papers
Publications (25)
q-fin.ST2011
Time-Bridge Estimators of Integrated Variance
A. Saichev, D. Sornette
physics.geo-ph2004
Power Law Distributions of Seismic Rates
A. Saichev, D. Sornette
physics.geo-ph2012
Fertility Heterogeneity as a Mechanism for Power Law Distributions of Recurrence Times
A. Saichev, D. Sornette
q-fin.GN2008
Theory of Zipf's Law and of General Power Law Distributions with Gibrat's law of Proportional Growth
A. Saichev, Y. Malevergne, D. Sornette
cond-mat.stat-mech2005
Vere-Jones' Self-Similar Branching Model
A. Saichev, D. Sornette
physics.soc-ph2010
Zipf's law and maximum sustainable growth
Y. Malevergne, A. Saichev, D. Sornette
physics.data-an2007
Nonlinear theory and tests of earthquake recurrence times
D. Sornette, S. Utkin, A. Saichev
physics.geo-ph2006
Theory of Earthquake Recurrence Times
A. Saichev, D. Sornette
cond-mat.stat-mech2006
Generic Multifractality in Exponentials of Long Memory Processes
A. Saichev, D. Sornette
physics.soc-ph2009
Effects of Diversity and Procrastination in Priority Queuing Theory: the Different Power Law Regimes
A. Saichev, D. Sornette
cond-mat.mtrl-sci2003
Andrade, Omori and Time-to-failure Laws from Thermal Noise in Material Rupture
A. Saichev, D. Sornette
physics.geo-ph2006
"Universal" Distribution of Inter-Earthquake Times Explained
A. Saichev, D. Sornette
physics.geo-ph2004
Anomalous Power Law Distribution of Total Lifetimes of Branching Processes Relevant to Earthquakes
A. Saichev, D. Sornette
cond-mat.stat-mech2011
Hierarchy of Temporal Responses of Multivariate Self-Excited Epidemic Processes
A. Saichev, D. Sornette
physics.data-an2009
Generation-by-Generation Dissection of the Response Function in Long Memory Epidemic Processes
A. Saichev, D. Sornette
q-fin.TR2012
A simple microstructure return model explaining microstructure noise and Epps effects
A. Saichev, D. Sornette
cond-mat.stat-mech2004
Power Law Distributions of Offspring and Generation Numbers in Branching Models of Earthquake Triggering
A. Saichev, A. Helmstetter, D. Sornette
cond-mat.stat-mech2011
Generating Functions and Stability Study of Multivariate Self-Excited Epidemic Processes
A. Saichev, D. Sornette
physics.geo-ph2004
Power law distribution of seismic rates: theory and data
A. Saichev, D. Sornette
physics.geo-ph2005
Distribution of the Largest Aftershocks in Branching Models of Triggered Seismicity: Theory of the Universal Bath's law
A. Saichev, D. Sornette
physics.data-an2013
Super-linear scaling of offsprings at criticality in branching processes
A. Saichev, D. Sornette
physics.geo-ph2005
Renormalization of the ETAS branching model of triggered seismicity from total to observable seismicity
A. Saichev, D. Sornette
q-fin.ST2014
Super-exponential endogenous bubbles in an equilibrium model of rational and noise traders
T. Kaizoji, M. Leiss, A. Saichev +1
physics.geo-ph2017
Statistics of seismic cluster durations
A. Saichev, D. Sornette
q-fin.ST2009
Most Efficient Homogeneous Volatility Estimators
A. Saichev, D. Sornette, V. Filimonov