1. Sentiment and asset price bubble in the precious metals markets. (2018). Pan, Wei-Fong.
   In: Finance Research Letters.
   RePEc:eee:finlet:v:26:y:2018:i:c:p:106-111.

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1. A. Johansen, O. Ledoit, and D. Sornette, “Crashes as critical points”, International Journal of Theoretical and Applied Finance, vol. 3, no. 02, pp. 219-255, 2000.
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2. A. Salvatori, “Stochastic Models for Self-Organized Criticality in Financial Markets“, Msci Physics Thesis, Università degli Studi di Milano, Mar. 2016.
   Paper not yet in RePEc: Add citation now
   

3. D. Sornette, “Dragon-kings, black swans and the prediction of crises”, Swiss Finance Institute Research Paper, no. 09-36, 2009.

4. D. Sornette, R. Woodard, W. Yana, W. Zhou, “Clarifications to questions and criticisms on the Johansen–Ledoit–Sornette financial bubble model”, Physica A 392 (2013) 4417– 4428.

5. P. Geraskin, D. Fantazzini, “Everything You Always Wanted to Know about Log Periodic Power Laws for Bubble Modelling but Were Afraid to Ask”, 1 Feb. 2011, SSRN working paper.

1. On the meaning of and relationship between dragon-kings, black swans and related concepts. (2021). Aven, Terje ; Glette-Iversen, Ingrid.
   In: Reliability Engineering and System Safety.
   RePEc:eee:reensy:v:211:y:2021:i:c:s0951832021001678.

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2. A multi-scale symmetry analysis of uninterrupted trends returns in daily financial indices. (2021). Coronel-Brizio, H F ; Rodriguez-Martinez, C M ; Hernandez-Montoya, A R.
   In: Physica A: Statistical Mechanics and its Applications.
   RePEc:eee:phsmap:v:574:y:2021:i:c:s0378437121002545.

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3. Black swans, extreme risks, and the e-pile model of self-organized criticality. (2021). Rasmussen, Jens Juul ; Groslambert, Bertrand ; Milovanov, Alexander V.
   In: Chaos, Solitons & Fractals.
   RePEc:eee:chsofr:v:144:y:2021:i:c:s0960077921000187.

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4. Non-Extensive Value-at-Risk Estimation During Times of Crisis. (2021). Tehrani, Reza ; Asadi, Nazanin ; Namaki, Ali ; Hajihasani, Ahmad.
   In: Papers.
   RePEc:arx:papers:2005.09036.

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5. Complexity, Power Laws and a Humean Argument in Risk Management: The Fundamental Inadequacy of Probability Theory as a Foundation for Modeling Complex Risk in Banking. (2020). Hoffmann, Christian Hugo ; Djordjevic, Charles.
   In: Homo Oeconomicus: Journal of Behavioral and Institutional Economics.
   RePEc:spr:homoec:v:37:y:2020:i:3:d:10.1007_s41412-020-00101-0.

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6. Multivariate cumulants in outlier detection for financial data analysis. (2020). Domino, Krzysztof.
   In: Physica A: Statistical Mechanics and its Applications.
   RePEc:eee:phsmap:v:558:y:2020:i:c:s0378437120305197.

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7. Market-crash forecasting based on the dynamics of the alpha-stable distribution. (2020). Perote, Javier ; Mora-Valencia, Andrés ; Molina-Muoz, Jesus.
   In: Physica A: Statistical Mechanics and its Applications.
   RePEc:eee:phsmap:v:557:y:2020:i:c:s0378437120304532.

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8. Market impact and performance of arbitrageurs of financial bubbles in an agent-based model. (2020). Westphal, Rebecca ; Sornette, Didier.
   In: Journal of Economic Behavior & Organization.
   RePEc:eee:jeborg:v:171:y:2020:i:c:p:1-23.

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9. How market intervention can prevent bubbles and crashes. (2020). Westphal, Rebecca ; Sornette, Didier.
   In: Swiss Finance Institute Research Paper Series.
   RePEc:chf:rpseri:rp2074.

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10. Validation of Dynamic Risk Analysis Supporting Integrated Operations Across Systems. (2019). Lee, Shenae ; Paltrinieri, Nicola ; Reniers, Genserik ; Landucci, Gabriele.
    In: Sustainability.
    RePEc:gam:jsusta:v:11:y:2019:i:23:p:6745-:d:291706.

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11. Dragon-kings death in nonlinear wave interactions. (2019). Viana, Ricardo L ; Santos, Moises S ; Iarosz, Kelly C ; Szezech, Jose D ; Caldas, Ibere L ; Batista, Antonio M.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:534:y:2019:i:c:s0378437119313287.

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12. Crises in economic complex networks: Black Swans or Dragon Kings?. (2019). Bruno, Bruna ; Faggini, Marisa ; Parziale, Anna.
    In: Economic Analysis and Policy.
    RePEc:eee:ecanpo:v:62:y:2019:i:c:p:105-115.

