Jorgen Vitting Andersen

CES, Université Paris 1 Panthéon-Sorbonne

CNRS

Maison des Sciences Economiques

106-112 Boulevard de l'Hôpital 75647 Paris Cedex

Paris, 75647

France

SCHOLARLY PAPERS

14

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1,461

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3

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1

Scholarly Papers (14)

1.

Could Short Selling Make Financial Markets Tumble?

Number of pages: 13 Posted: 22 Sep 2003
Jorgen Vitting Andersen
CES, Université Paris 1 Panthéon-Sorbonne
Downloads 460 (86,652)
Citation 1

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2.

Detecting Anchoring in Financial Markets

Number of pages: 5 Posted: 31 May 2007
Jorgen Vitting Andersen
CES, Université Paris 1 Panthéon-Sorbonne
Downloads 272 (154,250)
Citation 1

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Anchoring, behavioral finance, biological motors

3.

Pricing Stocks with Yardsticks and Sentiments

Algorithmic Finance (2012), 1:2, 183-190
Number of pages: 9 Posted: 01 Oct 2011 Last Revised: 22 Oct 2012
Universidad de los Andes, Colombia, Department of Mathematics, CES, Université Paris 1 Panthéon-Sorbonne, Laboratoire Jean-Alexandre Dieudonné, University of Warsaw - Institute for Social Studies, University of Warsaw - Institute of Applied Social Sciences and University of Manchester - School of Computer Science
Downloads 186 (220,872)
Citation 1

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4.

Detecting Speculative Bubbles Created in Experiments via Decoupling in Agent Based Models

Number of pages: 7 Posted: 20 Jun 2008
University of Warsaw - Institute of Applied Social Sciences, University of Warsaw - Institute for Social Studies, affiliation not provided to SSRN, Hebrew University of Jerusalem and CES, Université Paris 1 Panthéon-Sorbonne
Downloads 165 (244,514)

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5.

Communication Impacting Financial Markets

Number of pages: 15 Posted: 25 Apr 2014 Last Revised: 17 May 2014
Jorgen Vitting Andersen, Ioannis D. Vrontos, Petros Dellaportas and Serge Galam
CES, Université Paris 1 Panthéon-Sorbonne, Athens University of Economics and Business, Athens University of Economics and Business and French National Center for Scientific Research (CNRS) - Centre for Political Research, Sciences Po
Downloads 60 (473,998)
Citation 1

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asset pricing, behavioral finance, impact of communication

6.

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

Number of pages: 22 Posted: 26 Aug 2015
Lucia Bellenzier, Jorgen Vitting Andersen and Giulia Rotundo
Università degli Studi di Milano-Bicocca - Dipartimento di Statistica e Metodi Quantitativi, CES, Université Paris 1 Panthéon-Sorbonne and Department of Statistical Sciences, Sapienza University of Rome
Downloads 58 (481,716)
Citation 2

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contagion, integrate-and-fire oscillators, price-quakes

7.

A Theoretical Framework for Trading Experiments

Number of pages: 12 Posted: 17 Feb 2013
Université de Nice Sophia Antipolis - Laboratoire Jean-Alexandre Dieudonné, CES, Université Paris 1 Panthéon-Sorbonne, HEC Montreal, HEC Montreal, Université Paris I Panthéon-Sorbonne, HEC Montreal - Institute of Applied Economics, Laboratoire Jean-Alexandre Dieudonné and Department of Economics, University of Western Ontario
Downloads 56 (489,402)

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decision making, game theory, complex systems theory, technical analysis, rational expectations

8.

Symmetry and Financial Markets

Number of pages: 27 Posted: 18 Aug 2020
Jorgen Vitting Andersen and Andrzej Nowak
CES, Université Paris 1 Panthéon-Sorbonne and University of Warsaw - Institute for Social Studies
Downloads 53 (501,616)

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Agent-based modelling, Game theory, Ginzburg-Landau theory, financial symmetry

9.

Tremor Price Dynamics in the World’s Network of Stock Exchanges

Number of pages: 7 Posted: 20 Dec 2009
Jorgen Vitting Andersen, Andrzej Nowak, Giulia Rotundo and Lael Parrott
CES, Université Paris 1 Panthéon-Sorbonne, University of Warsaw - Institute for Social Studies, Department of Statistical Sciences, Sapienza University of Rome and University of Montreal
Downloads 46 (532,259)
Citation 1

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10.

Financial Symmetry and Moods in the Market

PLoS ONE 10(4): e0118224.
Number of pages: 21 Posted: 21 May 2014 Last Revised: 13 May 2015
Roberto Savona, Maxence Soumare and Jorgen Vitting Andersen
University of Brescia - Department of Economics and Management, Université de Nice Sophia Antipolis - Laboratoire Jean-Alexandre Dieudonné and CES, Université Paris 1 Panthéon-Sorbonne
Downloads 41 (556,429)

Abstract:

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Agent-based modelling, Game theory, Ginzburg-Landau theory, Financial symmetry

11.

Defining an Intrinsic ‘Stickiness’ Parameter of Stock Price Returns

Physica A547, DOI: 10.1016/j.physa.2020.124464 (2020).
Number of pages: 22 Posted: 03 Jun 2020
Jorgen Vitting Andersen
CES, Université Paris 1 Panthéon-Sorbonne
Downloads 29 (623,193)

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non-linear CAPM, “stickiness” of stock returns

12.

Rational Expectations as a Tool for Predicting Failure of Weighted K-Out-of-N Reliability Systems

Number of pages: 28 Posted: 18 Nov 2021
Jorgen Vitting Andersen, Roy Cerqueti and Jessica Riccioni
CES, Université Paris 1 Panthéon-Sorbonne, University Sapienza Rome and La Sapienza University of Rome, - Sapienza University of Rome, Department of Earth Sciences and Forecasting Research Center, Prevention and Control of Geological Risks
Downloads 15 (725,438)

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Rational expectations, weighted k-out-of-n reliability systems, failure prediction, statistical measures[comma separated]

13.

Heuristics in Experiments with Infinitely Large Strategy Spaces

Number of pages: 27 Posted: 10 Jul 2020
Jorgen Vitting Andersen and Philippe de Peretti
CES, Université Paris 1 Panthéon-Sorbonne and Université Paris I Panthéon-Sorbonne - CES/CNRS
Downloads 10 (768,971)

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complexity theory, bounded rationality, multi-period games, infinite strategy space, decoupling, agent-based modeling

14.

Three Different Ways Synchronization Can Cause Contagion in Financial Markets

Number of pages: 13 Posted: 21 Mar 2019
Naji Massad and Jorgen Vitting Andersen
affiliation not provided to SSRN and CES, Université Paris 1 Panthéon-Sorbonne
Downloads 10 (768,971)

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synchronization, human decision making, decoupling, opinion formation, agent-based modeling