Peter Ashwin

University of Exeter

Northcote House

The Queen's Drive

Exeter, Devon EX4 4QJ

United Kingdom

SCHOLARLY PAPERS

2

DOWNLOADS

410

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (2)

1.

Predicting Financial Market Crashes Using Ghost Singularities

Swiss Finance Institute Research Paper No. 17-23
Number of pages: 21 Posted: 23 Jun 2017
Damian Smug, Peter Ashwin and Didier Sornette
University of Exeter, University of Exeter and ETH Zürich - Department of Management, Technology, and Economics (D-MTEC)
Downloads 334 (89,713)

Abstract:

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Financial Markets, State Space Models, Price Forecasting, Simulation, Bifurcation Theory, Finite-Time Singularity

2.

A Generalized 2D-Dynamical Mean-Field Ising Model with a Rich Set of Bifurcations (Inspired and Applied to Financial Crises)

Swiss Finance Institute Research Paper No. 17-34
Number of pages: 12 Posted: 16 Nov 2017
Damian Smug, Didier Sornette and Peter Ashwin
University of Exeter, ETH Zürich - Department of Management, Technology, and Economics (D-MTEC) and University of Exeter
Downloads 76 (314,815)

Abstract:

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Ising model, dynamic map, social opinion dynamics, bifurcation diagram, chaos, regime shifts, bifurcation delay