Peter Cauwels

ETH Zürich

Rämistrasse 101

ZUE F7

Zürich, 8092

Switzerland

Director Quaerens CommV

Director

Bruges

Belgium

SCHOLARLY PAPERS

16

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11,719

SSRN CITATIONS
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SSRN RANKINGS

Top 18,440

in Total Papers Citations

45

CROSSREF CITATIONS

11

Scholarly Papers (16)

1.

Can We Use Volatility to Diagnose Financial Bubbles? Lessons from 40 Historical Bubbles

Quantitative Finance and Economics, 2 (1), 486-594 (2018), Swiss Finance Institute Research Paper No. 17-27
Number of pages: 127 Posted: 24 Jul 2017
Didier Sornette, Peter Cauwels and Georgi Smilyanov
ETH Zürich - Department of Management, Technology, and Economics (D-MTEC), ETH Zürich and ETH Zurich
Downloads 3,519 (3,486)
Citation 5

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gradual portfolio adjustment, international portfolio allocation, predictable excess returns.

2.

The Illusion of the Perpetual Money Machine

Swiss Finance Institute Research Paper No. 12-40
Number of pages: 30 Posted: 21 Dec 2012
Peter Cauwels and Didier Sornette
ETH Zürich and ETH Zürich - Department of Management, Technology, and Economics (D-MTEC)
Downloads 1,851 (10,290)
Citation 3

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economic growth, productivity, financial markets, investments, returns, debt, bubbles, monetary policy

3.

Financial Bubbles: Mechanisms and Diagnostics

Swiss Finance Institute Research Paper No. 14-28
Number of pages: 26 Posted: 12 Apr 2014
Didier Sornette and Peter Cauwels
ETH Zürich - Department of Management, Technology, and Economics (D-MTEC) and ETH Zürich
Downloads 1,542 (13,731)
Citation 10

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systemic crisis, change of regime, financial bubble, bifurcation, instability, precursors, singularity, prediction, super-exponential, log-periodic, hierarchies, positive feedbacks, procyclicality

4.

Real-Time Prediction and Post-Mortem Analysis of the Shanghai 2015 Stock Market Bubble and Crash

Swiss Finance Institute Research Paper No. 15-31
Number of pages: 16 Posted: 22 Nov 2015
ETH Zürich - Department of Management, Technology, and Economics (D-MTEC), ETH Zürich, ETH Zürich, ETH Zürich, Swiss Federal Institute of Technology Zurich (ETH Zurich) and ETH Zürich
Downloads 1,114 (22,599)
Citation 10

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Financial bubbles, Crashes, Probabilistic forecast, Johansen-Ledoit-Sornette model, Log-periodic power law singularity (LPPLS), Advanced warning, Chinese bubbles, Financial crisis observatory

Bubble Diagnosis and Prediction of the 2005-2007 and 2008-2009 Chinese Stock Market Bubbles

Number of pages: 28 Posted: 28 Sep 2009
East China University of Science and Technology (ECUST), East China University of Science and Technology - School of Business, ETH Zürich - Department of Management, Technology, and Economics (D-MTEC), ETH Zurich, BNP Paribas and ETH Zürich
Downloads 755 (38,627)
Citation 17

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stock market crash, financial bubble, Chinese markets, rational expectation bubble, herding, log-periodic power law, Lomb spectral analysis, unit-root test

Bubble Diagnosis and Prediction of the 2005-2007 and 2008-2009 Chinese Stock Market Bubbles

CCSS working Paper No. CCSS-09-008
Number of pages: 30 Posted: 27 Apr 2010
East China University of Science and Technology (ECUST), East China University of Science and Technology - School of Business, ETH Zürich - Department of Management, Technology, and Economics (D-MTEC), ETH Zurich, BNP Paribas and ETH Zürich
Downloads 241 (150,337)
Citation 6

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Stock market crash, financial bubble, Chinese markets, rational expectation bubble, log-periodic power law

6.

Identification and Critical Time Forecasting of Real Estate Bubbles in the U.S.A and Switzerland

Swiss Finance Institute Research Paper No. 14-44
Number of pages: 56 Posted: 12 Jul 2014
ETH Zürich, ETH Zürich, ETH Zürich and ETH Zürich - Department of Management, Technology, and Economics (D-MTEC)
Downloads 647 (48,228)
Citation 1

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real-estate bubbles, USA and Switzerland, diffusion index, forecasting, log-periodic power law, criticality, positive feedback, sparse partial least squares

Quis Pendit Ipsa Pretia: Facebook Valuation and Diagnostic of a Bubble Based on Nonlinear Demographic Dynamics

Swiss Finance Institute Research Paper No. 11-58
Number of pages: 21 Posted: 30 Nov 2011
Peter Cauwels and Didier Sornette
ETH Zürich and ETH Zürich - Department of Management, Technology, and Economics (D-MTEC)
Downloads 488 (68,239)
Citation 1

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facebook, social-networking, valuation, IPO, S-curve, logistic growth, forecast, fundamental value, bubble

Quis Pendit Ipsa Pretia: Facebook Valuation and Diagnostic of a Bubble Based on Nonlinear Demographic Dynamics

Journal of Portfolio Management, Vol. 38, No. 2, 2012, https://doi.org/10.3905/jpm.2012.38.2.056
Posted: 21 May 2019
Peter Cauwels and Didier Sornette
ETH Zürich and ETH Zürich - Department of Management, Technology, and Economics (D-MTEC)

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Facebook, social-networking, valuation, IPO, S-curve, logistic growth, forecast, fundamental value, bubble

8.

