Working Papers

From ETH Zurich, Chair of Systems Design
Contact information at EDIRC.
Bibliographic data for series maintained by Claudio J. Tessone ( this e-mail address is bad, please contact ).

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14-010: Collective behaviour induced by network volatility: Claudio J. Tessone
14-009: A scenario planning approach for disasters on Swiss road network: G. A. Mendes, K. W. Axhausen, J. S. Andrade, Jr and H. J. Herrmann
14-008: Shock waves on complex networks: Enys Mones, Nuno A. M. Ara\'ujo, Tam\'as Vicsek and Hans J. Herrmann
14-007: Flood avalanches in a semiarid basin with a dense reservoir network: Samuel J. Peter, J. C. de Ara\'ujo, N. A. M. Ara\'ujo and H. J. Herrmann
14-006: Mortality Decline, Impatience and Aggregate Wealth Accumulation with Risk-Sensitive Preferences: Antoine Bommier
14-005: Hierarchical maximum likelihood parameter estimation for cumulative prospect theory: Improving the reliability of individual risk parameter estimates: Ryan O. Murphy and Robert H.W. ten Brincke
14-004: Smart rewiring for network robustness: Vitor H. P. Louzada, Fabio Daolio, Hans J. Herrmann and Marco Tomassini
14-002: Social Security and the Interactions Between Aggregate and Idiosyncratic Risk: Daniel Harenberg and Alexander Ludwig
13-007: Accounting for Different Uncertainties: Implications for Climate Investments?: Svenja Hector()
13-006: Risk Sharing Capacity: Markets versus Households: Hans Gersbach and Hans Haller
13-005: Refined Risk Assessment and Banking Stability: Hans Gersbach and Jan Wenzelburger
13-004: Overlapping Correlation Coefficient: Paolo Tasca
13-003: Quantifying the Impact of Leveraging and Diversification on Systemic Risk: Paolo Tasca, Pavlin Mavrodiev and Frank Schweitzer
13-002: A Robust Approach to Risk Aversion: Antoine Bommier and Francois Le Grand
13-001: Quantifying the effects of social influence: Pavlin Mavrodiev, Claudio J. Tessone and Frank Schweitzer
12-018: Redistribution spurs growth by using a portfolio effect on risky human capital: Jan Lorenz, Fabian Paetzel and Frank Schweitzer
12-017: Diversity-induced resonance in the response to social norms: Claudio J. Tessone, Angel Sanchez and Frank Schweitzer
12-016: Financial fragility and distress propagation in a network of regions: Stefania Vitali, Stefano Battiston and Mauro Gallegati
12-015: How big is too big? Critical Shocks for Systemic Failure Cascades: Claudio J. Tessone, Antonios Garas, Beniamino Guerra and Frank Schweitzer
12-014: The Social Climbing Game: Marco Bardoscia, Giancarlo De Luca, Giacomo Livan, Matteo Marsili and Claudio J. Tessone
12-013: Credit Default Swaps Drawup Networks: Too Tied To Be Stable?: Rahul Kaushik and Stefano Battiston
12-012: Market Procyclicality and Systemic Risk: Paolo Tasca and Stefano Battiston
12-011: Generating Robust and Efficient Networks Under Targeted Attacks: Vitor H. P. Louzada, Fabio Daolio, Hans J. Herrmann and Marco Tomassini
12-010: Crowd Disasters as Systemic Failures: Analysis of the Love Parade Disaster: Dirk Helbing and Pratik Mukerji
12-009: Inverse targeting - an effective immunization strategy: C.M. Schneider, T. Mihaljev and H.J. Herrmann
12-008: Overspill avalanching in a dense reservoir network: G. L. Mamede, N. A. M. Araujo, C. M. Schneider, J. C. de Araujo and H. J. Herrmann
12-007: Suppressing Epidemics with a Limited Amount of Immunization Units: C. M. Schneider, T. Mihaljev, S. Havlin and H. J. Herrmann
12-006: Tricritical point in explosive percolation: N. A. M. Araujo, J. S. Andrade, R. M. Ziff and H. J. Herrmann
12-005: Interarrival times of message propagation on directed networks: T. Mihaljev, L. de Arcangelis and H. J. Herrmann
12-004: Dragon-kings: Mechanisms, statistical methods and empirical evidence: Didier Sornette and Guy Ouillon
12-003: When games meet reality: is Zynga overvalued?: Z. Forr\'o, P. Cauwels and D. Sornette
12-002: Too Risk Averse to Purchase Insurance? A Theoretical Glance at the Annuity Puzzle: Antoine Bommier
