Publications (155)
Causal cascade in the stock market from the ``infrared'' to the ``ultraviolet''
A. Arneodo, J. -F. Muzy, D. Sornette
Evidence of Fueling of the 2000 New Economy Bubble by Foreign Capital Inflow: Implications for the Future of the US Economy and its Stock Market
D. Sornette, W. -X. Zhou
Statistical Physics Approaches to Seismicity
D. Sornette, M. J. Werner
Andrade and Critical Time-to-Failure Laws in Fiber-Matrix Composites: Experiments and Model
H. Nechad, A. Helmstetter, R. El Guerjouma +1
Response Functions to Critical Shocks in Social Sciences: An Empirical and Numerical Study
M. Roehner, D. Sornette, J. V. Andersen
Rigorous statistical detection and characterization of a deviation from the Gutenberg-Richter distribution above magnitude 8 in subduction zones
V. F. Pisarenko, D. Sornette
Theory of Earthquake Recurrence Times
A. Saichev, D. Sornette
Antibubble and Prediction of China's stock market and Real-Estate
W. -X. Zhou, D. Sornette
Evidence of a Worldwide Stock Market Log-Periodic Anti-Bubble Since Mid-2000
W. -X. Zhou, D. Sornette
Critical Market Crashes
D. Sornette
Conditions for Quantum Interference in Cognitive Sciences
V. I. Yukalov, D. Sornette
Modeling symbiosis by interactions through species carrying capacities
V. I. Yukalov, E. P. Yukalova, D. Sornette
The Dynamics of Book Sales: Endogenous versus Exogenous Shocks in Complex Networks
F. Deschatres, D. Sornette
Heavy-Tailed Distribution of Cyber-Risks
T. Maillart, D. Sornette
Distribution of the Largest Aftershocks in Branching Models of Triggered Seismicity: Theory of the Universal Bath's law
A. Saichev, D. Sornette
Mathematical Structure of Quantum Decision Theory
V. I. Yukalov, D. Sornette
Discrete scale invariance in turbulence?
D. Sornette
Empirical Distributions of Log-Returns: between the Stretched Exponential and the Power Law?
Y. Malevergne, V. F. Pisarenko, D. Sornette
Mechanism for Powerlaws without Self-Organization
D. Sornette
The Kalman-Levy filter
D. Sornette, K. Ide
Reconstructing Generalized Exponential Laws by Self-Similar Exponential Approximants
S. Gluzman, D. Sornette, V. I. Yukalov
Multi-Moments Method for Portfolio Management: Generalized Capital Asset Pricing Model in Homogeneous and Heterogeneous markets
Y. Malevergne, D. Sornette
Self-similar Approximants of the Permeability in Heterogeneous Porous Media from Moment Equation Expansions
S. Gluzman, D. Sornette
Characterization of the frequency of extreme events by the Generalized Pareto Distribution
V. F. Pisarenko, D. Sornette
From Rational Bubbles to Crashes
D. Sornette, Y. Malevergne
Andrade, Omori and Time-to-failure Laws from Thermal Noise in Material Rupture
A. Saichev, D. Sornette
Endogenous versus Exogenous Crashes in Financial Markets
A. Johansen, D. Sornette
Creep failures in heterogeneous materials
H. Nechad, A. Helmstetter, R. El Guerjouma +1
Anomalous Power Law Distribution of Total Lifetimes of Branching Processes Relevant to Earthquakes
A. Saichev, D. Sornette
Solitary waves and supersonic reaction front in metastable solids
Hendrik J. Viljoen, Lee L. Lauderback, D. Sornette
VaR-Efficient Portfolios for a Class of Super- and Sub-Exponentially Decaying Assets Return Distributions
Y. Malevergne, D. Sornette
New Evidence of Discrete Scale Invariance in the Energy Dissipation of Three-Dimensional Turbulence: Correlation Approach and Direct Spectral Detection
W. -X. Zhou, D. Sornette, V. Pisarenko
