{"id":"https://openalex.org/W1969092152","doi":"https://doi.org/10.1007/s100510050361","title":"How the financial crash of October 1997 could have been predicted","display_name":"How the financial crash of October 1997 could have been predicted","publication_year":1998,"publication_date":"1998-08-01","ids":{"openalex":"https://openalex.org/W1969092152","doi":"https://doi.org/10.1007/s100510050361","mag":"1969092152"},"language":"en","primary_location":{"id":"doi:10.1007/s100510050361","doi":"https://doi.org/10.1007/s100510050361","is_oa":false,"landing_page_url":"https://doi.org/10.1007/s100510050361","pdf_url":null,"source":{"id":"https://openalex.org/S9051360","display_name":"The European Physical Journal B","issn_l":"1434-6028","issn":["1434-6028","1434-6036"],"is_oa":false,"is_in_doaj":false,"is_core":true,"listed_in":["anvur-scientific","cwts-core","dongbi-d","jufo-1","norway-1","poland-40","russia-white-list-3"],"host_organization":"https://openalex.org/P4310319900","host_organization_name":"Springer Science+Business Media","host_organization_lineage":["https://openalex.org/P4310319900","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Science+Business Media","Springer Nature"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"The European Physical Journal B","raw_type":"journal-article"},"volume":null,"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5037510247","display_name":"Nicolas Vandewalle","orcid":"https://orcid.org/0000-0002-1824-2011","observed_orcids":["https://orcid.org/0000-0002-1824-2011"]},"institutions":[{"id":"https://openalex.org/I157674565","display_name":"University of Li\u00e8ge","ror":"https://ror.org/00afp2z80","country_code":"BE","type":"education","lineage":["https://openalex.org/I157674565"]}],"countries":["BE"],"is_corresponding":false,"raw_author_name":"N. Vandewalle","raw_affiliation_strings":["SUPRAS,Institut de Physique B5, Universit\u00e9 de Li\u00e8ge, 4000, Li\u00e8ge, Belgium","SUPRAS, Institut de Physique B5, Universite de Liege, Liege, Belgium"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"SUPRAS,Institut de Physique B5, Universit\u00e9 de Li\u00e8ge, 4000, Li\u00e8ge, Belgium","institution_ids":["https://openalex.org/I157674565"]},{"raw_affiliation_string":"SUPRAS, Institut de Physique B5, Universite de Liege, Liege, Belgium","institution_ids":["https://openalex.org/I157674565"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5072822499","display_name":"Marcel Ausloos","orcid":"https://orcid.org/0000-0001-9973-0019","observed_orcids":["https://orcid.org/0000-0001-9973-0019"]},"institutions":[{"id":"https://openalex.org/I157674565","display_name":"University of Li\u00e8ge","ror":"https://ror.org/00afp2z80","country_code":"BE","type":"education","lineage":["https://openalex.org/I157674565"]}],"countries":["BE"],"is_corresponding":false,"raw_author_name":"M. Ausloos","raw_affiliation_strings":["SUPRAS,Institut de Physique B5, Universit\u00e9 de Li\u00e8ge, 4000, Li\u00e8ge, Belgium","SUPRAS, Institut de Physique B5, Universite de Liege, Liege, Belgium"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"SUPRAS,Institut de Physique B5, Universit\u00e9 de Li\u00e8ge, 4000, Li\u00e8ge, Belgium","institution_ids":["https://openalex.org/I157674565"]},{"raw_affiliation_string":"SUPRAS, Institut de Physique B5, Universite de Liege, Liege, Belgium","institution_ids":["https://openalex.org/I157674565"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5111699902","display_name":"P Boveroux","orcid":null,"observed_orcids":[]},"institutions":[{"id":"https://openalex.org/I157674565","display_name":"University of Li\u00e8ge","ror":"https://ror.org/00afp2z80","country_code":"BE","type":"education","lineage":["https://openalex.org/I157674565"]}],"countries":["BE"],"is_corresponding":false,"raw_author_name":"P. Boveroux","raw_affiliation_strings":["Th\u00e9orie mon\u00e9taire et finances B31, Facult\u00e9 d'\u00c9conomie, Gestion et Sciences Sociales, Universit\u00e9 de Li\u00e8ge, 4000, Li\u00e8ge, Belgium","Th\u00e9orie mon\u00e9taire et finances B31, Facult\u00e9 d'\u00c9conomie, Gestion et Sciences Sociales, Universit\u00e9 de Li\u00e8ge, Li\u00e8ge, Belgium"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Th\u00e9orie mon\u00e9taire et finances B31, Facult\u00e9 d'\u00c9conomie, Gestion et Sciences Sociales, Universit\u00e9 de Li\u00e8ge, 4000, Li\u00e8ge, Belgium","institution_ids":["https://openalex.org/I157674565"]},{"raw_affiliation_string":"Th\u00e9orie mon\u00e9taire et finances B31, Facult\u00e9 d'\u00c9conomie, Gestion et Sciences Sociales, Universit\u00e9 de