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1. On the meaning of and relationship between dragon-kings, black swans and related concepts. (2021). Aven, Terje ; Glette-Iversen, Ingrid.
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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. Non-Extensive Value-at-Risk Estimation During Times of Crisis. (2021). Tehrani, Reza ; Asadi, Nazanin ; Namaki, Ali ; Hajihasani, Ahmad.
   In: Papers.
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4. 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.
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5. 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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6. 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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7. 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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8. 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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9. Are Crises Predictable? A Review of the Early Warning Systems in Currency and Stock Markets. (2020). Wang, Peiwan ; Zong, LU.
   In: Papers.
   RePEc:arx:papers:2010.10132.

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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. 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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12. 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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13. 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).
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14. 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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15. 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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16. 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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17. Gutenberg–Richter b-value determination and large-magnitudes sampling. (2017). Marquez-Ramirez, V H ; Zuiga, F R ; Nava, F A ; Lomnitz, C.
    In: Natural Hazards: Journal of the International Society for the Prevention and Mitigation of Natural Hazards.
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18. 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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19. 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.
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20. 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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21. 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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22. 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, .
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23. Dynamic bifurcations on financial markets. (2016). Gubiec, T ; Kutner, R ; Wiliski, M ; Kozowska, M ; Denys, M ; Link, G ; Struzik, Z R ; Werner, T R.
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    RePEc:eee:chsofr:v:88:y:2016:i:c:p:126-142.

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24. Modified Profile Likelihood Inference and Interval Forecast of the Burst of Financial Bubbles. (2016). Demos, Guilherme ; Filimonov, Vladimir ; Sornette, Didier.
    In: Papers.
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25. 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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26. Developing resilience to naturally triggered disasters. (2015). Davies, Timothy.
    In: Environment Systems and Decisions.
    RePEc:spr:envsyd:v:35:y:2015:i:2:d:10.1007_s10669-015-9545-6.

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27. A Practical Approach to Financial Crisis Indicators Based on Random Matrices. (2015). Douady, Raphael ; Kornprobst, Antoine.
    In: Documents de travail du Centre d'Economie de la Sorbonne.
    RePEc:mse:cesdoc:15049.

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28. A Pratical Approach to Financial Crisis Indicators Based on Random Matrices. (2015). Douady, Raphael ; Kornprobst, Antoine.
    In: Post-Print.
    RePEc:hal:journl:halshs-01169307.

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29. 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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30. 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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31. 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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32. 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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33. 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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34. 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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35. 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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36. 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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37. Physics and Financial Economics (1776-2014): Puzzles, Ising and Agent-Based models. (2014). Sornette, D..
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38. Black swans, dragon kings, and Bayesian risk management. (2013). Onischka, Mathias ; Fucik, Markus ; Haas, Armin.
    In: Economics Discussion Papers.
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39. Herding Behaviour, Bubbles and Log Periodic Power Laws in Illiquid Stock Markets. A Case Study on the Bucharest Stock Exchange. (2013). Pele, Daniel Traian ; Nijkamp, Peter ; Mazurencu-Marinescu, Miruna.
    In: Tinbergen Institute Discussion Papers.
    RePEc:tin:wpaper:20130109.

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40. 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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41. 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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42. 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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43. 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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44. 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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45. 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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46. 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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47. Reasoning about climate uncertainty. (2011). Curry, Judith.
    In: Climatic Change.
    RePEc:spr:climat:v:108:y:2011:i:4:p:723-732.

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48. Everything You Always Wanted to Know about Log Periodic Power Laws for Bubble Modelling but Were Afraid to Ask. (2011). Fantazzini, Dean ; Geraskin, Petr.
    In: MPRA Paper.
    RePEc:pra:mprapa:47869.

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49. 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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50. Systemic Risk in a Unifying Framework for Cascading Processes on Networks. (). Schweitzer, Frank ; Lorenz, Jan ; battiston, stefano.
    In: Working Papers.
    RePEc:stz:wpaper:ccss-09-011.

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