J. V. Andersen

发表

Response Functions to Critical Shocks in Social Sciences

D. Sornette, M. Roehner, J. V. Andersen, 2004, cond-mat/0402408.

Digital Innovation as Paradox – Leveraging tensions to reshape organisations

J. V. Andersen, J. Baptista, J. Baptista, 2014 .

Social Framing Creating Bull Markets of the Past: Growth Theory of Financial Markets

J. V. Andersen, Andrzej Nowak, J. Andersen, 2013 .

A Psychological Galilean Principle for Price Movements: Fundamental Framework for Technical Analysis

J. V. Andersen, Andrzej Nowak, J. Andersen, 2013 .

The Traditional Approach to Finance

J. V. Andersen, Andrzej Nowak, J. Andersen, 2013 .

Financial Markets as Interacting Individuals: Price Formation from Models of Complexity

J. V. Andersen, Andrzej Nowak, J. Andersen, 2013 .

Catching Animal Spirits: Using Complexity Theory to Detect Speculative Moments of the Markets

J. V. Andersen, Andrzej Nowak, J. Andersen, 2013 .

Complexity Theory and Systemic Risk in the World’s Financial Markets

J. V. Andersen, Andrzej Nowak, J. Andersen, 2013 .

Towards landslide predictions: two case studies

D. Sornette, J. V. Andersen, D. Sornette, 2004 .

Financial Symmetry and Moods in the Market

Jørgen Vitting Andersen, Roberto Savona, J. V. Andersen, 2015, PloS one.

Slider block friction model for landslides: Application to Vaiont and La Clapière landslides

D. Sornette, J. V. Andersen, D. Sornette, 2002, cond-mat/0208413.

Sornette, Leung, and Andersen Reply:

D. Sornette, Kwan-tai Leung, J. V. Andersen, 1998 .

Fundamental framework for “technical analysis” of market prices

Didier Sornette, Jørgen Vitting Andersen, J. V. Andersen, 2000 .

Scaling with respect to disorder in time-to-failure

D. Sornette, J. V. Andersen, D. Sornette, 1997, cond-mat/9707114.

Minimizing volatility increases large risksD

J. V. Andersen, P. Simonetti, 2022 .

Conditions for abrupt failure in the democratic fiber bundle model

D. Sornette, J. V. Andersen, K.-T. Leung, 1997 .

PORTFOLIO THEORY FOR "FAT TAILS"

J. V. Andersen, D. Sornette, P. Simonetti, 2000 .

Defining an intrinsic “stickiness” parameter of stock price returns

J. V. Andersen, N. Massad, J. Andersen, 2020, Physica A: Statistical Mechanics and its Applications.

Contagion in the World's Stock Exchanges Seen as a Set of Coupled Oscillators

J. V. Andersen, G. Rotundo, J. Vitting Andersen, 2015, 1602.07452.

Estimating the level of cash invested in financial markets

J. V. Andersen, 2004 .

Fearless versus Fearful Speculative Financial Bubbles

J. V. Andersen, D. Sornette, 2003, cond-mat/0311089.

Have your cake and eat it too: increasing returns while lowering large risks!

J. V. Andersen, D. Sornette, J. Andersen, 1999, cond-mat/9907217.

INCREMENTS OF UNCORRELATED TIME SERIES CAN BE PREDICTED WITH A UNIVERSAL 75% PROBABILITY OF SUCCESS

J. V. Andersen, D. Sornette, 2000, cond-mat/0001324.

Response Functions to Critical Shocks in Social Sciences

J. V. Andersen, D. Sornette, M. Roehner, 2004, cond-mat/0402408.

A Nonlinear Super-Exponential Rational Model of Speculative Financial Bubbles

J. V. Andersen, D. Sornette, J. Andersen, 2001, cond-mat/0104341.

"Nonlinear" covariance matrix and portfolio theory for non-Gaussian multivariate distributions

J. V. Andersen, D. Sornette, P. Simonetti, 1999, cond-mat/9903203.

Towards landslide predictions: two case studies

J. V. Andersen, D. Sornette, V. Pisarenko, 2003, physics/0305067.

Functional Renormalization Prediction of Rupture

J. V. Andersen, D. Sornette, S. Gluzman, 2000, cond-mat/0011164.

Fundamental framework for “technical analysis” of market prices

J. V. Andersen, D. Sornette, S. Gluzman, 1999, cond-mat/9910047.

Predicting failure using conditioning on damage history: demonstration on percolation and hierarchical fiber bundles.

