成果/Result
- Emerging social brain: A collective self-motivated Boltzmann machine被引量:5收藏
- 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
- 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
- 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
