Other Research

Main content

  • Prediction of crises and extreme events in complex systems (with applications to finance, economics, marketing, earthquakes, rupture, biology, medicine)

  • Physics of complex systems and pattern formation in spatio-temporal structures, dynamical system theory, pattern recognition, self-organized criticality, prediction of complex systems, time series analysis

  • Finance and economics: detection of pockets of predictability in financial markets, theory of bubbles and crashes and tests, large risks and tail dependence, theory of derivatives, portfolio optimization, trading strategies, insurance, macro-economics, agent-based models, market microstructure

  • Endogenous versus exogenous origins of shocks in complex systems, endo-exo dynamics, predictability

  • Dynamics of commercial sales and success products (books, movies, theaters, YouTube)

  • Open Source Software and Cyber-risks: scaling laws, endo-exo dynamics, predictability

  • Credit risks and systemic instabilities

  • Hedge-fund modeling and replication, asymmetric information

  • Asset-pricing models, firm size distribution, firms dynamics

  • Agent-based models of financial markets, bubbles and crashes

  • Why, how and when do human cooperate? Theory of human cooperation, strong reciprocity and altruism
Page URL: http://www.er.ethz.ch/research/other-research.html
Mon Jun 26 14:01:24 CEST 2017
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