Renormalization Group Analysis of the 2000-2002 anti-bubble in the US S&P 500 index: Explanation of the hierarchy of 5 crashes and Prediction
W. -X. Zhou, D. Sornette
Financial ``Anti-Bubbles'': Log-Periodicity in Gold and Nikkei collapses
A. Johansen, D. Sornette
Causal Slaving of the U.S. Treasury Bond Yield Antibubble by the Stock Market Antibubble of August 2000
W. -X. Zhou, D. Sornette
"Nonlinear" covariance matrix and portfolio theory for non-Gaussian multivariate distributions
D. Sornette, P. Simonetti, J. V. Andersen
Economy of scales in R&D with block-busters
D. Sornette
Super-exponential endogenous bubbles in an equilibrium model of rational and noise traders
T. Kaizoji, M. Leiss, A. Saichev +1
New Evidence of Earthquake Precursory Phenomena in the 17 Jan. 1995 Kobe Earthquake, Japan
A. Johansen, H. Saleur, D. Sornette
Mechanochemistry: an hypothesis for shallow earthquakes
D. Sornette
Discrete Hierarchical Organization of Social Group Sizes
W. -X. Zhou, D. Sornette, R. A. Hill +1
Significance of log-periodic precursors to financial crashes
D. Sornette, A. Johansen
New statistic for financial return distributions: power-law or exponential?
V. F. Pisarenko, D. Sornette
Most Efficient Homogeneous Volatility Estimators
A. Saichev, D. Sornette, V. Filimonov
Persistence and Quiescence of Seismicity on Fault Systems
M. W. Lee, D. Sornette, L. Knopoff
Fundamental Framework for Technical Analysis
J. V. Andersen, S. Gluzman, D. Sornette
Testing the Stability of the 2000-2003 US Stock Market "Antibubble"
W. -X. Zhou, D. Sornette
Conditions for abrupt failure in the democratic fiber bundle model
D. Sornette, K. -T. Leung, J. V. Andersen
2000-2003 Real Estate Bubble in the UK but not in the USA
W. -X. Zhou, D. Sornette
Long-range Static Directional Stress Transfer in a Cracked, Nonlinear Elastic Crust
G. Ouillon, D. Sornette
Non-parametric Determination of Real-Time Lag Structure between Two Time Series: the "Optimal Thermal Causal Path" Method
D. Sornette, W. -X. Zhou
The US 2000-2002 Market Descent: How Much Longer and Deeper?
D. Sornette, W. -X. Zhou
Nonlinear theory and tests of earthquake recurrence times
D. Sornette, S. Utkin, A. Saichev
On Rational Bubbles and Fat Tails
Thomas Lux, D. Sornette
Nonlinear Dynamical Model of Regime Switching Between Conventions and Business Cycles
V. I. Yukalov, D. Sornette, E. P. Yukalova
Multifractality of Inverse Statistics of Exit Distances in 3D Fully Developed Turbulence
W. -X. Zhou, D. Sornette, W. -K. Yuan
A Nonlinear Super-Exponential Rational Model of Speculative Financial Bubbles
D. Sornette, J. V. Andersen
The Donation-Payment Gift Card Concept: how to give twice with one card
R. Crane, J. V. Escobar-Sotomayor, D. Sornette
Diffusion of Earthquake Aftershock Epicenters, Omori's Law and Generalized Continuous-Time Random Walk Models
A. Helmstetter, D. Sornette
Stock market crashes are outliers
A. Johansen, D. Sornette
Multifractal returns and Hierarchical Portfolio Theory
J. -F. Muzy, D. Sornette, J. Delour +1
Endogenous Versus Exogenous Shocks in Complex Networks: an Empirical Test Using Book Sale Ranking
D. Sornette, F. Deschatres, T. Gilbert +1
Tail Dependence of Factor Models
Y. Malevergne, D. Sornette
Bubble, Critical Zone and the Crash of Royal Ahold
G. Broekstra, D. Sornette, W. -X. Zhou
The sharp peak-flat trough pattern and critical speculation
B. M. Roehner, D. Sornette
Power Law Distributions of Seismic Rates
A. Saichev, D. Sornette
Analysis of the phenomenon of speculative trading in one of its basic manifestations: postage stamp bubbles
