Recherche - Archive ouverte HAL Accéder directement au contenu

Filtrer vos résultats

49 résultats
Image document

Subjective Well-Being of Corporate Managers And Its Impact on Stock Market Volatility and Financial Stability During the Covid-19 Pandemic in Poland: Agent-Based Model Perspective

Marcin Rzeszutek , Jørgen Vitting Andersen , Adam Szyszka , Szymon Talaga
2023
Autre publication scientifique hal-04364100v1
Image document

Financial Symmetry and Moods in the Market

Roberto Savona , Maxence Soumare , Jørgen Vitting Andersen
PLoS ONE, 2015, April, pp.1-21. ⟨10.1371/journal.pone.0118224⟩
Article dans une revue hal-01215755v1
Image document

Synchronization in human decision making

Yi-Fang Liu , Jørgen Vitting Andersen , Maxime Frolov , Philippe de Peretti
2016
Autre publication scientifique halshs-01317407v1

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

Jørgen Vitting Andersen , Nowak Andrzej , Giulia Rotundo , Lael Parrott , Martinez Sebastian
PLoS ONE, 2011, Volume 6 (11 ), pp. e26472
Article dans une revue hal-01396629v1
Image document

Defining an intrinsic "stickiness" parameter of stock price returns

Naji Massad , Jørgen Vitting Andersen
2019
Autre publication scientifique halshs-02385901v1
Image document

Symmetry and financial markets

Jørgen Vitting Andersen , Andrzej Nowak
EPL - Europhysics Letters, 2022, 139 (2), ⟨10.1209/0295-5075/ac7dfb⟩
Article dans une revue halshs-03892194v1
Image document

Rational expectations and stochastic systems

Jørgen Vitting Andersen , Roy Cerqueti , Jessica Riccioni
2019
Autre publication scientifique halshs-01673338v2
Image document

From Minority Games to $-Games

Jørgen Vitting Andersen
2014
Pré-publication, Document de travail halshs-00971373v1

Could short selling make financial markets tumble?

Jørgen Vitting Andersen
2003
Pré-publication, Document de travail hal-00009441v1
Image document

Rational expectations as a tool for predicting failure of weighted k-out-of-n reliability systems

Jørgen Vitting Andersen , Roy Cerqueti , Jessica Riccioni
Annals of Operations Research, 2023, 326 (2023), pp.295-316. ⟨10.1007/s10479-023-05300-x⟩
Article dans une revue hal-03634370v1
Image document

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

Jørgen Vitting Andersen , Philippe de Peretti
2018
Autre publication scientifique halshs-01960900v1
Image document

A theoretical framework for trading experiments

Maxence Soumare , Jørgen Vitting Andersen , Francis Bouchard , Alain Elkaim , Dominique Guegan , et al.
2012
Autre publication scientifique halshs-00768898v1

Understanding heterogeneity in comparative effectiveness studies of natalizumab and fingolimod in multiple sclerosis: effect of analytical methodology

M. Lefort , S. Shannin , Jørgen Vitting Andersen , S. Vukusic , N. J. Koch-Henriksen , et al.
European Journal of Neurology, 2020, 27, pp.342-342
Article dans une revue hal-02887182v1
Image document

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

Lucia Bellenzier , Jørgen Vitting Andersen , Giulia Rotundo
Economic Modelling, 2016, 59 (224-236), ⟨10.1016/j.econmod.2016.07.002⟩
Article dans une revue hal-01215620v1
Image document

Slider-Block Friction Model for Landslides: Application to Vaiont and La Clapiere Landslides

A. Helmstetter , D. Sornette , J. -R. Grasso , Jørgen Vitting Andersen , S. Gluzman , et al.
Journal of Geophysical Research, 2004, 109, pp.B02409. ⟨10.1029/2002JB002160⟩
Article dans une revue hal-00009442v1
Image document