Li\u00e8ge, Li\u00e8ge, Belgium","institution_ids":["https://openalex.org/I157674565"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5044226595","display_name":"Albert Minguet","orcid":null,"observed_orcids":[]},"institutions":[{"id":"https://openalex.org/I157674565","display_name":"University of Li\u00e8ge","ror":"https://ror.org/00afp2z80","country_code":"BE","type":"education","lineage":["https://openalex.org/I157674565"]}],"countries":["BE"],"is_corresponding":false,"raw_author_name":"A. Minguet","raw_affiliation_strings":["Th\u00e9orie mon\u00e9taire et finances B31, Facult\u00e9 d'\u00c9conomie, Gestion et Sciences Sociales, Universit\u00e9 de Li\u00e8ge, 4000, Li\u00e8ge, Belgium","Th\u00e9orie mon\u00e9taire et finances B31, Facult\u00e9 d'\u00c9conomie, Gestion et Sciences Sociales, Universit\u00e9 de Li\u00e8ge, Li\u00e8ge, Belgium"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Th\u00e9orie mon\u00e9taire et finances B31, Facult\u00e9 d'\u00c9conomie, Gestion et Sciences Sociales, Universit\u00e9 de Li\u00e8ge, 4000, Li\u00e8ge, Belgium","institution_ids":["https://openalex.org/I157674565"]},{"raw_affiliation_string":"Th\u00e9orie mon\u00e9taire et finances B31, Facult\u00e9 d'\u00c9conomie, Gestion et Sciences Sociales, Universit\u00e9 de Li\u00e8ge, Li\u00e8ge, Belgium","institution_ids":["https://openalex.org/I157674565"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":1,"corresponding_author_ids":[],"corresponding_institution_ids":["https://openalex.org/I157674565"],"apc_list":{"value":3490,"currency":"USD","value_usd":3490},"apc_paid":null,"fwci":26.1322,"has_fulltext":false,"cited_by_count":126,"citation_normalized_percentile":{"value":0.99402696,"is_in_top_1_percent":true,"is_in_top_10_percent":true},"cited_by_percentile_year":{"min":88,"max":98},"biblio":{"volume":"4","issue":"2","first_page":"139","last_page":"141"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11270","display_name":"Complex Systems and Time Series Analysis","score":0.9965999722480774,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T11270","display_name":"Complex Systems and Time Series Analysis","score":0.9965999722480774,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T11326","display_name":"Stock Market Forecasting Methods","score":0.0010999999940395355,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10591","display_name":"Theoretical and Computational Physics","score":0.00039999998989515007,"subfield":{"id":"https://openalex.org/subfields/3104","display_name":"Condensed Matter Physics"},"field":{"id":"https://openalex.org/fields/31","display_name":"Physics and Astronomy"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/stock-market-crash-prediction","display_name":"stock market crash prediction","score":0.7670000195503235},{"id":"https://openalex.org/keywords/dow-jones-industrial-average","display_name":"Dow Jones Industrial Average","score":0.8240000009536743},{"id":"https://openalex.org/keywords/s-p-500","display_name":"S&P 500","score":0.9940000176429749},{"id":"https://openalex.org/keywords/logarithmic-dependence","display_name":"logarithmic dependence","score":0.9300000071525574},{"id":"https://openalex.org/keywords/oscillation-patterns","display_name":"oscillation patterns","score":0.8629999756813049}],"concepts":[{"id":"https://openalex.org/C183469790","wikidata":"https://www.wikidata.org/wiki/Q333501","display_name":"Crash","level":2,"score":0.8663289546966553},{"id":"https://openalex.org/C2778775528","wikidata":"https://www.wikidata.org/wiki/Q5135432","display_name":"Closing (real estate)","level":2,"score":0.758411169052124},{"id":"https://openalex.org/C2777382242","wikidata":"https://www.wikidata.org/wiki/Q6017816","display_name":"Index (typography)","level":2,"score":0.6648646593093872},{"id":"https://openalex.org/C39927690","wikidata":"https://www.wikidata.org/wiki/Q11197","display_name":"Logarithm","level":2,"score":0.5059708952903748},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.43890872597694397},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.43349918723106384},{"id":"https://openalex.org/C2780299701","wikidata":"https://www.wikidata.org/wiki/Q475000","display_name":"Stock market","level":3,"score":0.4311046600341797},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.3807857036590576},{"id":"https://openalex.org/C121864883","wikidata":"https://www.wikidata.org/wiki/Q677916","display_name":"Statistical