12-001: Life-Cycle Preferences Revisited: Antoine Bommier
11-007: Quis pendit ipsa pretia: facebook valuation and diagnostic of a bubble based on nonlinear demographic dynamics: Didier Sornette Peter Cauwels
11-006: Default Cascades: When Does Risk Diversification Increase Stability?: Stefano Battiston, Domenico Delli Gatti, Mauro Gallegati, Bruce Greenwald and Joseph Stiglitz
11-005: Strategies used as Spectroscopy of Financial Markets Reveal New Stylized Facts: Wei-Xing Zhou, Guo-Hua Mu, Si-Wei Chen and Didier Sornette
11-004: Clarifications to Questions and Criticisms on the Johansen-Ledoit-Sornette bubble Model: Didier Sornette, Ryan Woodard,, Wanfeng Yan and Wei-Xing Zhou
11-003: The Role of diversification risk in financial bubbles: Wanfeng Yan, Ryan Woodard and Didier Sornette
11-002: A Stable and Robust Calibration Scheme of the Log-Periodic Power Law Model: Vladimir Filimonov and Didier Sornette
11-001: Detection of Crashes and Rebounds in Major Equity Markets: Wanfeng Yan, Reda Rebib, Ryan Woodard and Didier Sornette
11-001: Diversification and Financial Stability: Paolo Tasca and Stefano Battiston
10-013: Fundamental and Real-World Challenges in Economics: Dirk Helbing and Stefano Balietti
10-012: From Assortative to Dissortative Networks: The Role of Capacity Constraints: Michael D. K\"onig, Claudio J. Tessone and Yves Zenou
10-011: Network Evolution Based on Centrality: Michael D. K{\"o}nig and Claudio J. Tessone
10-010: Using Laboratory Experiments to Study Law and Crime: Christine Horne and Heiko Rauhut
10-009: Pluralistic Modeling of Complex Systems: Dirk Helbing
10-008: Sustainable growth in complex networks: Claudio J. Tessone, Markus M. Geipel and F. Schweitzer
10-007: An Agent-Based Model of Collective Emotions in Online Communities: Frank Schweitzer and David Garcia
10-006: Tactical voting in plurality elections: Nuno A. M. Araujo, Jose S. Andrade and Hans J. Herrmann
10-005: Explosive percolation via control of the largest cluster: Nuno A. M. Araujo and Hans J. Herrmann
10-004: On Phase Transitions to Cooperation in the Prisoner's Dilemma: Dirk Helbing and Sergi Lozano
10-003: The FuturIcT Knowledge Accelerator: Unleashing the Power of Information for a Sustainable Future: Dirk Helbing
10-002: Bargaining over time in ultimatum game experiments: Roger Berger, Heiko Rauhut, Sandra Prade and Dirk Helbing
10-001: Disorder-induced volatility of collective dynamics: Georges Harras, Claudio J. Tessone and Didier Sornette
09-011: Systemic Risk in a Unifying Framework for Cascading Processes on Networks: Jan Lorenz, Stefano Battiston and Frank Schweitzer
09-010: Economic Networks: What do we know and what do we need to know?: Frank Schweitzer, Giorgio Fagiolo, Didier Sornette, Fernando Vega-Redondo and Douglas White
09-009: The Spatial Variability of Vehicle Densities as Determinant of Urban Network Capacity: Amin Mazloumian, Nikolas Geroliminis and Dirk Helbing
09-008: Bubble Diagnosis and Prediction of the 2005-2007 and 2008-2009 Chinese stock market bubbles: Zhi-Qiang Jiang, Wei-Xing Zhou, D. Sornette, Ryan Woodard, Ken Bastiaensen and Peter Cauwels
09-007: Most Efficient Homogeneous Volatility Estimators: A. Saichev, D. Sornette and V. Filimonov
09-006: A Dynamic Model of Network Formation with Strategic Interactions: M. Koenig, Claudio J. Tessone and Yves Zenou
09-005: Dragon-Kings, Black Swans and the Prediction of Crises: D. Sornette
09-004: Punctuated Evolution due to Delayed Carrying Capacity: V.I. Yukalov, E.P. Yukalova and D. Sornette
09-003: Financial Bubbles, Real Estate bubbles, Derivative Bubbles, and the Financial and Economic Crisis: D. Sornette and R. Woodard
09-002: A Consistent Model of `Explosive' Financial Bubbles With Mean-Reversing Residuals: L. Lin, Ren R.E. and D. Sornette
09-001: How to make a fragile network robust and vice versa: Andre A. Moreira, Jose S. Andrade, Hans J. Herrmann and Joseph O. Indekeu