What Makes Products Trendy: Introducing an Innovation Adoption Model

Michał Chorowski , Andrzej Nowak , Jørgen Vitting Andersen
Physica A: Statistical Mechanics and its Applications, 2022, 616 (2023), pp.128621. ⟨10.1016/j.physa.2023.128621⟩
Article dans une revue halshs-03891926v1
Image document

Statistical Indicators for the Optimal Prediction of Failure Times of Reliability Stochastic Systems: A Rational Expectations-Like Approach

Jørgen Vitting Andersen , Roy Cerqueti , Jessica Riccioni
IEEE Transactions on Reliability, In press, ⟨10.2139/ssrn.4201520⟩
Article dans une revue halshs-03891600v1

Response Functions to Critical Shocks in Social Sciences: An Empirical and Numerical Study

B. Roehner , D. Sornette , Jørgen Vitting Andersen
International Journal of Modern Physics C, 2004, 15, pp.809-834
Article dans une revue hal-00009438v1
Image document

Financial Symmetry and Moods in the Market

Roberto Savona , Maxence Soumare , Jørgen Vitting Andersen
2014
Autre publication scientifique halshs-00983008v1
Image document

Communication impacting financial markets

Jørgen Vitting Andersen , Ioannis Vrontos , Petros Dellaportas , Serge Galam
2014
Autre publication scientifique halshs-00982959v1
Image document

A Socio-Finance Model: Inference and empirical application

Jørgen Vitting Andersen , Ioannis Vrontos , Petros Dellaportas , Serge Galam
2014
Pré-publication, Document de travail hal-01215605v1

Fearless versus Fearful Speculative Financial Bubbles

Jørgen Vitting Andersen , D. Sornette
Physica A: Statistical Mechanics and its Applications, 2004, 337 (3-4), pp.565-585
Article dans une revue hal-00009440v1
Image document

Heuristics in experiments with infinitely large strategy spaces

Jørgen Vitting Andersen , Philippe de Peretti
Journal of Business Research, 2020, 129, pp.612-620. ⟨10.1016/j.jbusres.2019.12.034⟩
Article dans une revue hal-02435934v1
Image document

Short and Long Term Investor Synchronization Caused by Decoupling

Magda Roszczynska-Kurasinska , Andrzej Nowak , Daniel Kamieniarz , Sorin Solomon , Jørgen Vitting Andersen
PLoS ONE, 2012, 7 (12), pp.Online (1-8). ⟨10.1371/journal.pone.0050700⟩
Article dans une revue hal-00853991v1
Image document

Communication impacting financial markets

Jørgen Vitting Andersen , Ioannis Vrontos , Petros Dellaportas , Serge Galam
EPL - Europhysics Letters, 2014, 108, pp.28007. ⟨10.1209/0295-5075/108/28007⟩
Article dans une revue hal-01215750v1
Image document

A Socio-Finance Model: Inference and empirical application

Jørgen Vitting Andersen , Ioannis D. Vrontos , Petros Dellaportas , Serge Galam
2015
Autre publication scientifique halshs-01242248v1
Image document

A Socio-Finance Model: The Case of Bitcoin

Yongqiang Meng , Dehua Shen , Xiong Xiong , Jørgen Vitting Andersen
2020
Autre publication scientifique halshs-03048777v1

An introductory to Socio-Finance

Jørgen Vitting Andersen , Andrzej Nowak
Springer, pp.185, 2013, 978-3-642-41944-7
Ouvrages hal-00853994v1
Image document

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

Yi-Fang Liu , Wei Zhang , Chao Xu , Jørgen Vitting Andersen , Hai-Chuan Xu
2014
Autre publication scientifique halshs-00983051v1
Image document

Onset of financial instability studied via agent-based models

Yi-Fang Liu , Jørgen Vitting Andersen , Philippe de Peretti
Monica Billio, Loriana Pelizzon and Roberto Savona Systemic Risk Tomography: Signals, Measurement and Transmission Channels, ISTE Press Ltd, pp.95-123, 2016, 9780081011768
Chapitre d'ouvrage hal-01397400v1