Bertrand Roehner, D. Sornette
Numerical investigations of discrete scale invariance in fractals and multifractal measures
W. -X. Zhou, D. Sornette
New Approach to the Characterization of Mmax and of the Tail of the Distribution of Earthquake Magnitudes
V. F. Pisarenko, A. Sornette, D. Sornette +1
Optimal Prediction of Time-to-Failure from Information Revealed by Damage
D. Sornette, J. V. Andersen
Precursors, aftershocks, criticality and self-organized criticality
Y. Huang, H. Saleur, C. G. Sammis +1
Apparent Clustering and Apparent Background Earthquakes Biased by Undetected Seismicity
D. Sornette, M. J. Werner
"Illusion of control" in Minority and Parrondo Games
J. B. Satinover, D. Sornette
On the Occurrence of Finite-Time-Singularities in Epidemic Models of Rupture, Earthquakes and Starquakes
D. Sornette, A. Helmstetter
Predictability of catastrophic events: material rupture, earthquakes, turbulence, financial crashes and human birth
D. Sornette
Icequakes as precursors of ice avalanches
J. Faillettaz, M. Funk, D. Sornette
Self-Similar Factor Approximants
S. Gluzman, V. I. Yukalov, D. Sornette
Utility Rate Equations of Group Population Dynamics in Biological and Social Systems
V. I. Yukalov, E. P. Yukalova, D. Sornette
Oscillatory Finite-Time Singularities in Finance, Population and Rupture
K. D. Ide, D. Sornette
Multiplicative processes and power laws
D. Sornette
Log-periodic route to fractal functions
S. Gluzman, D. Sornette
Reverse Engineering Financial Markets with Majority and Minority Games using Genetic Algorithms
J. Wiesinger, D. Sornette, J. Satinover
Probability Distributions in Complex Systems
D. Sornette
Predicting Failure using Conditioning on Damage History: Demonstration on Percolation and Hierarchical Fiber Bundles
J. Andersen, D. Sornette
Vere-Jones' Self-Similar Branching Model
A. Saichev, D. Sornette
The critical earthquake concept applied to mine rockbursts with time-to-failure analysis
G. Ouillon, D. Sornette
Volatility fingerprints of large shocks: Endogeneous versus exogeneous
D. Sornette, Y. Malevergne, J. F. Muzy
Properties of a simple bilinear stochastic model: estimation and predictability
D. Sornette, V. F. Pisarenko
Scaling with respect to disorder in time-to-failure
D. Sornette, J. V. Andersen
Endogenous versus Exogenous Origins of Crises
D. Sornette
The Chinese Equity Bubble: Ready to Burst
K. Bastiaensen, P. Cauwels, D. Sornette +2
Characterization of the tail of the distribution of earthquake magnitudes by combining the GEV and GPD descriptions of Extreme Value Theory
V. F. Pisarenko, A. Sornette, D. Sornette +1
Self-Organized Percolation Model for Stock Market Fluctuations
Dietrich Stauffer, D. Sornette
Deviations of the distributions of seismic energies from the Gutenberg-Richter law
V. Pisarenko, D. Sornette, M. Rodkin
On Statistical Methods of Parameter Estimation for Deterministically Chaotic Time-Series
V. F. Pisarenko, D. Sornette
Endogenous versus Exogenous Origins of Diseases
D. Sornette, V. I. Yukalov, E. P. Yukalova +3
Self-Consistent Theory of Rupture by Progressive Diffuse Damage
S. Gluzman, D. Sornette
Quantum decision theory as quantum theory of measurement
V. I. Yukalov, D. Sornette
Earthquake Forecasting Based on Data Assimilation: Sequential Monte Carlo Methods for Renewal Processes
M. J. Werner, K. Ide, D. Sornette
Quantitative determination of the level of cooperation in the presence of punishment in three public good experiments
D. Darcet, D. Sornette