References of "Boveroux, P"
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See detailExperiences de mort imminente: phenomenes paranormaux ou neurologiques?
Thonnard, Marie ULg; Schnakers, Caroline ULg; Boly, Mélanie ULg et al

in Revue Médicale de Liège (2008), 63(5-6), 438-44

Seeing a bright light at the end of a tunnel or having a sense of being out of the physical body are phenomena that some patients report after having been close to death. Some spiritual and psychological ... [more ▼]

Seeing a bright light at the end of a tunnel or having a sense of being out of the physical body are phenomena that some patients report after having been close to death. Some spiritual and psychological theories have been developed in order to explain these near-death-experiences. Clinical studies have aimed to determine their frequency and to assess their precipitating factors. Recent neuroimaging studies, however, have shown the involvement of the temporo-parietal cortex in the generation of out-of-body experiences and are offering a physiological, neurological account for the phenomenon, rebuffing dualistic, non-physical explanations. [less ▲]

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See detailDomino effect for world market fluctuations
Vandewalle, Nicolas ULg; Boveroux, P.; Brisbois, F.

in European Physical Journal B -- Condensed Matter (2000), 15(3), 547-549

In order to emphasize cross-correlations for fluctuations in major market places, series of up and down spins are built from financial data. Patterns frequencies are measured, and statistical tests ... [more ▼]

In order to emphasize cross-correlations for fluctuations in major market places, series of up and down spins are built from financial data. Patterns frequencies are measured, and statistical tests performed. Strong cross-correlations are emhasized, proving that market moves are collective behaviors. [less ▲]

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See detailApplications of statistical physics to economic and financial topics
Ausloos, Marcel ULg; Vandewalle, Nicolas ULg; Boveroux, P. et al

in Physica A: Statistical Mechanics and its Applications (1999), 274(1-2), 229-240

Problems in economy and finance have started to attract the interest of statistical physicists. Fundamental problems pertain to the existence or not of long-, medium-, short-range power-law correlations ... [more ▼]

Problems in economy and finance have started to attract the interest of statistical physicists. Fundamental problems pertain to the existence or not of long-, medium-, short-range power-law correlations in economic systems as well as to the presence of financial cycles. Methods like the extended detrented fluctuation analysis, and the multi-affine analysis are recalled emphasizing their value in sorting out correlation ranges and predictability. Among spectacular results, the possibility of crash predictions is indicated. The well known financial analyst technique, the so-called moving average, is shown to raise questions about fractional Brownian motion properties. Finally, the (m,k)-Zipf method and the i-variability diagram technique are presented for sorting out short range correlations. Analogies with other fields of modem applied statistical physics are also presented in view of some universal openess. [less ▲]

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See detailThe moving averages demystified
Vandewalle, Nicolas ULg; Ausloos, Marcel ULg; Boveroux, P.

in Physica A: Statistical Mechanics and its Applications (1999), 269(1), 170-176

A common method in technical analysis is the construction of moving averages along time series of stock prices. We show that they present a practical interest for physicists, and raise new questions on ... [more ▼]

A common method in technical analysis is the construction of moving averages along time series of stock prices. We show that they present a practical interest for physicists, and raise new questions on fundamental ground. Indeed, self-affine signals characterized by a defined roughness exponent H can be investigated through moving averages. The density rho of crossing points between two moving averages is shown to be a measure of long-range power-law correlations in a signal. Finally, we present a specific transform with which various structures in a signal, e.g. trends, cycles, noise, etc, can be investigated in a systematic way. [less ▲]

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See detailVisualizing the log-periodic pattern before crashes
Vandewalle, Nicolas ULg; Ausloos, Marcel ULg; Boveroux, P. et al

in European Physical Journal B -- Condensed Matter (1999), 9(2), 355-359

We present a method for visualizing the pattern which we believe to be a precursor signature of financial crashes (or ruptures). The log-periodicity of the pattern is investigated through the envelope ... [more ▼]

We present a method for visualizing the pattern which we believe to be a precursor signature of financial crashes (or ruptures). The log-periodicity of the pattern is investigated through the envelope function technique. Three periods of the Down Jones Industrial Average (DJIA) are investigated: 1982-1987, 1992-1997 and 1993-1998. The presence of a rupture in the end of 1998 is outlined from data taken before the end of August 1998. [less ▲]

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See detailHow the financial crash of October 1997 could have been predicted
Vandewalle, Nicolas ULg; Ausloos, Marcel ULg; Boveroux, P. et al

in European Physical Journal B -- Condensed Matter (1998), 4(2), 139-141

From the analysis of (closing value) stock market index like the Dow Jones Industrial average and the S&P500 it is possible to observe the precursor of a so-called crash. This is shown on the Oct. 1987 ... [more ▼]

From the analysis of (closing value) stock market index like the Dow Jones Industrial average and the S&P500 it is possible to observe the precursor of a so-called crash. This is shown on the Oct. 1987 and Oct. 1997 cases. The data analysis indicates that the index divergence has followed twice a "universal"; behavior, i.e. a logarithmic dependence, superposed on a well defined oscillation pattern. The prediction of the crash date is remarkable and can be done two months in advance. In the spirit of phase transition phenomena, the economic index is said to be analogous to a signal signature found in a two dimensional fluid of vortices. [less ▲]

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See detailThe crash of October 1987 seen as a phase transition: amplitude and universality
Vandewalle, Nicolas ULg; Boveroux, P.; Minguet, A. et al

in Physica A: Statistical Mechanics and its Applications (1998), 255(1-2), 201-210

We analyze the evolution of several financial indices before the crash of October 1987. The amplitude of the crash varies from one index to another. However, assuming that the crash is similar to a phase ... [more ▼]

We analyze the evolution of several financial indices before the crash of October 1987. The amplitude of the crash varies from one index to another. However, assuming that the crash is similar to a phase transition and particularly to a specific heat jump, we find that the crash amplitude can be well estimated by assuming a simple background which differs from market to market. We show that the divergence near the crash event is logarithmic and extends between 2 weeks and 4 years before the october 1987 crash on both S&P500 and Dow Jones indices. The behavior is like that found for the d = 2 Ising model specific heat. The latter result is in contrast to previous works which have considered a power law behavior of the index near the crash. Finally, we confirm the presence of log-periodic oscillations and discuss briefly their origin. [less ▲]

Detailed reference viewed: 45 (1 ULg)