: Price et. al
Page 11: Price et. al
Page 12: Price et. al
Page 13: Price et. al
Page 14: Price et. al
Page 15: Price et. al
Page 16: Price et. al
Page 17: Price et. al
Page 18: Price et. al
Page 19: Price et. al
Page 20: Price et. al
Page 21: Price et. al
Page 22: Price et. al
Page 23: Price et. al
Page 24: Price et. al
Page 25: Price et. al
Page 26: Price et. al
Page 27: Price et. al
Page 28: Price et. al
Page 29: Price et. al
Page 30: Price et. al
Page 31: Price et. al
Page 32: Price et. al
Page 33: Price et. al
Page 34: Price et. al
Page 35: Price et. al
Page 36: Price et. al
Page 37: Price et. al
Page 38: Price et. al
Page 39: Price et. al
Page 40: Price et. al
Page 41: Price et. al
Page 42: Price et. al
Page 43: Price et. al
Page 44: Price et. al
Page 45: Price et. al
Page 46: Price et. al
Page 47: Price et. al
Page 48: Price et. al
Page 49: Price et. al
Page 50: Price et. al
Page 51: Price et. al
Page 52: Price et. al

Q & A

Please submit your questions now

http://www.physicsworld.com/

(12) United States Patent (10) Patent No.: US … · Liamos et al. Mann et al. Heller et al. Gotoh et al. Rush et al. Mao et al. Liamos et al. Desai ..... A61B 5,14532 204,403.01

(12) United States Patent (10) Patent No.: US … · Liamos et al. Mann et al. Heller et al. Gotoh et al. Rush et al. Mao et al. Liamos et al. Desai ..... A61B 5,14532 204,403.01

Documents
Literature Review Messent et al (1998,1999) Robertson et al (2000) Beart et al (2001) Heller et al (2002)

Literature Review Messent et al (1998,1999) Robertson et al (2000) Beart et al (2001) Heller et al (2002)

Documents
Greenland Ice Loss: Ocean drivers and oceanic impacts · 2017. 3. 14. · Straneo et al. 2013; Pritchard et al. 2009; Nick et al. 2009; Sole et al. 2008; Price et al. 2008, 2011;

Greenland Ice Loss: Ocean drivers and oceanic impacts · 2017. 3. 14. · Straneo et al. 2013; Pritchard et al. 2009; Nick et al. 2009; Sole et al. 2008; Price et al. 2008, 2011;

Documents
2011-C -0853 ROGER E. PRICE, ET AL. v. ROY O. MARTIN, ET AL

2011-C -0853 ROGER E. PRICE, ET AL. v. ROY O. MARTIN, ET AL

Documents
Divergence in mating signals correlates with genetic ......Irwin et al., 2008; Sosa-Lopez , 2013; but see Price et al., 2007), suggesting that acoustic signals have phy-logenetically

Divergence in mating signals correlates with genetic ......Irwin et al., 2008; Sosa-Lopez , 2013; but see Price et al., 2007), suggesting that acoustic signals have phy-logenetically

Documents
Quaternary evolution of the Caravelas strandplain – …Dominguez et al. 1998). (Suguio et al. 1985, Martin et al. 1987, 1988, Suguio et al. 1988, Martin et al. 2002). Martin et al

Quaternary evolution of the Caravelas strandplain – …Dominguez et al. 1998). (Suguio et al. 1985, Martin et al. 1987, 1988, Suguio et al. 1988, Martin et al. 2002). Martin et al

Documents
Price et al. AJHG 2007

Price et al. AJHG 2007

Documents
ars.els-cdn.com · Web viewKozu et al., Page 2 Kozu et al., Page 7 Kozu et al., Page 12 Kozu et al., Page 19 Kozu et al., Page 15 Kozu et al., Page 1 Kozu et al., Page 6 Kozu et al.,

ars.els-cdn.com · Web viewKozu et al., Page 2 Kozu et al., Page 7 Kozu et al., Page 12 Kozu et al., Page 19 Kozu et al., Page 15 Kozu et al., Page 1 Kozu et al., Page 6 Kozu et al.,

Documents
EXHIBIT A2 - cases.justia.com · 811996 Konrad 1211996 Koppolu et al. 211997 Duscher et al. 311997 Koppolu et al. 511997 Koppolu et al. 711997 Ashe et al. 511998 Koppolu et al. 911998

