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Peter Cauwels

  1. When games meet reality: is Zynga overvalued.

    Втр, 04/03/2012 - 15:01 — SomNambul
    Authors: Didier Sornette, Peter Cauwels, Zalán Forró
    Subjects: General Finance
    Abstract

    On December 16th, 2011, Zynga, the well-known social game developing company
    went public. This event followed other recent IPOs in the world of social
    networking companies, such as Groupon or Linkedin among others. With a
    valuation close to 7 billion USD at the time when it went public, Zynga became
    one of the biggest web IPOs since Google. This recent enthusiasm for social
    networking companies raises the question whether they are overvalued.

  2. Valuation of Zynga.

    Пт, 12/30/2011 - 15:01 — SomNambul
    Authors: Didier Sornette, Peter Cauwels, Zalán Forró
    Subjects: General Finance
    Abstract

    On December 16, Zynga, the well-known social game developing company went
    public. This event is following other recent IPOs in the world of social
    networking companies, such as Groupon, Linkedin or Pandora to cite a few. With
    a valuation close to 7 billion USD at the time when it went public, Zynga has
    become the biggest web IPO since Google. This recent enthusiasm for social
    networking companies, and in particular Zynga, brings up the question whether
    or not they are overvalued.

  3. Quis pendit ipsa pretia: facebook valuation and diagnostic of a bubble based on nonlinear demographic dynamics.

    Пт, 10/07/2011 - 15:01 — SomNambul
    Authors: Didier Sornette, Peter Cauwels
    Subjects: Pricing of Securities
    Abstract

    We present a novel methodology to determine the fundamental value of firms in
    the social-networking sector, motivated by recent realized IPOs and by reports
    that suggest sky-high valuations of firms such as facebook, Groupon, LinkedIn
    Corp., Pandora Media Inc, Twitter, Zynga.

  4. Bubble Diagnosis and Prediction of the 2005-2007 and 2008-2009 Chinese stock market bubbles.

    Втр, 09/08/2009 - 12:16 — SomNambul
    Authors: Wei-Xing Zhou, Zhi-Qiang Jiang, Didier Sornette, Ryan Woodard, Ken Bastiaensen, Peter Cauwels
    Subjects: Statistical Finance
    Abstract

    By combining (i) the economic theory of rational expectation bubbles, (ii)
    behavioral finance on imitation and herding of investors and traders and (iii)
    the mathematical and statistical physics of bifurcations and phase transitions,
    the log-periodic power law model has been developed as a flexible tool to
    detect bubbles. The LPPL model considers the faster-than-exponential (power law
    with finite-time singularity) increase in asset prices decorated by
    accelerating oscillations as the main diagnostic of bubbles.

Math-arch

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