Is There A Real Estate Bubble in Switzerland? (Diagnostic as of 2012-Q4)

Swiss Finance Institute Research Paper No. 13-07
Number of pages: 17 Posted: 22 Mar 2013
ETH Zürich, ETH Zürich, ETH Zürich and ETH Zürich - Department of Management, Technology, and Economics (D-MTEC)
Downloads 439 (78,398)
Citation 3

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real estate bubble, Switzerland, interest rates, positive feedbacks, log-periodic power law, Comparis, Internet, supervised machine learning

9.

A Creepy World

Swiss Finance Institute Research Paper No. 13-55
Number of pages: 18 Posted: 02 Feb 2014
Didier Sornette and Peter Cauwels
ETH Zürich - Department of Management, Technology, and Economics (D-MTEC) and ETH Zürich
Downloads 208 (173,638)
Citation 1

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systemic crisis, change of regime, financial bubble, bifurcation, instability, precursors, prediction, scenarios

10.

Dynamics and Spatial Distribution of Global Nighttime Lights

Swiss Finance Institute Research Paper No. 13-02
Number of pages: 33 Posted: 23 Mar 2013
Nicola Pestalozzi, Peter Cauwels and Didier Sornette
ETH Zürich, ETH Zürich and ETH Zürich - Department of Management, Technology, and Economics (D-MTEC)
Downloads 183 (195,073)
Citation 3

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satellite nighttime lights, spatial light Gini coefficient, nighttime light growth, economic development, agglomeration growth, light pollution

11.

Trapped in the “zero-risk” society and how to break free

Swiss Finance Institute Research Paper No. 20-78
Number of pages: 6 Posted: 01 Sep 2020 Last Revised: 14 Sep 2020
Didier Sornette and Peter Cauwels
ETH Zürich - Department of Management, Technology, and Economics (D-MTEC) and ETH Zürich
Downloads 153 (227,195)
Citation 1

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risks, uncertainty, unknowns, dragon-kings, extremes, out-of-equilibrium, risk-taking, innovation, invention, discovery

12.

Are ‘Flow of Ideas’ and ‘Research Productivity’ in secular decline?

Swiss Finance Institute Research Paper No. 20-90
Number of pages: 34 Posted: 22 Oct 2020 Last Revised: 24 Oct 2020
Peter Cauwels and Didier Sornette
ETH Zürich and ETH Zürich - Department of Management, Technology, and Economics (D-MTEC)
Downloads 121 (272,998)
Citation 1

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research productivity, knowledge accumulation, economic growth, endogenous growth, exponential growth, S-curve, technological progress, discovery, invention, innovation, scientific revolutions

13.

The Fair Reward Problem: The Illusion of Success and How to Solve It

Swiss Finance Institute Research Paper No. 19-25
Number of pages: 43 Posted: 25 Apr 2019 Last Revised: 29 Apr 2019
Didier Sornette, Spencer Wheatley and Peter Cauwels
ETH Zürich - Department of Management, Technology, and Economics (D-MTEC), ETH Zürich and ETH Zürich
Downloads 121 (272,998)
Citation 2

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success, reward, luck, merit, measurement, scenario analysis, Darwinian, evolutionary learning, equality

14.

Human-Environment-Health and Reinforcement of Individual Resilience

Swiss Finance Institute Research Paper No. 20-23
Number of pages: 8 Posted: 22 Apr 2020 Last Revised: 23 Apr 2020
Didier Sornette, Peter Cauwels, Euan Mearns and Ke Wu
ETH Zürich - Department of Management, Technology, and Economics (D-MTEC), ETH Zürich, ETH Zürich - Department of Management, Technology, and Economics (D-MTEC) and Southern University of Science and Technology
Downloads 120 (274,657)

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COVID-19, resilience, system, pollution, individual responsibility, social digital technologies

15.

When Games Meet Reality: Is Zynga Overvalued?

RC working paper No. 12-003
Number of pages: 28 Posted: 20 Dec 2012
Zalàn Forrò, Peter Cauwels and Didier Sornette
Independent, ETH Zürich and ETH Zürich - Department of Management, Technology, and Economics (D-MTEC)
Downloads 114 (284,952)
Citation 3

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Zynga, valuation, social-networks, IPO, growth in competition, bubble, Facebook, lock-up, The Journal of Investment Strategies

16.

Forecasting Future Oil Production in Norway and the UK: A General Improved Methodology

Swiss Finance Institute Research Paper No. 14-46
Number of pages: 23 Posted: 26 Jul 2014
ETH Zürich, Independent, ETH Zürich and ETH Zürich - Department of Management, Technology, and Economics (D-MTEC)
Downloads 103 (305,635)

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Monte-Carlo, oil peak, logistic equation, Poisson process, power law distribution