Peter Cauwels

ETH Zürich

Rämistrasse 101

ZUE F7

Zürich, 8092

Switzerland

Director Quaerens CommV

Director

Bruges

Belgium

  • Director Quaerens CommV

SCHOLARLY PAPERS

16

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14,875

SSRN CITATIONS
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Top 17,193

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63

CROSSREF CITATIONS

12

Scholarly Papers (16)

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1.

Can We Use Volatility to Diagnose Financial Bubbles? Lessons from 40 Historical Bubbles

Quantitative Finance and Economics, 2 (1), 486-594 (2018), Swiss Finance Institute Research Paper No. 17-27
Number of pages: 127 Posted: 24 Jul 2017
Didier Sornette, Peter Cauwels and Georgi Smilyanov
Risks-X, Southern University of Science and Technology (SUSTech), ETH Zürich and ETH Zurich
Downloads 3,944 (4,723)
Citation 5

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gradual portfolio adjustment, international portfolio allocation, predictable excess returns.

2.

Financial Bubbles: Mechanisms and Diagnostics

Swiss Finance Institute Research Paper No. 14-28
Number of pages: 26 Posted: 12 Apr 2014
Didier Sornette and Peter Cauwels
Risks-X, Southern University of Science and Technology (SUSTech) and ETH Zürich
Downloads 2,021 (13,881)
Citation 20

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systemic crisis, change of regime, financial bubble, bifurcation, instability, precursors, singularity, prediction, super-exponential, log-periodic, hierarchies, positive feedbacks, procyclicality

3.

The Illusion of the Perpetual Money Machine

Swiss Finance Institute Research Paper No. 12-40
Number of pages: 30 Posted: 21 Dec 2012
Peter Cauwels and Didier Sornette
ETH Zürich and Risks-X, Southern University of Science and Technology (SUSTech)
Downloads 2,019 (13,903)
Citation 3

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economic growth, productivity, financial markets, investments, returns, debt, bubbles, monetary policy

4.

Real-Time Prediction and Post-Mortem Analysis of the Shanghai 2015 Stock Market Bubble and Crash

Swiss Finance Institute Research Paper No. 15-31
Number of pages: 16 Posted: 22 Nov 2015
Didier Sornette, Guilherme Demos, Qun Zhang, Qun Zhang, Peter Cauwels, Vladimir Filimonov and Qunzhi Zhang
Risks-X, Southern University of Science and Technology (SUSTech), ETH Zürich, ETH ZürichGuangdong University of Foreign Studies, ETH Zürich, Swiss Federal Institute of Technology Zurich (ETH Zurich) and ETH Zürich
Downloads 1,825 (16,305)
Citation 10

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Financial bubbles, Crashes, Probabilistic forecast, Johansen-Ledoit-Sornette model, Log-periodic power law singularity (LPPLS), Advanced warning, Chinese bubbles, Financial crisis observatory

5.

Bubble Diagnosis and Prediction of the 2005-2007 and 2008-2009 Chinese Stock Market Bubbles

Downloads 1,078 (35,740)
Citation 16

Bubble Diagnosis and Prediction of the 2005-2007 and 2008-2009 Chinese Stock Market Bubbles

Number of pages: 28 Posted: 28 Sep 2009
Zhi-Qiang Jiang, Wei-Xing Zhou, Didier Sornette, Ryan Woodard, Ken Bastiaensen and Peter Cauwels
East China University of Science and Technology (ECUST), East China University of Science and Technology - School of Business, Risks-X, Southern University of Science and Technology (SUSTech), ETH Zurich, BNP Paribas and ETH Zürich
Downloads 800 (53,340)
Citation 17

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stock market crash, financial bubble, Chinese markets, rational expectation bubble, herding, log-periodic power law, Lomb spectral analysis, unit-root test

Bubble Diagnosis and Prediction of the 2005-2007 and 2008-2009 Chinese Stock Market Bubbles

CCSS working Paper No. CCSS-09-008
Number of pages: 30 Posted: 27 Apr 2010
Zhi-Qiang Jiang, Wei-Xing Zhou, Didier Sornette, Ryan Woodard, Ken Bastiaensen and Peter Cauwels
East China University of Science and Technology (ECUST), East China University of Science and Technology - School of Business, Risks-X, Southern University of Science and Technology (SUSTech), ETH Zurich, BNP Paribas and ETH Zürich
Downloads 278 (188,328)
Citation 7

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Stock market crash, financial bubble, Chinese markets, rational expectation bubble, log-periodic power law

6.

Are ‘Flow of Ideas’ and ‘Research Productivity’ in secular decline?

Swiss Finance Institute Research Paper No. 20-90
Number of pages: 34 Posted: 22 Oct 2020 Last Revised: 24 Oct 2020
Peter Cauwels and Didier Sornette
ETH Zürich and Risks-X, Southern University of Science and Technology (SUSTech)
Downloads 784 (55,590)
Citation 1

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research productivity, knowledge accumulation, economic growth, endogenous growth, exponential growth, S-curve, technological progress, discovery, invention, innovation, scientific revolutions

7.

Identification and Critical Time Forecasting of Real Estate Bubbles in the U.S.A and Switzerland

Swiss Finance Institute Research Paper No. 14-44
Number of pages: 56 Posted: 12 Jul 2014
Diego Ardila, Dorsa Sanadgol, Peter Cauwels and Didier Sornette
ETH Zürich, ETH Zürich, ETH Zürich and Risks-X, Southern University of Science and Technology (SUSTech)
Downloads 714 (63,018)
Citation 2

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real-estate bubbles, USA and Switzerland, diffusion index, forecasting, log-periodic power law, criticality, positive feedback, sparse partial least squares

8.

