pith. sign in

Didier Sornette

Identifiers

  • name variant Didier Sornette 0.60 · backfill

Papers (126)

  1. Critical Hawkes Processes with Random Fertilities: Stationarity in Law Beyond Infinite Mean Activity physics.gen-ph · 2026 · author #1
  2. Accelerating unrest at Campi Flegrei signals a critical transition within the next decade physics.geo-ph · 2026 · author #2
  3. Axial Seamount Eruption Forecasting Experiment physics.geo-ph · 2025 · author #2
  4. Coupled mechano-electrokinetic Burridge-Knopoff model of fault sliding events and transient geoelectric signals physics.geo-ph · 2019 · author #4
  5. A paradigm for developing earthquake probability forecasts based on geoelectric data physics.geo-ph · 2019 · author #4
  6. A Theory of Discrete Hierarchies as Optimal Cost-Adjusted Productivity Organisations physics.soc-ph · 2019 · author #2
  7. Statistical witchhunts: Science, justice & the p-value crisis stat.OT · 2019 · author #2
  8. Forecasting the full distribution of earthquake numbers is fair, robust and better physics.geo-ph · 2019 · author #3
  9. The fair reward problem: the illusion of success and how to solve it econ.GN · 2019 · author #1
  10. Magnitude Of Earthquakes Controls The Size Distribution Of Their Triggered Events physics.geo-ph · 2019 · author #3
  11. Data breaches in the catastrophe framework & beyond stat.AP · 2019 · author #3
  12. Pattern phase diagram of spiking neurons on spatial networks q-bio.NC · 2018 · author #2
  13. The ARMA Point Process and its Estimation math.ST · 2018 · author #3
  14. Dissection of Bitcoin's Multiscale Bubble History from January 2012 to February 2018 econ.EM · 2018 · author #3
  15. Are Bitcoin Bubbles Predictable? Combining a Generalized Metcalfe's Law and the LPPLS Model econ.EM · 2018 · author #2
  16. Classification of cryptocurrency coins and tokens by the dynamics of their market capitalisations physics.soc-ph · 2018 · author #3
  17. The Altes Family of Log-Periodic Chirplets and the Hyperbolic Chirplet Transform eess.SP · 2018 · author #2
  18. Earthquake precursors in the light of peroxy defects theory: critical review of systematic observations physics.geo-ph · 2017 · author #4
  19. GDP growth rates as confined L\'evy flights q-fin.GN · 2017 · author #2
  20. Lagrange regularisation approach to compare nested data sets and determine objectively financial bubbles' inceptions q-fin.ST · 2017 · author #2
  21. Learning like humans with Deep Symbolic Networks cs.AI · 2017 · author #2
  22. Objective Estimation of Spatially Variable Parameters of Epidemic Type Aftershock Sequence Model: Application to California physics.geo-ph · 2017 · author #4
  23. Controlling percolation with limited resources cond-mat.dis-nn · 2017 · author #3
  24. Theory of earthquakes interevent times applied to financial markets q-fin.ST · 2016 · author #3
  25. Decision trees unearth return sign correlation in the S&P 500 stat.AP · 2016 · author #2
  26. Discrete hierarchy of sizes and performances in the exchange-traded fund universe q-fin.GN · 2016 · author #5
  27. Aristotle vs. Ringelmann: On Superlinear Production in Open Source Software cs.SE · 2016 · author #2
  28. Forms of social relationships in distinct cultural settings physics.soc-ph · 2016 · author #2
  29. Systematic Assessment of the Static Stress-Triggering Hypothesis using Inter-earthquake Time Statistics physics.geo-ph · 2016 · author #4
  30. Modified Profile Likelihood Inference and Interval Forecast of the Burst of Financial Bubbles q-fin.ST · 2016 · author #3
  31. Micro-foundation using percolation theory of the finite-time singular behavior of the crash hazard rate in a class of rational expectation bubbles q-fin.TR · 2016 · author #2
  32. Secular bipolar growth rate of the real US GDP per capita: implications for understanding past and future economic growth q-fin.GN · 2015 · author #2
