Theory of self-similar oscillatory finite-time singularities

International Journal of Modern Physics C

Volumn 14, Issue 3, 2003, Pages 267-275

  Sornette, D ^a,b,c   Ide, K ^a,b  

^a UNIVERSITY OF CALIFORNIA   (United States)

^b UNIVERSITY OF CALIFORNIA   (United States)

^c UNIVERSITÉ CÔTE D'AZUR   (France)

Author keywords

Dynamical systems; Financial crash; Log periodicity; Materials rupture; Population; Self similarity; Singularities; Spirals

Indexed keywords

EID: 0037786928     PISSN: 01291831     EISSN: None     Source Type: Journal    
DOI: 10.1142/S0129183103004462     Document Type: Article

References (27)

1. A. Pumir and E. D. Siggia, Phys. Rev. A 45, R5351 (1992).
2. M. W. Choptuik, Prog. Theor. Phys. Suppl. 136, 353 (1999).
3. M. Rascle and C. Ziti, J. Math. Biol. 33, 388 (1995).
4. A. Johansen and D. Sornette, Eur. Phys. J. B 18, 163 (2000).
5. A. Johansen, H. Saleur, and D. Sornette, Eur. Phys. J. B 15, 551 (2000).
6. A. Johansen, D. Sornette, and O. Ledoit, J. Risk 1, 5 (1999).
7. D. Sornette, Phys. Rep. 297, 239 (1998).
8. D. Sornette, Critical Phenomena in Natural Sciences (Springer Series in Synergetics, Heidelberg, 2000).
9. K. Ide and D. Sornette, Physica A 307, 63 (2002).
10. A. Johansen and D. Sornette, Eur. Phys. J. B 17, 319 (2000).
11. J. A. Feigenbaum, Quant. Fin. 1, 346 (2001).
12. D. Sornette and A. Johansen, Quant. Fin. 1, 452 (2001).
13. S. P. Kapitza, Uspekhi Fizichskikh Nauk 186, 63 (1996).
14. A. Johansen and D. Sornette, Physica A 294, 465 (2001).
15. T. Lux and M. Marchesi, Nature 297, 498 (1999).
16. J. D. Farmer, preprint adap-org/9812005.
17. B. Rosenow, Int. J. Mod. Phys. C 13, 419 (2002).
18. F. Lillo, J. D. Farmer, and R. N. Mantegna, Nature 421, 129 (2003).
19. J.-P. Bouchaud and R. Cont, Eur. Phys. J. B 6, 543 (1998).
20. C. Chiarella, Annals Oper. Res. 37, 101 (1992).
21. P. De Grauwe, H. Bewachter, and M. Embrechts, Exchange Rate Theory, Chaotic Models of Foreign Exchange Markets (Blackwell, Oxford, UK, 1993).
22. R. B. Pandey and D. Stauffer, Int. J. Theor. Appl. Fin. 3, 479 (2000); C. Schulze, Int. J. Mod. Phys. C 13, 551 (2002); A. Proykova, L. Roussenova, and D. Stauffer, paper for APFA 3 (2001); I. Chang, D. Stauffer, and R. B. Pandey, Int. J. Theor. Appl. Finance 5(6), (2002).
23. R. B. Pandey and D. Stauffer, Int. J. Theor. Appl. Fin. 3, 479 (2000); C. Schulze, Int. J. Mod. Phys. C 13, 551 (2002); A. Proykova, L. Roussenova, and D. Stauffer, paper for APFA 3 (2001); I. Chang, D. Stauffer, and R. B. Pandey, Int. J. Theor. Appl. Finance 5(6), (2002).
24. R. B. Pandey and D. Stauffer, Int. J. Theor. Appl. Fin. 3, 479 (2000); C. Schulze, Int. J. Mod. Phys. C 13, 551 (2002); A. Proykova, L. Roussenova, and D. Stauffer, paper for APFA 3 (2001); I. Chang, D. Stauffer, and R. B. Pandey, Int. J. Theor. Appl. Finance 5(6), (2002).
25. R. B. Pandey and D. Stauffer, Int. J. Theor. Appl. Fin. 3, 479 (2000); C. Schulze, Int. J. Mod. Phys. C 13, 551 (2002); A. Proykova, L. Roussenova, and D. Stauffer, paper for APFA 3 (2001); I. Chang, D. Stauffer, and R. B. Pandey, Int. J. Theor. Appl. Finance 5(6), (2002).
26. J. E. Cohen, Science 269, 341 (1995).
27. D. Krajcinovic, Damage Mechanics (Elsevier, Amsterdam, 1996).