Other Current Research Interests

• 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