  33. Macroeconomic Dynamics of Assets, Leverage and Trust q-fin.EC · 2015 · author #3
  34. "Speculative Influence Network" during financial bubbles: application to Chinese Stock Markets q-fin.ST · 2015 · author #2
  35. Financial Knudsen number: breakdown of continuous price dynamics and asymmetric buy and sell structures confirmed by high precision order book information q-fin.TR · 2015 · author #3
  36. Currency target zone modeling: An interplay between physics and economics q-fin.ST · 2015 · author #2
  37. Cancer risk is not (just) bad luck q-bio.QM · 2015 · author #1
  38. The gradual evolution of buyer--seller networks and their role in aggregate fluctuations q-fin.GN · 2015 · author #5
  39. The Extreme Risk of Personal Data Breaches & The Erosion of Privacy stat.AP · 2015 · author #3
  40. Of Disasters and Dragon Kings: A Statistical Analysis of Nuclear Power Incidents & Accidents physics.soc-ph · 2015 · author #3
  41. Estimation of the Hawkes Process With Renewal Immigration Using the EM Algorithm stat.AP · 2014 · author #3
  42. Power law scaling and "Dragon-Kings" in distributions of intraday financial drawdowns q-fin.ST · 2014 · author #2
  43. Forecasting future oil production in Norway and the UK: a general improved methodology physics.data-an · 2014 · author #4
  44. Using Prediction Markets to Incentivize and Measure Collective Knowledge Production cs.GT · 2014 · author #2
  45. How Much is the Whole Really More than the Sum of its Parts? 1 + 1 = 2.5: Superlinear Productivity in Collective Group Actions physics.soc-ph · 2014 · author #1
  46. Financial bubbles: mechanisms and diagnostics q-fin.RM · 2014 · author #1
  47. Micro-transition cascades to percolation cond-mat.dis-nn · 2014 · author #4
  48. Fractal multi-level organisation of human groups in a virtual world physics.soc-ph · 2014 · author #2
  49. Financial Brownian particle in the layered order book fluid and Fluctuation-Dissipation relations q-fin.TR · 2014 · author #3
  50. A Creepy World physics.soc-ph · 2014 · author #1
  51. A generic model of dyadic social relationships physics.soc-ph · 2013 · author #2
  52. Apparent criticality and calibration issues in the Hawkes self-excited point process model: application to high-frequency financial data q-fin.ST · 2013 · author #2
  53. Effective Measure of Endogeneity for the Autoregressive Conditional Duration Point Processes via Mapping to the Self-Excited Hawkes Process q-fin.ST · 2013 · author #3
  54. The Barycentric Fixed Mass Method for Multifractal Analysis cond-mat.stat-mech · 2013 · author #3
  55. Automatic reconstruction of fault networks from seismicity catalogs including location uncertainty physics.geo-ph · 2013 · author #4
  56. Is There A Real Estate Bubble in Switzerland? q-fin.GN · 2013 · author #4
  57. Dynamics and Spatial Distribution of Global Nighttime Lights physics.soc-ph · 2013 · author #3
  58. Predictability and suppression of extreme events in complex systems nlin.CD · 2013 · author #3
  59. Dynamical Diagnosis and Solutions for Resilient Natural and Social Systems physics.soc-ph · 2012 · author #2
  60. High quality topic extraction from business news explains abnormal financial market volatility stat.ML · 2012 · author #2
  61. Universality class of balanced flows with bottlenecks: granular flows, pedestrian fluxes and financial price dynamics q-fin.ST · 2012 · author #2
  62. Super-exponential bubbles in lab experiments: evidence for anchoring over-optimistic expectations on price q-fin.TR · 2012 · author #2
  63. When games meet reality: is Zynga overvalued? q-fin.GN · 2012 · author #3
  64. Strong gender differences in reproductive success variance, and the times to the most recent common ancestors q-bio.PE · 2012 · author #2
  65. On the distribution of time-to-proof of mathematical conjectures physics.soc-ph · 2012 · author #2
  66. Quantifying reflexivity in financial markets: towards a prediction of flash crashes q-fin.ST · 2012 · author #2
