Didier Sornette | Academic Influence

Didier Sornette's AcademicInfluence.com Rankings

Didier Sornette

Earth Sciences

#185

World Rank

#391

Historical Rank

Geophysics

#25

World Rank

#39

Historical Rank

earth-sciences Degrees

Didier Sornette

Economics

#710

World Rank

#856

Historical Rank

Financial Economics

#9

World Rank

#9

Historical Rank

economics Degrees

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Earth Sciences
Economics

Didier Sornette's Degrees

PhD Geophysics Côte d'Azur University
Doctorate Physics Côte d'Azur University

Why Is Didier Sornette Influential?

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According to Wikipedia, Didier Sornette is a French researcher studying subjects including complex systems and risk management. He is Professor on the Chair of Entrepreneurial Risks at the Swiss Federal Institute of Technology Zurich and is also a professor of the Swiss Finance Institute, He was previously a Professor of Geophysics at UCLA, Los Angeles California and a Research Professor at the French National Centre for Scientific Research .

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Didier Sornette's Published Works

Number of citations in a given year to any of this author's works

Total number of citations to an author for the works they published in a given year. This highlights publication of the most important work(s) by the author

Published Works

Critical Phenomena in Natural Sciences (2000) (1394)
Critical Phenomena in Natural Sciences: Chaos, Fractals, Selforganization and Disorder: Concepts and Tools (2000) (851)
Economic Networks: The New Challenges (2009) (810)
Robust dynamic classes revealed by measuring the response function of a social system (2008) (770)
Stretched exponential distributions in nature and economy: “fat tails” with characteristic scales (1998) (715)
Discrete scale invariance and complex dimensions (1997) (527)
Discrete hierarchical organization of social group sizes (2004) (500)
An observational test of the critical earthquake concept (1998) (491)
Complex Critical Exponents from Renormalization Group Theory of Earthquakes: Implications for Earthquake Predictions (1995) (396)
Stock Market Crashes, Precursors and Replicas (1995) (364)
Predicting Financial Crashes Using Discrete Scale Invariance (1999) (323)
Critical Market Crashes (2003) (305)
Self-Organized Criticality and Earthquakes (1989) (297)
Exponential Sampling Method for Light Scattering Polydispersity Analysis (1981) (285)
Dragon-Kings, Black Swans and the Prediction of Crises (2009) (284)
Predictability of catastrophic events: Material rupture, earthquakes, turbulence, financial crashes, and human birth (2001) (276)
Subcritical and supercritical regimes in epidemic models of earthquake aftershocks (2001) (271)
The US Stock Market Leads the Federal Funds Rate and Treasury Bond Yields (2011) (262)
Extreme Financial Risks: From Dependence to Risk Management (2005) (253)
Testing the Gaussian copula hypothesis for financial assets dependences (2001) (249)
Physics and financial economics (1776–2014): puzzles, Ising and agent-based models (2014) (242)
Convergent Multiplicative Processes Repelled from Zero: Power Laws and Truncated Power Laws (1996) (238)
WHY STOCK MARKETS CRASH (2003) (231)
Large financial crashes (1997) (230)
Bubble Diagnosis and Prediction of the 2005-2007 and 2008-2009 Chinese Stock Market Bubbles (2009) (227)
Significance of log-periodic precursors to financial crashes (2001) (216)
Which magnetic storms produce relativistic electrons at geosynchronous orbit (2001) (212)
”Direct” causal cascade in the stock market (1998) (210)
Multifractal scaling properties of a growing fault population (1995) (205)
Quantifying Reflexivity in Financial Markets: Towards a Prediction of Flash Crashes (2012) (200)
Statistical physics model for the spatiotemporal evolution of faults (1993) (199)
Theory of Zipf's Law and Beyond (2009) (195)
The 2006–2008 oil bubble: Evidence of speculation, and prediction (2009) (193)