J. V. Andersen, D. Sornette, J. Andersen, 2005, Physical review. E, Statistical, nonlinear, and soft matter physics.

A Mechanism for Pockets of Predictability in Complex Adaptive Systems

J. V. Andersen, D. Sornette, J. Andersen, 2004, cond-mat/0410762.

A pr 2 00 1 Quantifying Herding During Speculative Financial Bubbles

J. V. Andersen, D. Sornette, J. Andersen, 2008 .

Onset of financial instability studied via agent-based models

J. V. Andersen, Yi-Fang Liu, P. Peretti, 2016 .

Minimizing volatility increases large risks

J. V. Andersen, D. Sornette, P. Simonetti, 1998, cond-mat/9811292.

Could Short Selling Make Financial Markets Tumble

J. V. Andersen, J. Andersen, 2003, cond-mat/0308548.

φq-field theory for portfolio optimization: “fat tails” and nonlinear correlations

Didier Sornette, Jørgen Vitting Andersen, J. V. Andersen, 2000 .

Self-organized criticality in an isotropically driven model approaching equilibrium

J. V. Andersen, D. Sornette, K. Leung, 1998 .

Oxygen-ordering phenomena in YBa2Cu3O6+x studied by Monte Carlo simulation: Phase diagram, structure factor and oxygen equilibrium pressure

J. V. Andersen, H. Poulsen, T. Fiig, 1993 .

Computer Simulation of Phase Separation and Ordering Processes in Low-dimensional Systems

J. V. Andersen, H. Bohr, H. Poulsen, 1991 .

Effects of Co, Fe, and Al doping on the oxygen disordering and superconducting transition temperature of YBa2Cu3O6+x

J. V. Andersen, H. Poulsen, N. Andersen, 1993 .

Dynamical scaling of oxygen ordering in YBa2Cu3O7-δ

J. V. Andersen, H. Bohr, H. Poulsen, 1991 .

Structure and superconductivity in Co doped YBa2Cu3O6+x

J. V. Andersen, M. Kakihana, H. Poulsen, 1993 .

Model simulation study of the structural stability of oxygen order in the YBa2Cu3O6+x superconductor

J. V. Andersen, H. Bohr, O. Mouritsen, 1992 .

N ov 2 00 0 Functional Renormalization Prediction of Rupture

J. V. Andersen, D. Sornette, S. Gluzman, 2008 .

Slider-Block Friction Model for Landslides : Implication for Prediction of Mountain Collapse

J. V. Andersen, D. Sornette, V. Pisarenko, 2002 .

Communication and the Stock Market

J. V. Andersen, Andrzej Nowak, J. Andersen, 2013 .

1 2 0 M ay 2 00 2 The $-Game

J. V. Andersen, D. Sornette, J. Andersen, 2008 .

B The $-game

J. V. Andersen, D. Sornette, J. Andersen, 2002 .

“Price-Quakes” Shaking the World's Stock Exchanges

J. V. Andersen, L. Parrott, Andrzej Nowak, 2011, PloS one.

Impact of information cost and switching of trading strategies in an artificial stock market

Wei Zhang, Jørgen Vitting Andersen, J. V. Andersen, 2013, 1311.4274.

Pricing Stocks with Yardsticks and Sentiments

Magdalena Roszczynska-Kurasinska, David S. Brée, Andrzej Nowak, 2011, Algorithmic Finance.

Three Different Ways Synchronization Can Cause Contagion in Financial Markets

J. V. Andersen, Naji Masaad, J. Andersen, 2018, Risks.

GRB091208B: NOT optical observations.

J. V. Andersen, P. Jakobsson, D. Malesani, 2009 .