  67. Valuation of Zynga q-fin.GN · 2011 · author #3
  68. Spurious trend switching phenomena in financial markets q-fin.ST · 2011 · author #2
  69. Prediction of alpine glacier sliding instabilities: a new hope physics.geo-ph · 2011 · author #3
  70. Optimization of brain and life performance: Striving for playing at the top for the long run q-bio.OT · 2011 · author #1
  71. Towards a Probabilistic Definition of Seizures q-bio.NC · 2011 · author #3
  72. Automated Seizure Detection: Unrecognized Challenges, Unexpected Insights q-bio.NC · 2011 · author #3
  73. Quis pendit ipsa pretia: facebook valuation and diagnostic of a bubble based on nonlinear demographic dynamics q-fin.GN · 2011 · author #2
  74. New empirical tests of the multifractal Omori law for Taiwan physics.geo-ph · 2011 · author #3
  75. A Stable and Robust Calibration Scheme of the Log-Periodic Power Law Model q-fin.GN · 2011 · author #2
  76. Detection of Crashes and Rebounds in Major Equity Markets q-fin.GN · 2011 · author #4
  77. Clarifications to Questions and Criticisms on the Johansen-Ledoit-Sornette Bubble Model q-fin.GN · 2011 · author #1
  78. Role of Diversification Risk in Financial Bubbles q-fin.GN · 2011 · author #3
  79. Predicted and Verified Deviations from Zipf's law in Ecology of Competing Products physics.soc-ph · 2011 · author #2
  80. Climate warming and stability of cold hanging glaciers: Lessons from the gigantic 1895 Altels break-off physics.geo-ph · 2011 · author #2
  81. Evidence for super-exponentially accelerating atmospheric carbon dioxide growth physics.ao-ph · 2011 · author #2
  82. Super-extreme event's influence on a Weierstrass-Mandelbrot Continuous-Time Random Walk physics.data-an · 2010 · author #4
  83. Inferring Fundamental Value and Crash Nonlinearity from Bubble Calibration q-fin.GN · 2010 · author #3
  84. Icequakes coupled with surface displacements for predicting glacier break-off physics.data-an · 2010 · author #2
  85. The Financial Bubble Experiment: Advanced Diagnostics and Forecasts of Bubble Terminations, Volume III q-fin.ST · 2010 · author #2
  86. Leverage Bubble q-fin.GN · 2010 · author #3
  87. Self-Excited Multifractal Dynamics cond-mat.stat-mech · 2010 · author #2
  88. Quantification of deviations from rationality with heavy-tails in human dynamics physics.soc-ph · 2010 · author #2
  89. Predicted and Verified Deviation from Zipf's Law in Growing Social Networks physics.soc-ph · 2010 · author #2
  90. Prediction physics.geo-ph · 2010 · author #1
  91. Segmentation of Fault Networks Determined from Spatial Clustering of Earthquakes physics.geo-ph · 2010 · author #2
  92. The Financial Bubble Experiment: Advanced Diagnostics and Forecasts of Bubble Terminations Volume II-Master Document q-fin.ST · 2010 · author #1
  93. Noise-induced volatility of collective dynamics cond-mat.stat-mech · 2010 · author #3
  94. Diagnosis and Prediction of Market Rebounds in Financial Markets q-fin.GN · 2010 · author #3
  95. Exuberant innovation: The Human Genome Project physics.soc-ph · 2010 · author #2
  96. The Lehman Brothers Effect and Bankruptcy Cascades q-fin.RM · 2010 · author #2
  97. Diagnosis and Prediction of Tipping Points in Financial Markets: Crashes and Rebounds q-fin.GN · 2010 · author #3
  98. Homogeneous Volatility Bridge Estimators q-fin.ST · 2009 · author #2
  99. Diagnostics of Rational Expectation Financial Bubbles with Stochastic Mean-Reverting Termination Times q-fin.GN · 2009 · author #2
  100. The Financial Bubble Experiment: advanced diagnostics and forecasts of bubble terminations q-fin.ST · 2009 · author #1
  101. Bubble Diagnosis and Prediction of the 2005-2007 and 2008-2009 Chinese stock market bubbles q-fin.ST · 2009 · author #3
  102. Other-regarding preferences and altruistic punishment: A Darwinian perspective physics.soc-ph · 2009 · author #2