Dragon-kings: Mechanisms, statistical methods and empirical evidence (2012) (188)
Rank‐ordering statistics of extreme events: Application to the distribution of large earthquakes (1995) (184)
Multiplicative processes and power laws (1997) (183)
The Dynamics of the Forward Interest Rate Curve with Stochastic String Shocks (1998) (179)
Decision theory with prospect interference and entanglement (2011) (178)
Finite-time singularity in the dynamics of the world population, economic and financial indices (2000) (175)
Diffusion of epicenters of earthquake aftershocks, Omori's law, and generalized continuous-time random walk models. (2002) (174)
Self-organized percolation model for stock market fluctuations (1999) (170)
Large Stock Market Price Drawdowns are Outliers (2000) (170)
Some consequences of a proposed fractal nature of continental faulting (1990) (167)
Discrete scale invariance, complex fractal dimensions, and log‐periodic fluctuations in seismicity (1996) (166)
Precursors, aftershocks, criticality and self-organized criticality (1996) (164)
Is there a real-estate bubble in the US? (2005) (162)
Mainshocks are aftershocks of conditional foreshocks: How do foreshock statistical properties emerge from aftershock laws (2002) (162)
Multifractal analysis of financial markets: a review (2018) (161)
The Black-Scholes option pricing problem in mathematical finance : generalization and extensions for a large class of stochastic processes (1994) (160)
Endogenous Versus Exogenous Shocks in Complex Networks: An Empirical Test Using Book Sale Rankings (2003) (159)
Why Stock Markets Crash: Critical Events in Complex Financial Systems (2017) (158)
Testing the Pareto against the lognormal distributions with the uniformly most powerful unbiased test applied to the distribution of cities. (2011) (158)
Extreme Deviations and Applications (1997) (156)
Empirical distributions of stock returns: between the stretched exponential and the power law? (2003) (155)
Hierarchical geometry of faulting (1996) (154)
Comparing the performance of FA, DFA and DMA using different synthetic long-range correlated time series (2012) (154)
Earthquake rupture as a critical point: consequences for telluric precursors (1990) (152)
Foreshocks explained by cascades of triggered seismicity (2002) (150)
Tricritical Behavior in Rupture Induced by Disorder (1996) (147)
Stock market crashes are outliers (1997) (147)
The Nasdaq crash of April 2000: Yet another example of log-periodicity in a speculative bubble ending in a crash (2000) (139)
Self-organizing Ising model of financial markets (2005) (139)
On Rational Bubbles and Fat Tails (1999) (137)
Shocks, Crashes and Bubbles in Financial Markets (2010) (136)
Båth's law derived from the Gutenberg‐Richter law and from aftershock properties (2003) (135)
Data-adaptive wavelets and multi-scale singular-spectrum analysis (1998) (134)
Economic Networks: What Do We Know and What Do We Need to Know? (2009) (134)
Universal Log-Periodic Correction to Renormalization Group Scaling for Rupture Stress Prediction From Acoustic Emissions (1995) (134)
Financial Anti-Bubbles Log-Periodicity in Gold and Nikkei Collapses (1999) (128)
Scale Invariance and Beyond (1997) (128)
Generalized logistic growth modeling of the COVID-19 outbreak in 29 provinces in China and in the rest of the world (2020) (127)
Oscillatory finite-time singularities in finance, population and rupture (2001) (123)
A hierarchical model of financial crashes (1998) (123)
"Universal" distribution of interearthquake times explained. (2006) (122)
Positive feedback, memory, and the predictability of earthquakes (2001) (121)
Critical ruptures (2000) (121)
Characterization of the Frequency of Extreme Earthquake Events by the Generalized Pareto Distribution (2000) (121)
The paradox of the expected time until the next earthquake (1997) (120)
2000-2003 Real Estate Bubble in the UK But Not in the USA (2003) (118)