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13. Simulation of a financial market: The possibility of catastrophic disequilibrium. (2019). Beason, Tyler ; Horvath, Philip A ; Roos, Kelly R ; Sinha, Amit.
    In: Chaos, Solitons & Fractals.
    RePEc:eee:chsofr:v:125:y:2019:i:c:p:13-16.

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14. Market Impact and Performance of Arbitrageurs of Financial Bubbles in An Agent-Based Model. (2019). Westphal, Rebecca ; Sornette, Didier.
    In: Swiss Finance Institute Research Paper Series.
    RePEc:chf:rpseri:rp1929.

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15. AN EMPIRICAL APPROACH TO FINANCIAL CRISIS INDICATORS BASED ON RANDOM MATRICES. (2018). Douady, Raphael ; Kornprobst, Antoine.
    In: International Journal of Theoretical and Applied Finance (IJTAF).
    RePEc:wsi:ijtafx:v:21:y:2018:i:03:n:s021902491850022x.

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16. Understanding Compound, Interconnected, Interacting, and Cascading Risks: A Holistic Framework. (2018). Pescaroli, Gianluca ; Alexander, David.
    In: Risk Analysis.
    RePEc:wly:riskan:v:38:y:2018:i:11:p:2245-2257.

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17. The Radiation-Transmission-Reception (RTR) model of propagation: Implications for the effectiveness of network interventions. (2018). Vermeer, Wouter ; Vervest, Peter ; Koppius, Otto.
    In: PLOS ONE.
    RePEc:plo:pone00:0207865.

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18. Toxic liquidity – is it here to stay?. (2018). Lenczewski, Carlos Jorge.
    In: Bank i Kredyt.
    RePEc:nbp:nbpbik:v:49:y:2018:i:1:p:1-16.

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19. Optimal threshold for Pareto tail modelling in the presence of outliers. (2018). Masseran, Nurulkamal ; Mohd, Muhammad Aslam ; Ibrahim, Kamarulzaman.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:509:y:2018:i:c:p:169-180.

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20. An urgent call to get better prepared for unexpected events. (2018). .
    In: Occasional Studies.
    RePEc:dnb:dnbocs:1602.

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21. LOGISTIC MODEL FOR STOCK MARKET BUBBLES AND ANTI-BUBBLES. (2017). Lynch, Christopher ; Mestel, Benjamin.
    In: International Journal of Theoretical and Applied Finance (IJTAF).
    RePEc:wsi:ijtafx:v:20:y:2017:i:06:n:s0219024917500388.

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22. Of Disasters and Dragon Kings: A Statistical Analysis of Nuclear Power Incidents and Accidents. (2017). Wheatley, Spencer ; Sornette, Didier ; Sovacool, Benjamin.
    In: Risk Analysis.
    RePEc:wly:riskan:v:37:y:2017:i:1:p:99-115.

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23. Contextualising risk within enterprise risk management through the application of systems thinking. (2017). Lange, Willem J ; Haywood, Lorren K ; Forsyth, Greg G ; Trotter, Douglas H.
    In: Environment Systems and Decisions.
    RePEc:spr:envsyd:v:37:y:2017:i:2:d:10.1007_s10669-017-9627-8.

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24. Why and How the Value of Science-Based Firms Violates Financial Theory: Implications for Policy and Governance. (2017). Бредихин, Сергей ; Matoszko, Thais ; Bredikhin, Sergey ; Linton, Jonathan.
    In: Foresight and STI Governance (Foresight-Russia till No. 3/2015).
    RePEc:hig:fsight:v:11:y:2017:i:1:p:24-30.

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25. Simulation-based exploration of high-dimensional system models for identifying unexpected events. (2017). Turati, Pietro ; Pedroni, Nicola ; Zio, Enrico.
    In: Reliability Engineering and System Safety.
    RePEc:eee:reensy:v:165:y:2017:i:c:p:317-330.

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26. Super-Exponential RE Bubble Model with Efficient Crashes. (2017). Kreuser, Jerome L ; Sornette, Didier.
    In: Swiss Finance Institute Research Paper Series.
    RePEc:chf:rpseri:rp1733.

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27. The Narrow and the Broad Approach to Evolutionary Modeling in Economics. (2016). Heinrich, Torsten.
    In: MPRA Paper.
    RePEc:pra:mprapa:75797.

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28. Bubbles Are Departures from Equilibrium Housing Markets: Evidence from Singapore and Taiwan. (2016). Cheong, Siew Ann ; Tee, Shang You ; Li, Sai-Ping ; Tay, Darrell Jiajie ; Chung-I Chou, .
    In: PLOS ONE.
    RePEc:plo:pone00:0166004.

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29. Dynamic bifurcations on financial markets. (2016). Gubiec, T ; Kutner, R ; Wiliski, M ; Kozowska, M ; Denys, M ; Link, G ; Struzik, Z R ; Werner, T R.
    In: Chaos, Solitons & Fractals.
    RePEc:eee:chsofr:v:88:y:2016:i:c:p:126-142.