  103. Dragon-Kings, Black Swans and the Prediction of Crises physics.data-an · 2009 · author #1
  104. Common group dynamic drives modern epidemics across social, financial and biological domains physics.soc-ph · 2009 · author #5
  105. Financial Bubbles, Real Estate bubbles, Derivative Bubbles, and the Financial and Economic Crisis q-fin.RM · 2009 · author #1
  106. Gravity-driven instabilities: interplay between state-and-velocity dependent frictional sliding and stress corrosion damage cracking physics.geo-ph · 2009 · author #2
  107. New Power Law Signature of Media Exposure in Human Response Waiting Time Distributions physics.soc-ph · 2009 · author #3
  108. Look-Ahead Benchmark Bias in Portfolio Performance Evaluation q-fin.PM · 2008 · author #2
  109. How to grow a bubble: A model of myopic adapting agents q-fin.TR · 2008 · author #2
  110. Novel insights into the dynamics of intractable human epilepsy q-bio.NC · 2008 · author #3
  111. Epileptic Seizures: Quakes of the brain? physics.bio-ph · 2007 · author #3
  112. A General Strategy for Physics-Based Model Validation Illustrated with Earthquake Phenomenology, Atmospheric Radiative Transfer, and Computational Fluid Dynamics physics.comp-ph · 2007 · author #1
  113. Automatic Reconstruction of Fault Networks from Seismicity Catalogs: 3D Optimal Anisotropic Dynamic Clustering physics.geo-ph · 2007 · author #3
  114. A Mechanism for Pockets of Predictability in Complex Adaptive Systems cond-mat.stat-mech · 2004 · author #2
  115. The $-game cond-mat · 2002 · author #2
  116. Generalized q-Analysis of Log-Periodicity: Applications to Critical Ruptures cond-mat.stat-mech · 2002 · author #2
  117. Log-periodic power law bubbles in Latin-American and Asian markets and correlated anti-bubbles in Western stock markets: An empirical study cond-mat · 1999 · author #2
  118. Large deviations and portfolio optimization cond-mat.stat-mech · 1998 · author #1
  119. Log-periodic Oscillations for Biased Diffusion in 3D Random Lattices cond-mat.stat-mech · 1997 · author #2
  120. Discrete scale invariance and complex dimensions cond-mat.stat-mech · 1997 · author #1
  121. Self-organized criticality in stick-slip models with periodic boundaries cond-mat.stat-mech · 1997 · author #3
  122. Large financial crashes cond-mat · 1997 · author #1
  123. Stock market crashes, Precursors and Replicas cond-mat · 1995 · author #1
  124. Rank-Ordering Statistics of Extreme Events: Application to the Distribution of Large Earthquakes cond-mat · 1995 · author #1
  125. Real-world options: smile and residual risk cond-mat · 1995 · author #3
  126. Mapping Self-Organized Criticality onto Criticality adap-org · 1994 · author #1

Mentions

  • 1510.08162 #2 · backfill · confidence 0.70 Didier Sornette
  • 1508.06024 #3 · backfill · confidence 0.70 Didier Sornette
  • 1512.03618 #3 · arxiv_oai · confidence 0.70 Didier Sornette
  • 1508.04754 #2 · backfill · confidence 0.70 Didier Sornette
  • 1507.00947 #1 · backfill · confidence 0.70 Didier Sornette
  • 1506.00236 #5 · backfill · confidence 0.70 Didier Sornette
  • 1505.07684 #3 · backfill · confidence 0.70 Didier Sornette
  • 1504.02380 #3 · backfill · confidence 0.70 Didier Sornette
  • 2511.06128 #2 · arxiv_oai · confidence 0.70 Didier Sornette
  • 1407.7118 #3 · backfill · confidence 0.70 Didier Sornette
  • 1407.5037 #2 · backfill · confidence 0.70 Didier Sornette
  • 1407.3652 #4 · backfill · confidence 0.70 Didier Sornette
  • 1406.7746 #2 · backfill · confidence 0.70 Didier Sornette
  • 1405.4298 #1 · backfill · confidence 0.70 Didier Sornette
  • 1404.2140 #1 · backfill · confidence 0.70 Didier Sornette
  • 1403.7586 #4 · backfill · confidence 0.70 Didier Sornette
  • 1403.3228 #2 · backfill · confidence 0.70 Didier Sornette
  • 1401.8065 #3 · backfill · confidence 0.70 Didier Sornette
  • 1401.3281 #1 · backfill · confidence 0.70 Didier Sornette
  • 1312.4644 #2 · backfill · confidence 0.70 Didier Sornette