Slider block friction model for landslides: Application to Vaiont and La Clapière landslides (2002) (117)
Multifractal returns and hierarchical portfolio theory (2000) (115)
Early Warning Signals of Financial Crises with Multi-Scale Quantile Regressions of Log-Periodic Power Law Singularities (2015) (115)
Predictability of large future changes in major financial indices (2003) (114)
Heavy-tailed distribution of cyber-risks (2008) (112)
The $-game (2002) (110)
The US 2000‐2002 market descent: How much longer and deeper? (2002) (110)
Structuration of the lithosphere in plate tectonics as a self‐organized critical phenomenon (1990) (110)
Generalized logistic growth modeling of the COVID-19 outbreak: comparing the dynamics in the 29 provinces in China and in the rest of the world (2020) (109)
Epileptic seizures: Quakes of the brain? (2007) (107)
A Stable and Robust Calibration Scheme of the Log-Periodic Power Law Model (2011) (107)
Apparent criticality and calibration issues in the Hawkes self-excited point process model: application to high-frequency financial data (2013) (104)
Importance of Positive Feedbacks and Over-Confidence in a Self-Fulfilling Ising Model of Financial Markets (2005) (104)
Importance of direct and indirect triggered seismicity in the ETAS model of seismicity (2003) (103)
A Nonlinear Super-Exponential Rational Model of Speculative Financial Bubbles (2001) (103)
Apparent clustering and apparent background earthquakes biased by undetected seismicity (2005) (100)
Quantum Decision Theory as Quantum Theory of Measurement (2008) (99)
Empirical tests of Zipf's law mechanism in open source Linux distribution. (2008) (99)
How to grow a bubble: A model of myopic adapting agents (2008) (95)
Creep ruptures in heterogeneous materials. (2004) (94)
Bubbles And Anti-Bubbles In Latin-American, Asian And Western Stock Markets: An Empirical Study (2001) (93)
Algorithm for model validation: Theory and applications (2005) (93)
Endogenous versus exogenous shocks in systems with memory (2002) (92)
Testing self‐organized criticality by induced seismicity (1998) (92)
The extreme risk of personal data breaches and the erosion of privacy (2015) (89)
Theory of earthquake recurrence times (2006) (88)
Discrete Scaling in Earthquake Precursory Phenomena: Evidence in the Kobe Earthquake, Japan (1996) (87)
Elasticity and failure of a set of elements loaded in parallel (1989) (87)
Predictability and suppression of extreme events in a chaotic system. (2013) (85)
Constraints on the size of the smallest triggering earthquake from the epidemic-type aftershock sequence model, Bath's law, and observed aftershock sequences (2004) (85)
Endogenous Versus Exogenous Crashes in Financial Markets (2002) (83)
Of Disasters and Dragon Kings: A Statistical Analysis of Nuclear Power Incidents and Accidents (2015) (83)
Mapping Self-Organized Criticality onto Criticality (1994) (83)
Financial Bubbles: Mechanisms and Diagnostics (2014) (82)
Financial Bubbles, Real Estate Bubbles, Derivative Bubbles, and the Financial and Economic Crisis (2009) (81)
Endogenous versus Exogenous Origins of Crises (2004) (80)
Reassessing the safety of nuclear power (2016) (80)
Mathematical Structure of Quantum Decision Theory (2008) (80)
Dynamics of book sales: endogenous versus exogenous shocks in complex networks. (2004) (80)
Modeling the stock market prior to large crashes (1998) (80)
Imitation and contrarian behaviour: hyperbolic bubbles, crashes and chaos (2001) (80)
Social-Ecological Systems A General Framework for Analyzing Sustainability (2009) (79)
Occurrence of finite-time singularities in epidemic models of rupture, earthquakes, and starquakes. (2001) (78)
A case study of speculative financial bubbles in the South African stock market 2003-2006 (2007) (77)
Earthquakes: from chemical alteration to mechanical rupture (1998) (77)
Processing Information in Quantum Decision Theory (2008) (76)
Towards landslide predictions: two case studies (2003) (73)
Evidence of a worldwide stock market log-periodic anti-bubble since mid-2000 (2002) (73)
