Peter Cauwels

ETH Zürich

Zürichbergstrasse 18

8092 Zurich, CH-1015

Switzerland

SCHOLARLY PAPERS

11

DOWNLOADS
Rank 6,179

SSRN RANKINGS

Top 6,179

in Total Papers Downloads

5,838

CITATIONS

0

Scholarly Papers (11)

1.

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 Swiss Finance Institute
Downloads 1,274 (8,849)

Abstract:

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

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 Swiss Finance Institute
Downloads 458 (49,886)

Abstract:

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
Number of pages: 21 Posted: 21 Dec 2012
Peter Cauwels and Didier Sornette
ETH Zürich and Swiss Finance Institute
Downloads 163 (152,427)

Abstract:

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

3.

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
ETH Zurich, ETH Zürich, ETH Zurich and Swiss Finance Institute
Downloads 295 (67,905)

Abstract:

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

4.

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
Swiss Finance Institute and ETH Zürich
Downloads 273 (30,404)

Abstract:

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

5.

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
ETH Zurich, ETH Zurich, ETH Zürich and Swiss Finance Institute
Downloads 249 (46,822)

Abstract:

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

6.

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 Zurich, ETH Zürich and Swiss Finance Institute
Downloads 139 (153,136)

Abstract:

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

7.

A Creepy World

Swiss Finance Institute Research Paper No. 13-55
Number of pages: 18 Posted: 02 Feb 2014
Didier Sornette and Peter Cauwels
Swiss Finance Institute and ETH Zürich
Downloads 84 (169,343)

Abstract:

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

8.

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 Swiss Finance Institute
Downloads 65 (261,301)

Abstract:

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

9.

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
ETH Zurich, Independent, ETH Zürich and Swiss Finance Institute
Downloads 59 (249,754)

Abstract:

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

10.

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

Swiss Finance Institute Research Paper No. 17-27
Number of pages: 127 Posted: 24 Jul 2017
Didier Sornette, Peter Cauwels and Georgi Smilyanov
Swiss Finance Institute, ETH Zürich and ETH Zurich
Downloads 0 (11,997)

Abstract:

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

11.

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
Swiss Finance Institute, ETH Zurich, ETH Zurich, ETH Zürich, Swiss Federal Institute of Technology Zurich (ETH Zurich) and ETH Zurich
Downloads 0 (53,295)

Abstract:

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