  • 1308.6756 #2 · backfill · confidence 0.70 Didier Sornette
  • 1306.2245 #3 · backfill · confidence 0.70 Didier Sornette
  • 1305.7384 #3 · backfill · confidence 0.70 Didier Sornette
  • 1304.6912 #4 · backfill · confidence 0.70 Didier Sornette
  • 1303.4514 #4 · backfill · confidence 0.70 Didier Sornette
  • 1303.2901 #3 · backfill · confidence 0.70 Didier Sornette
  • 2605.24595 #1 · arxiv_oai · confidence 0.70 Didier Sornette
  • 1301.0244 #3 · backfill · confidence 0.70 Didier Sornette
  • 1211.1949 #2 · backfill · confidence 0.70 Didier Sornette
  • 2604.25204 #2 · arxiv_oai · confidence 0.70 Didier Sornette
  • 1210.6321 #2 · backfill · confidence 0.70 Didier Sornette
  • 1205.2915 #2 · backfill · confidence 0.70 Didier Sornette
  • 1205.0635 #2 · backfill · confidence 0.70 Didier Sornette
  • 1204.0350 #3 · backfill · confidence 0.70 Didier Sornette
  • 1203.6231 #2 · backfill · confidence 0.70 Didier Sornette
  • 1202.3936 #2 · backfill · confidence 0.70 Didier Sornette
  • 1201.3572 #2 · backfill · confidence 0.70 Didier Sornette
  • 1201.1189 #3 · backfill · confidence 0.70 Didier Sornette
  • 1112.6024 #3 · backfill · confidence 0.70 Didier Sornette
  • 1112.3868 #2 · backfill · confidence 0.70 Didier Sornette
  • 1111.4621 #1 · backfill · confidence 0.70 Didier Sornette
  • 1111.3065 #3 · backfill · confidence 0.70 Didier Sornette
  • 1111.3062 #3 · backfill · confidence 0.70 Didier Sornette
  • 1110.1319 #2 · backfill · confidence 0.70 Didier Sornette
  • 1109.5017 #3 · backfill · confidence 0.70 Didier Sornette
  • 1108.0099 #2 · backfill · confidence 0.70 Didier Sornette
  • 1108.0077 #4 · backfill · confidence 0.70 Didier Sornette
  • 1107.3171 #1 · backfill · confidence 0.70 Didier Sornette
  • 1107.0838 #3 · backfill · confidence 0.70 Didier Sornette
  • 1101.5888 #2 · backfill · confidence 0.70 Didier Sornette
  • 1101.5062 #2 · backfill · confidence 0.70 Didier Sornette
  • 1101.2832 #2 · backfill · confidence 0.70 Didier Sornette
  • 1011.6472 #4 · backfill · confidence 0.70 Didier Sornette
  • 1011.5343 #3 · backfill · confidence 0.70 Didier Sornette
  • 1011.4781 #2 · backfill · confidence 0.70 Didier Sornette
  • 1011.2882 #2 · backfill · confidence 0.70 Didier Sornette
  • 1011.0458 #3 · backfill · confidence 0.70 Didier Sornette
  • 1008.1430 #2 · backfill · confidence 0.70 Didier Sornette
  • 1007.4104 #2 · backfill · confidence 0.70 Didier Sornette
  • 1007.2650 #2 · backfill · confidence 0.70 Didier Sornette
  • 1007.2420 #1 · backfill · confidence 0.70 Didier Sornette
  • 1006.0885 #2 · backfill · confidence 0.70 Didier Sornette
  • 1005.5675 #1 · backfill · confidence 0.70 Didier Sornette
  • 1004.2149 #3 · backfill · confidence 0.70 Didier Sornette
  • 1003.5926 #3 · backfill · confidence 0.70 Didier Sornette
  • 1003.2882 #2 · backfill · confidence 0.70 Didier Sornette
  • 1002.1070 #2 · backfill · confidence 0.70 Didier Sornette
  • 1001.0265 #3 · backfill · confidence 0.70 Didier Sornette
  • 0912.1617 #2 · backfill · confidence 0.70 Didier Sornette
  • 0911.1921 #2 · backfill · confidence 0.70 Didier Sornette
  • 0911.0454 #1 · backfill · confidence 0.70 Didier Sornette
  • 0909.1007 #3 · backfill · confidence 0.70 Didier Sornette
  • 0908.3072 #2 · backfill · confidence 0.70 Didier Sornette
  • 0907.4290 #1 · backfill · confidence 0.70 Didier Sornette
  • 0907.3600 #5 · backfill · confidence 0.70 Didier Sornette
  • 0905.0220 #1 · backfill · confidence 0.70 Didier Sornette
  • 0904.0944 #2 · backfill · confidence 0.70 Didier Sornette
  • 0903.1406 #3 · backfill · confidence 0.70 Didier Sornette
  • 0810.1922 #2 · backfill · confidence 0.70 Didier Sornette
  • 0806.2989 #2 · backfill · confidence 0.70 Didier Sornette
  • 0802.0074 #3 · backfill · confidence 0.70 Didier Sornette
  • 0712.3929 #3 · backfill · confidence 0.70 Didier Sornette
  • 0710.0317 #1 · backfill · confidence 0.70 Didier Sornette

Frequent Coauthors