EXHIBIT A2 - cases.justia.com · 811996 Konrad 1211996 Koppolu et al. 211997 Duscher et al. 311997 Koppolu et al. 511997 Koppolu et al. 711997 Ashe et al. 511998 Koppolu et al. 911998

Documents
Price of Correlations in Stochastic Optimizationweb.stanford.edu/~yyye/priceofcorrelation.pdf · Agrawal et al.: Price of Correlations in Stochastic Optimization Operations Research

Price of Correlations in Stochastic Optimizationweb.stanford.edu/~yyye/priceofcorrelation.pdf · Agrawal et al.: Price of Correlations in Stochastic Optimization Operations Research

Documents
Fairness, Price Stickiness, and History Dependence in ... · by Kahneman et al. (1986), followed up by Kachelmeier et al. (1991) and Franciosi et al. (1995), have demonstrated that

Fairness, Price Stickiness, and History Dependence in ... · by Kahneman et al. (1986), followed up by Kachelmeier et al. (1991) and Franciosi et al. (1995), have demonstrated that

Documents
Financial Conduct Authority · Previous studies have analysed extreme individual price shocks. Easley et al (2011), Kirilenko et al (2017) and Menkveld and Yueshen (2016) focused

Financial Conduct Authority · Previous studies have analysed extreme individual price shocks. Easley et al (2011), Kirilenko et al (2017) and Menkveld and Yueshen (2016) focused

Documents
Advancing Ego Development in Adulthood Through …. Daniels et al. 1 worldview and greater empathy (Daniels and Price 2009; Kurtz and Tiegreen 2005; Manners et al. 2004). However,

Advancing Ego Development in Adulthood Through …. Daniels et al. 1 worldview and greater empathy (Daniels and Price 2009; Kurtz and Tiegreen 2005; Manners et al. 2004). However,

Documents
The human genome Lander et al. 2001 Venter et al. 2001 Patil et al. 2001 Gabriel et al. 2002 Reich et al. 2001 Sabeti et al. 2002 Yu et al. 2002

The human genome Lander et al. 2001 Venter et al. 2001 Patil et al. 2001 Gabriel et al. 2002 Reich et al. 2001 Sabeti et al. 2002 Yu et al. 2002

Documents
EXHIBIT E - cases.justia.com · 811996 Konrad 1211996 Koppolu et al. 211997 Duscher et al. 311997 Koppolu et al. 511997 Koppolu et al. 711997 Ashe et al. 511998 Koppolu et al. 911998

EXHIBIT E - cases.justia.com · 811996 Konrad 1211996 Koppolu et al. 211997 Duscher et al. 311997 Koppolu et al. 511997 Koppolu et al. 711997 Ashe et al. 511998 Koppolu et al. 911998

Documents
(12) United States Patent (io) · Sevcik et al. Ryanetal..... 144/154.5 Govindaraj et al. Kennedy et al. Malone Woods et al. Takahashi et al. Dick et al. Ceroll et al. Caron et al

(12) United States Patent (io) · Sevcik et al. Ryanetal..... 144/154.5 Govindaraj et al. Kennedy et al. Malone Woods et al. Takahashi et al. Dick et al. Ceroll et al. Caron et al

Documents
Unsteady Hydrodynamic Modeling of a Cycloidal PropellerBenedict et al 2014a, Benedict et al 2014b, Zachary et al 2013, Shrestha et al 2012, Shrestha et al 2014, Hrishikeshavan et al

Unsteady Hydrodynamic Modeling of a Cycloidal PropellerBenedict et al 2014a, Benedict et al 2014b, Zachary et al 2013, Shrestha et al 2012, Shrestha et al 2014, Hrishikeshavan et al

Documents
(12) United States Patent (10) Patent No.: US 7895.275 B1 ... Gutta et al. Signes et al. Hashimoto et al. Ghashghai et al. Ting et al. Vaidyanathan et al. Obradovich Larsson et al

(12) United States Patent (10) Patent No.: US 7895.275 B1 ... Gutta et al. Signes et al. Hashimoto et al. Ghashghai et al. Ting et al. Vaidyanathan et al. Obradovich Larsson et al

