J. Andersen

发表

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

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

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

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

Defining an intrinsic “stickiness” parameter of stock price returns

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

Investment Decision Making in Finance, Models of

Jørgen Vitting Andersen, J. Andersen, 2009, Encyclopedia of Complexity and Systems Science.

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.

Scaling with respect to disorder in time-to-failure

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

Functional Renormalization Prediction of Rupture

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

N ov 2 00 0 Functional Renormalization Prediction of Rupture

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

A Nonlinear Super-Exponential Rational Model of Speculative Financial Bubbles

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

Detecting Anchoring in Financial Markets

Jørgen Vitting Andersen, J. Andersen, 2007, 0705.3319.

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

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 .

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 .

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

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

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

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

Communication and the Stock Market

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

Self-organized criticality in an isotropically driven model approaching equilibrium

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

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

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

A pr 2 00 1 Quantifying Herding During Speculative Financial Bubbles

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

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

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

Towards landslide predictions: two case studies

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

Synchronization in human decision-making

Philippe de Peretti, Yi-Fang Liu, J. Andersen, 2016 .

Financial Symmetry and Moods in the Market

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

Short and Long Term Investor Synchronization Caused by Decoupling

Sorin Solomon, Andrzej Nowak, Magda Roszczynska-Kurasinska, 2012, PloS one.

Response Functions to Critical Shocks in Social Sciences

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

From Minority Games to $-Games

J. Andersen, 2018 .

Heuristics in experiments with infinitely large strategy spaces

Jørgen Vitting Andersen, Philippe de Peretti, P. Peretti, 2020, Journal of Business Research.

New method to detect convergence in simple multi-period market games with infinite large strategy spaces

Jørgen Vitting Andersen, Philippe de Peretti, Philippe de Peretti, 2018 .

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

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

Fundamental framework for “technical analysis” of market prices

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

Dynamics of Socio-Economic Systems: Attractors, Rationality and Meaning

Andrzej Nowak, W. Borkowski, J. Andersen, 2015 .

Modelling financial markets with agents competing on different time scales and with different amount of information

Johannes Wohlmuth, Jørgen Vitting Andersen, J. Wohlmuth, 2006 .

A Mechanism for Pockets of Predictability in Complex Adaptive Systems

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

Could Short Selling Make Financial Markets Tumble

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

Computer simulation of mass transport in a driven diffusive system

O. Mouritsen, J. Andersen, 1990 .

Three Different Ways Synchronization Can Cause Contagion in Financial Markets

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

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.

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

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

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

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

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

Pricing Stocks with Yardsticks and Sentiments

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