Hilo sesudo de economí­a polí­tica, anarquismo y empresarios hijosdeputa

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escribió un libro en el 2002, ha servido para BlackRock'xperts (las maths, digo... es solo sobre mercado de valores, pero, claro, es de lo que hay más datos sin sesgar, y, ejem, el más sensible a las movidas, porvocada o no, por las "manos negras" ) y para lo que sea, pero mejor sus últimos papers sobre geotermia y tal que llevan mejores maths, y, claro una base de datos menos jodida por todas las tramas que nos hacemos al solitario (cosa que es imposible rebatirle a ushap... excepto que nos los hacemos todos, no se porque vamos a ser mejores que los griegos, no te digo que los brit, que menudos pájaros con sus dineros en las islas del canal, gibraltar, malta, HK o las bermudas)

Porque se Cagan las Palomas en mi Poyete y no en el de Mi Vecino Gay
A Discussion about Critical Events in Complex Financial Systems
Tapa dura – 8 diciembre 2002

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 predict phenomena as diverse as earthquakes, global warming, demographic patterns, financial crises, and the failure of materials. In this book, Didier Sornette boldly applies his varied experience in these areas to propose a simple, powerful, and general theory of how, why, and when stock markets crash. Most attempts to explain market failures seek to pinpoint triggering mechanisms that occur hours, days, or weeks before the collapse.

Sornette proposes a radically different view: the underlying cause can be sought months and even years before the abrupt, catastrophic event in the build-up of cooperative speculation, which often translates into an accelerating rise of the market price, otherwise known as a 'bubble'. Anchoring his sophisticated, step-by-step analysis in leading-edge physical and statistical modeling techniques, he unearths remarkable insights and some predictions - among them, that the 'end of the growth era' will occur around 2050. Sornette probes major historical precedents, from the decades-long 'tulip mania' in the Netherlands that wilted suddenly in 1637 to the South Sea Bubble that ended with the first huge market crash in England in 1720, to the Great Crash of October 1929 and Black Monday in 1987, to cite just a few. He concludes that most explanations other than cooperative self-organization fail to account for the subtle bubbles by which the markets lay the groundwork for catastrophe. Any investor or investment professional who seeks a genuine understanding of looming financial disasters should read this book. Physicists, geologists, biologists, economists, and others will welcome "Why Stock Markets Crash" as a highly original 'scientific tale', as Sornette aptly puts it, of the exciting and sometimes fearsome - but no longer quite so unfathomable - world of stock markets
Críticas:

Sornette is both a statistical physicist and a member of a new breed of scientist: the econophysicist... But Sornette's book is not just about finance and economics; it is also a mesmerizing introduction to game theory, fractals, catastrophe theory, critical phenomena, and much more. No prior knowledge of finance or economics is needed to understand the book... Throughout the book, Sornette makes numerous, vivid comparisons with many other fields in which the various mathematical tools he describes can be applied. -- Frank Cuypers Physics Today The book is written in a readable style and does not require technical knowledge. Any reader interested in a serious approach to the origin and possible prediction of financial bubbles will enjoy reading it. -- Josep M. Porra Journal of Statistical Physics A highly recommended, enjoyable, well-researched, and thought-provoking book for anyone interested in stock markets and the modeling of financial processes. -- Rick Gorvett Journal of Risk and Insurance

Nota de la solapa:

"A professor of geophysics gives a very different perspective, informed by his scientific training, on the stock market. I am sure that his view will be highly controversial, but the book is fascinating, and mind-expanding, reading."--Robert Shiller, author of Irrational Exuberance

"Why Stock Markets Crash addresses a current and enduring concern for all investors, the seemingly mysterious twists and turns the markets take. Didier Sornette's insights into why markets behave as they do are fresh, productive, and provocative. This work is bound to become an important baseline for anyone trying to understand what will happen next in the stock and currency markets not only in the U.S. but in Europe and Asia as well. It is well written and accessible to non technical audiences."--Richard N. Foster, Director, McKinsey & Company

"This is a most fascinating book about an intriguing but also a controversial topic. It is written by an expert in a very straightforward style and is illustrated by many clear figures. Why Stock Markets Crash will surely raise scientific interest in the emerging new field of econophysics  ."--Cars H. Hommes, Director of the Center for Nonlinear Dynamics in Economics and Finance, University of Amsterdam

