This review presents a general theory of financial crashes and of stock market instabilities
that his co-workers and the author have developed over the past seven years. We start by …

Concepts, methods and techniques of statistical physics in the study of correlated, as well as
uncorrelated, phenomena are being applied ever increasingly in the natural sciences …

The scientific study of complex systems has transformed a wide range of disciplines in
recent years, enabling researchers in both the natural and social sciences to model and …

The review presents general methods for treating complicated problems that cannot be
solved exactly and whose solution encounters two major difficulties. First, there are no small …

We present a simple two-dimensional dynamical system where two nonlinear terms,
exerting respectively positive feedback and reversal, compete to create a singularity in finite …

This book is a course in methods and models rooted in physics and used in modelling
economic and social phenomena. It covers the discipline of econophysics, which creates an …

We examine the effectiveness of frequently used technical indicators for intra-day forecast by
applying them on the tick data of various stock prices. We show that the optimal combination …

Are large biological extinctions such as the Cretaceous/Tertiary KT boundary due to a
meteorite, extreme volcanic activity or self-organized critical extinction cascades? Are …

Log-periodic oscillations have been found to decorate the usual power-law behavior found
to describe the approach to a critical point, when the continuous scale-invariance symmetry …

We develop nonlinear approximations to critical and relaxation phenomena, complemented
by the optimization procedures. In the first part, we discuss general methods for calculation …