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Emerging social brain: A collective self-motivated Boltzmann machine被引量:5收藏 分享
作者:Tao, Yong Sornette, Didier Lin, Li
机构:Southwest Univ;Swiss Fed Inst Technol;Southern Univ Sci & Technol;Tokyo Inst Technol;Univ Geneva
来源:CHAOS SOLITONS & FRACTALS  2021
关键词:Boltzmann machine   Swarm intelligence   Social brain   Boltzmann distribution   Self-reference   Self-organization  
The inverse Cox-Ingersoll-Ross process for parsimonious financial price modelling被引量:0收藏 分享
作者:Lin, L. Sornette, D.
机构:East China Univ Sci & Technol;Southern Univ Sci & Technol;Univ Geneva
来源:QUANTITATIVE FINANCE  2026
关键词:Asset pricing   Financial risks   Financial bubbles   Excess volatility   Fat-tailed distribution of returns   Equity puzzle   Earning yield   Earning-over-price  
Market state transitions and crash early warning in the Chinese stock market被引量:0收藏 分享
作者:Pang, Wu-Yue Lin, Li
机构:East China Univ Sci & Technol;East China Univ Sci & Technol;Swiss Fed Inst Technol
来源:FRONTIERS IN PHYSICS  2025
关键词:market state transition   systemic risk   early warning   correlation structure   stock market  
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