"In turbulent times for financial markets, more books than usual are published on such subjects as financial crashes. This book is different. First, it is written by an internationally recognized expert in non-linear, complex systems. Second, it promotes some new ideas in both finance and science. In addition, it offers the general reader an insight into finance, both practical and academic, as well as some of the issues at the cutting edge of science. What more could one ask for?"--Neil F. Johnson, Department of Physics and Oxford Center for Computational Finance, Oxford University

"In turbulent times for financial markets, more books than usual are published on such subjects as financial crashes. This book is different. First, it is written by an internationally recognized expert in non-linear, complex systems. Second, it promotes some new ideas in both finance and science. In addition, it offers the general reader an insight into finance, both practical and academic-comic, as well as some of the issues at the cutting edge of science. What more could one ask for?"--Neil F. Johnson, Department of Physics and Oxford Center for Computational Finance, Oxford University

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la más citada de sus (colaboraciones, no es primer autor), como no, buscando correlaciones, en este caso, teoría de grafos, conexiones, inestabilidad en la red... tocotó: https://www.researchgate.net/publication/26692139_Economic_Networks_The_New_Challenges

desconecto el 20% del PIB en dinero FIAT, que ya será en 30% en paridad de compra, de la red económica global y os peto el cacas <- dragón rey!, juegan las blancas... ¿en Venezuela?

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ojo a su última publicación FECHA y DONDE LABURAN AUTOR PRINCIPAL y otro más
 (maths for geophysics): Self-Similar Bridge between Regular and Critical arXiv:2503.23386v1  [cond-mat.stat-mech]
30 Mar 2025
 Vyacheslav I. Yukalov 1, Elizaveta P. Yukalova 3, and Didier Sornette 4,5
 
1 Bogolubov Laboratory of Theoretical Physics, Joint Institute for Nuclear Research, Dubna 141980, Russia
3 Laboratory of Information Technologies, Joint Institute for Nuclear Research, Dubna 141980, Russia
4 Institute of Risk Analysis, Prediction and Management (Risks-X), Southern University of Science and Technology, Shenzhen, People's Republic of China

y claro, el suizo, no solo pilla dinero del chino malo, sino que directamente trabaja para el corazón del sistema bancario occidental, aunque a ratos asesora a gentes amantes del piolet de otros lejanos lares

5 Swiss Finance Institute, c/o University of Geneva, 40 blvd. Du Pont d'Arve, CH 1211 Geneva 4, Switzerland

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y ya por fin lo dejo (homenaje a una película sobre no se que de un monje confesando a un ministro de economía, creo que francés, que no se le ocurre otra cosa que suicidarse en medio de un G9 -cuando podían ir los rusos- y que le deja fuera de confesión... para que divulge, una ecuación tipo Picard, que no es manca, sobre extensión analítica -monodrómica- de los comportamientos "irracionales" de la economía, quicir, que hasta esa cosa vive en C y no en R, de modo que más vale modelar con una cosa tal... eso es del guionista y su colega math gabacho, que a saber... lo del suizo es esto, que es todo en R):
📐 Modelo log-periódico de Sornette
La forma general del modelo es:

𝑃(𝑡)=𝐴+(𝑡_𝑐−𝑡)^𝑚(𝐵+𝐶cos[𝜔log(𝑡_𝑐−𝑡)+𝜙]

Donde:
𝑃(𝑡): precio del activo en el tiempo 𝑡
𝐴: valor base del precio
𝐵: amplitud del crecimiento tipo ley de potencias
𝐶: amplitud de las oscilaciones log-periódicas
𝑡_𝑐: tiempo crítico (cuando ocurre el crash o cambio abrupto) <- que te lo sacas de donde puedas
𝑚: exponente de la ley de potencias (que te lo sacas del forro del escreto, pero al menos sabes que ajusta entre 0 y 1, pero no pongas cero que menuda capullada entonces)
𝜔: frecuencia logarítmica de las oscilaciones (lo mismo, de los históricos, esto en principio es más "estable" y esta en la mente de todos, vamos, que las hostias son cíclicas, cada 7 o 10 años las cisne negro, cada cambio de imperio las dragón rey -que por el suizo ya ha elegido bando
𝜙: fase de las oscilaciones (ajuste fino)