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30. Brexit or Bremain ? Evidence from bubble analysis. (2016). Bianchetti, Marco ; Scaringi, Marco ; Galli, Davide ; Ricci, Camilla ; Salvatori, Angelo .
    In: Papers.
    RePEc:arx:papers:1606.06829.

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31. Modified Profile Likelihood Inference and Interval Forecast of the Burst of Financial Bubbles. (2016). Demos, Guilherme ; Filimonov, Vladimir ; Sornette, Didier.
    In: Papers.
    RePEc:arx:papers:1602.08258.

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32. A Critical Review of the Main Approaches on Financial Market Dynamics Modelling. (2015). Lucian, Pasca .
    In: Journal of Heterodox Economics.
    RePEc:vrs:joheec:v:2:y:2015:i:2:p:151-167:n:4.

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33. Capital market based warning indicators of bank runs. (2015). Wosnitza, Jan Henrik ; Vakhtina, Elena .
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:417:y:2015:i:c:p:304-320.

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34. Power law scaling and “Dragon-Kings” in distributions of intraday financial drawdowns. (2015). Filimonov, Vladimir ; Sornette, Didier.
    In: Chaos, Solitons & Fractals.
    RePEc:eee:chsofr:v:74:y:2015:i:c:p:27-45.

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35. Power law scaling and Dragon-Kings in distributions of intraday financial drawdowns. (2015). Filimonov, Vladimir ; Sornette, Didier.
    In: Papers.
    RePEc:arx:papers:1407.5037.

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36. Local rewiring rules for evolving complex networks. (2014). Rodgers, G. J. ; Colman, E. R..
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:416:y:2014:i:c:p:80-89.

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37. Testing the weak-form efficiency of the WTI crude oil futures market. (2014). Zhou, Wei-Xing ; Jiang, Zhi-Qiang ; Xie, Wen-Jie.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:405:y:2014:i:c:p:235-244.

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38. Can log-periodic power law structures arise from random fluctuations?. (2014). Leker, Jens ; Wosnitza, Jan Henrik.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:401:y:2014:i:c:p:228-250.

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39. Why credit risk markets are predestined for exhibiting log-periodic power law structures. (2014). Leker, Jens ; Wosnitza, Jan Henrik.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:393:y:2014:i:c:p:427-449.

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40. Physics and Financial Economics (1776-2014): Puzzles, Ising and Agent-Based Models. (2014). Sornette, Didier.
    In: Swiss Finance Institute Research Paper Series.
    RePEc:chf:rpseri:rp1425.

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41. Physics and Financial Economics (1776-2014): Puzzles, Ising and Agent-Based models. (2014). Sornette, D..
    In: Papers.
    RePEc:arx:papers:1404.0243.

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42. Structural and topological phase transitions on the German Stock Exchange. (2013). Struzik, Z. R. ; Gubiec, T. ; Kutner, R. ; Wiliski, M. ; Sienkiewicz, A..
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:392:y:2013:i:23:p:5963-5973.

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43. Liquidity crisis detection: An application of log-periodic power law structures to default prediction. (2013). Wosnitza, Jan Henrik ; Denz, Cornelia.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:392:y:2013:i:17:p:3666-3681.

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44. Comparing emerging and mature markets during times of crises: A non-extensive statistical approach. (2013). Tehrani, R. ; Raei, R. ; Lai, Koohi Z. ; Jafari, G. R. ; Namaki, A..
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:392:y:2013:i:14:p:3039-3044.

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45. Dynamic structural and topological phase transitions on the Warsaw Stock Exchange: A phenomenological approach. (2013). Struzik, Z. R. ; Gubiec, T. ; Kutner, R. ; Sienkiewicz, A..
    In: Papers.
    RePEc:arx:papers:1301.6506.

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46. Structural and topological phase transitions on the German Stock Exchange. (2013). Struzik, Z. R. ; Gubiec, T. ; Kutner, R. ; Sienkiewicz, A..
    In: Papers.
    RePEc:arx:papers:1301.2530.

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47. Testing the weak-form efficiency of the WTI crude oil futures market. (2012). Zhou, Wei-Xing ; Jiang, Zhi-Qiang ; Xie, Wen-Jie.
    In: Papers.
    RePEc:arx:papers:1211.4686.

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48. Financial black swans driven by ultrafast machine ecology. (2012). Carran, Spencer ; Johnson, Neil ; Meng, Jing ; Zhao, Guannan ; Hunsader, Eric ; Tivnan, Brian ; Ravindar, Amith .
    In: Papers.
    RePEc:arx:papers:1202.1448.

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49. Finance Teaching and Research after the Global Financial Crisis. (2011). Varma, Jayanth.
    In: IIMA Working Papers.
    RePEc:iim:iimawp:9999.

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50. How to grow a bubble: A model of myopic adapting agents. (2011). Harras, Georges ; Sornette, Didier.
    In: Journal of Economic Behavior & Organization.
    RePEc:eee:jeborg:v:80:y:2011:i:1:p:137-152.

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