physics","level":1,"score":0.35700100660324097},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.317306250333786},{"id":"https://openalex.org/C10138342","wikidata":"https://www.wikidata.org/wiki/Q43015","display_name":"Finance","level":1,"score":0.26441940665245056},{"id":"https://openalex.org/C121332964","wikidata":"https://www.wikidata.org/wiki/Q413","display_name":"Physics","level":0,"score":0.23345506191253662},{"id":"https://openalex.org/C127313418","wikidata":"https://www.wikidata.org/wiki/Q1069","display_name":"Geology","level":0,"score":0.22108960151672363},{"id":"https://openalex.org/C134306372","wikidata":"https://www.wikidata.org/wiki/Q7754","display_name":"Mathematical analysis","level":1,"score":0.2130712866783142},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.19451001286506653},{"id":"https://openalex.org/C151730666","wikidata":"https://www.wikidata.org/wiki/Q7205","display_name":"Paleontology","level":1,"score":0.0},{"id":"https://openalex.org/C199360897","wikidata":"https://www.wikidata.org/wiki/Q9143","display_name":"Programming language","level":1,"score":0.0},{"id":"https://openalex.org/C2780762169","wikidata":"https://www.wikidata.org/wiki/Q5905368","display_name":"Horse","level":2,"score":0.0},{"id":"https://openalex.org/C136764020","wikidata":"https://www.wikidata.org/wiki/Q466","display_name":"World Wide Web","level":1,"score":0.0}],"mesh":[],"locations_count":3,"locations":[{"id":"doi:10.1007/s100510050361","doi":"https://doi.org/10.1007/s100510050361","is_oa":false,"landing_page_url":"https://doi.org/10.1007/s100510050361","pdf_url":null,"source":{"id":"https://openalex.org/S9051360","display_name":"The European Physical Journal B","issn_l":"1434-6028","issn":["1434-6028","1434-6036"],"is_oa":false,"is_in_doaj":false,"is_core":true,"listed_in":["anvur-scientific","cwts-core","dongbi-d","jufo-1","norway-1","poland-40","russia-white-list-3"],"host_organization":"https://openalex.org/P4310319900","host_organization_name":"Springer Science+Business Media","host_organization_lineage":["https://openalex.org/P4310319900","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Science+Business Media","Springer Nature"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"The European Physical Journal B","raw_type":"journal-article"},{"id":"pmh:oai:edpsciences.org:dkey/10.1007/s100510050361","doi":null,"is_oa":false,"landing_page_url":"http://www.springerlink.com/content/fulltext.pdf?id=doi:10.1007/s100510050361","pdf_url":"http://www.springerlink.com/content/fulltext.pdf?id=doi:10.1007/s100510050361","source":{"id":"https://openalex.org/S4306400744","display_name":"Springer Link (Chiba Institute of Technology)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I8488066","host_organization_name":"Chiba Institute of Technology","host_organization_lineage":["https://openalex.org/I8488066"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"https://doi.org/10.1007/s100510050361","raw_type":"Text"},{"id":"pmh:oai:orbi.ulg.ac.be:2268/18002","doi":null,"is_oa":false,"landing_page_url":"https://orbi.uliege.be/handle/2268/18002","pdf_url":null,"source":{"id":"https://openalex.org/S4306401300","display_name":"ORBi (University of Li\u00e8ge)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I157674565","host_organization_name":"University of Li\u00e8ge","host_organization_lineage":["https://openalex.org/I157674565"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"European Physical Journal B -- Condensed Matter, 4 (2), 139-141 (1998-07)","raw_type":"http://purl.org/coar/resource_type/c_6501"}],"best_oa_location":null,"sustainable_development_goals":[],"sustainable_development_goals_aurora":[{"score":0.49000000953674316,"display_name":"Decent work and economic growth","id":"https://metadata.un.org/sdg/8"}],"study_designs":[],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":0,"referenced_works":[],"related_works":["https://openalex.org/W2047746991","https://openalex.org/W7098203358","https://openalex.org/W7098141882","https://openalex.org/W2035936324","https://openalex.org/W7098629667","https://openalex.org/W2951029834","https://openalex.org/W2294067793","https://openalex.org/W2149451408","https://openalex.org/W4389200349","https://openalex.org/W4399828674"],"abstract_inverted_index":null,"counts_by_year":[{"year":2024,"cited_by_count":3},{"year":2023,"cited_by_count":1},{"year":2022,"cited_by_count":2},{"year":2021,"cited_by_count":1},{"year":2020,"cited_by_count":2},{"year":2019,"cited_by_count":4},{"year":2018,"cited_by_count":5},{"year":2017,"cited_by_count":1},{"year":2016,"cited_by_count":5},{"year":2015,"cited_by_count":4},{"year":2014,"cited_by_count":6},{"year":2013,"cited_by_count":5},{"year":2012,"cited_by_count":2}],"updated_date":"2026-10-12T09:40:04.860316","created_date":"2016-06-24T00:00:00"}