Documents
, et al. Petitioners, et al. Respondents

, et al. Petitioners, et al. Respondents

Documents
Characterization of Batrachochytrium dendrobatidis ... · et al., 2014; Price et al., 2015) and also the transcriptome of Bd ... bacteria from R2A media and yeast malt extract agar

Characterization of Batrachochytrium dendrobatidis ... · et al., 2014; Price et al., 2015) and also the transcriptome of Bd ... bacteria from R2A media and yeast malt extract agar

Documents
Silvio Pietroluongo, et al. v. Golden Bear Golf Inc, et al ...securities.stanford.edu/filings-documents/1001/JACK98/1998731_r0… · maintain the market price of Golden Bear common

Silvio Pietroluongo, et al. v. Golden Bear Golf Inc, et al ...securities.stanford.edu/filings-documents/1001/JACK98/1998731_r0… · maintain the market price of Golden Bear common

Documents
et al. et al

et al. et al

Documents
Troya et al Dooley et al Fancourt et al Zhong et al · Troya et al Involving patients with dementia in decisions to initiate treatment Dooley et al ... Elena Garralda Simon Gilbody

Troya et al Dooley et al Fancourt et al Zhong et al · Troya et al Involving patients with dementia in decisions to initiate treatment Dooley et al ... Elena Garralda Simon Gilbody

Documents
price center • level 1price center • level 1 W et et X price center • level 2 W et et X price center • level 3 W et et X price center • level 4 W et et X Created Date 2/10/2014

price center • level 1price center • level 1 W et et X price center • level 2 W et et X price center • level 3 W et et X price center • level 4 W et et X Created Date 2/10/2014

Documents
Estimates of the Size and Source of Price Declines Due … · ... (Lin et al. [2009], ... Goodstein et al. [2011] and Guiso et al. [2009] look at whether ... Our estimates of the

Estimates of the Size and Source of Price Declines Due … · ... (Lin et al. [2009], ... Goodstein et al. [2011] and Guiso et al. [2009] look at whether ... Our estimates of the

Documents
From PostScript to Face Detectors - Hellas · 2012-09-05 · CVPR10 Brandt CVPR10 Price et al. CVPR10 Price et al. CVPR10 Shechtman et al ECCV10 Bai et al. ECCV10 Barnes et al. ECCV10

From PostScript to Face Detectors - Hellas · 2012-09-05 · CVPR10 Brandt CVPR10 Price et al. CVPR10 Price et al. CVPR10 Shechtman et al ECCV10 Bai et al. ECCV10 Barnes et al. ECCV10

Documents
(12) United States Patent Zhang et al. (45) Date of Patent ... · Lei et al. Murao Fodor et al. Okamura et al. Nguyen et al. Koinuma et al. Zhao et al. Knowles et al. Dobuzinsky et

(12) United States Patent Zhang et al. (45) Date of Patent ... · Lei et al. Murao Fodor et al. Okamura et al. Nguyen et al. Koinuma et al. Zhao et al. Knowles et al. Dobuzinsky et

Documents
Kent Garvey, et al. v. James Arkoosh, et al. 04-CV-10438 ...securities.stanford.edu/filings-documents/1030/DIO...Defendants' manipulation of the market price of Diomed stock during

Kent Garvey, et al. v. James Arkoosh, et al. 04-CV-10438 ...securities.stanford.edu/filings-documents/1030/DIO...Defendants' manipulation of the market price of Diomed stock during

Documents
et al. 2015 Cultural... · Bain (1986) Morton et al. (1986) Bowles et al. (1988) Graham & Noonan (2010) Kremers et al. (2012) Crance et al. (2014) Musser et al. (2014) Topic Geographic

et al. 2015 Cultural... · Bain (1986) Morton et al. (1986) Bowles et al. (1988) Graham & Noonan (2010) Kremers et al. (2012) Crance et al. (2014) Musser et al. (2014) Topic Geographic

Documents
Linda KLim et al NZABA 2010 Own-price and cross-price demand · 2010. 9. 8. · y(Holm et al., 2007) Cross‐Price Demand yConsumption is normally measured as number of reinforcers

Linda KLim et al NZABA 2010 Own-price and cross-price demand · 2010. 9. 8. · y(Holm et al., 2007) Cross‐Price Demand yConsumption is normally measured as number of reinforcers

Documents