Quis Pendit Ipsa Pretia: Facebook Valuation and Diagnostic of a Bubble Based on Nonlinear Demographic Dynamics

Downloads 514 (95,183)
Citation 1

Quis Pendit Ipsa Pretia: Facebook Valuation and Diagnostic of a Bubble Based on Nonlinear Demographic Dynamics

Swiss Finance Institute Research Paper No. 11-58
Number of pages: 21 Posted: 30 Nov 2011
Peter Cauwels and Didier Sornette
ETH Zürich and Risks-X, Southern University of Science and Technology (SUSTech)
Downloads 514 (94,181)
Citation 1

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facebook, social-networking, valuation, IPO, S-curve, logistic growth, forecast, fundamental value, bubble

Quis Pendit Ipsa Pretia: Facebook Valuation and Diagnostic of a Bubble Based on Nonlinear Demographic Dynamics

Journal of Portfolio Management, Vol. 38, No. 2, 2012, https://doi.org/10.3905/jpm.2012.38.2.056
Posted: 21 May 2019
Peter Cauwels and Didier Sornette
ETH Zürich and Risks-X, Southern University of Science and Technology (SUSTech)

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Facebook, social-networking, valuation, IPO, S-curve, logistic growth, forecast, fundamental value, bubble

9.

Is There A Real Estate Bubble in Switzerland? (Diagnostic as of 2012-Q4)

Swiss Finance Institute Research Paper No. 13-07
Number of pages: 17 Posted: 22 Mar 2013
Diego Ardila, Peter Cauwels, Dorsa Sanadgol and Didier Sornette
ETH Zürich, ETH Zürich, ETH Zürich and Risks-X, Southern University of Science and Technology (SUSTech)
Downloads 508 (96,584)
Citation 3

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real estate bubble, Switzerland, interest rates, positive feedbacks, log-periodic power law, Comparis, Internet, supervised machine learning

10.

Trapped in the “zero-risk” society and how to break free

Swiss Finance Institute Research Paper No. 20-78
Number of pages: 6 Posted: 01 Sep 2020 Last Revised: 14 Sep 2020
Didier Sornette and Peter Cauwels
Risks-X, Southern University of Science and Technology (SUSTech) and ETH Zürich
Downloads 362 (143,214)
Citation 1

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risks, uncertainty, unknowns, dragon-kings, extremes, out-of-equilibrium, risk-taking, innovation, invention, discovery

11.

A Creepy World

Swiss Finance Institute Research Paper No. 13-55
Number of pages: 18 Posted: 02 Feb 2014
Didier Sornette and Peter Cauwels
Risks-X, Southern University of Science and Technology (SUSTech) and ETH Zürich
Downloads 288 (182,660)
Citation 1

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systemic crisis, change of regime, financial bubble, bifurcation, instability, precursors, prediction, scenarios

12.

Dynamics and Spatial Distribution of Global Nighttime Lights

Swiss Finance Institute Research Paper No. 13-02
Number of pages: 33 Posted: 23 Mar 2013
Nicola Pestalozzi, Peter Cauwels and Didier Sornette
ETH Zürich, ETH Zürich and Risks-X, Southern University of Science and Technology (SUSTech)
Downloads 221 (237,126)
Citation 3

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satellite nighttime lights, spatial light Gini coefficient, nighttime light growth, economic development, agglomeration growth, light pollution

13.

Human-Environment-Health and Reinforcement of Individual Resilience

Swiss Finance Institute Research Paper No. 20-23
Number of pages: 8 Posted: 22 Apr 2020 Last Revised: 23 Apr 2020
Didier Sornette, Peter Cauwels, Euan Mearns, Ke Wu and Ke Wu
Risks-X, Southern University of Science and Technology (SUSTech), ETH Zürich, Academic Guest at the Department of Management, Technology, and Economics, ETH Zurich and ETH Zurich - Department of Management, Technology, and Economics (D-MTEC)Southern University of Science and Technology
Downloads 159 (317,562)

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COVID-19, resilience, system, pollution, individual responsibility, social digital technologies

14.

The Fair Reward Problem: The Illusion of Success and How to Solve It

Swiss Finance Institute Research Paper No. 19-25
Number of pages: 43 Posted: 25 Apr 2019 Last Revised: 29 Apr 2019
Didier Sornette, Spencer Wheatley and Peter Cauwels
Risks-X, Southern University of Science and Technology (SUSTech), ETH Zürich and ETH Zürich
Downloads 158 (319,226)
Citation 2

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success, reward, luck, merit, measurement, scenario analysis, Darwinian, evolutionary learning, equality

15.

When Games Meet Reality: Is Zynga Overvalued?

RC working paper No. 12-003
Number of pages: 28 Posted: 20 Dec 2012
Zalàn Forrò, Peter Cauwels and Didier Sornette
Independent, ETH Zürich and Risks-X, Southern University of Science and Technology (SUSTech)
Downloads 152 (329,775)
Citation 3

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Zynga, valuation, social-networks, IPO, growth in competition, bubble, Facebook, lock-up, The Journal of Investment Strategies

16.

Forecasting Future Oil Production in Norway and the UK: A General Improved Methodology

Swiss Finance Institute Research Paper No. 14-46
Number of pages: 23 Posted: 26 Jul 2014
Lucas Fiévet, Zalàn Forrò, Peter Cauwels and Didier Sornette
ETH Zürich, Independent, ETH Zürich and Risks-X, Southern University of Science and Technology (SUSTech)
Downloads 128 (377,227)

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Monte-Carlo, oil peak, logistic equation, Poisson process, power law distribution