Physics of risk and uncertainty in quantum decision making (2008) (72)
Are aftershocks of large Californian earthquakes diffusing (2003) (72)
Predictability in the Epidemic‐Type Aftershock Sequence model of interacting triggered seismicity (2002) (72)
Magnitude uncertainties impact seismic rate estimates, forecasts, and predictability experiments (2007) (71)
Andrade and critical time-to-failure laws in fiber-matrix composites: Experiments and model (2004) (71)
Log-periodic oscillations for biased diffusion on random lattice (1997) (70)
General theory of the modified Gutenberg-Richter law for large seismic moments (1999) (70)
Magnitude‐dependent Omori law: Theory and empirical study (2005) (69)
Antibubble and prediction of China's stock market and real-estate (2003) (69)
Viral, Quality, and Junk Videos on YouTube: Separating Content from Noise in an Information-Rich Environment (2008) (68)
Real-Time Prediction and Post-Mortem Analysis of the Shanghai 2015 Stock Market Bubble and Crash (2015) (67)
Super-Exponential Bubbles in Lab Experiments: Evidence for Anchoring Over-Optimistic Expectations on Price (2012) (67)
Scaling with respect to disorder in time-to-failure (1997) (67)
Causal cascade in the stock market from the ``infrared'' to the ``ultraviolet'' (1997) (66)
A Mechanism for Pockets of Predictability in Complex Adaptive Systems (2004) (66)
Quantification of the High Level of Endogeneity and of Structural Regime Shifts in Commodity Markets (2013) (66)
Fearless versus Fearful Speculative Financial Bubbles (2003) (65)
SPONTANEOUS GENERATION OF DISCRETE SCALE INVARIANCE IN GROWTH MODELS (1997) (65)
Statistical physics of fault patterns self-organized by repeated earthquakes (1994) (65)
Complex Exponents and Log-Periodic Corrections in Frustrated Systems (1996) (64)
Zipf's law and maximum sustainable growth (2010) (64)
Linear stochastic dynamics with nonlinear fractal properties (1997) (64)
Multifractal scaling of thermally activated rupture processes. (2004) (64)
Artifactual log‐periodicity in finite size data: Relevance for earthquake aftershocks (1999) (63)
Diagnosis and Prediction of Tipping Points in Financial Markets: Crashes and Rebounds (2010) (63)
Fractal Plate Tectonics (2002) (63)
Power-law Distributions of Offspring and Generation Numbers in Branching Models of Earthquake Triggering (2003) (63)
Dissection of Bitcoin’s multiscale bubble history from January 2012 to February 2018 (2018) (63)
Probability Distributions in Complex Systems (2007) (62)
Crashes and High Frequency Trading (2011) (62)
Renormalization group analysis of the 2000–2002 anti-bubble in the US S&P500 index: explanation of the hierarchy of five crashes and prediction (2003) (61)
Analysis of the real estate market in Las Vegas: Bubble, seasonal patterns, and prediction of the CSW indices (2007) (61)
Log-periodic route to fractal functions. (2001) (61)
Gibrat’s Law for Cities: Uniformly Most Powerful Unbiased Test of the Pareto Against the Lognormal (2009) (61)
The volatility-confined LPPL model: A consistent model of ‘explosive’ financial bubbles with mean-reverting residuals (2014) (60)
Fault growth in brittle‐ductile experiments and the mechanics of continental collisions (1993) (60)
Clarifications to questions and criticisms on the Johansen–Ledoit–Sornette financial bubble model (2011) (60)
Beyond Shannon: Characterizing Internet Traffic with Generalized Entropy Metrics (2009) (60)
Renormalization group theory of earthquakes (1996) (60)
Renormalization of earthquake aftershocks (1999) (60)
Fault growth model and the universal fault length distribution (1991) (59)
Statistical methods of parameter estimation for deterministically chaotic time series. (2003) (58)
φq-field theory for portfolio optimization: “fat tails” and nonlinear correlations (2000) (58)
Dynamics and spatial distribution of global nighttime lights (2013) (58)
New Approach to the Characterization of Mmax and of the Tail of the Distribution of Earthquake Magnitudes (2007) (58)
Sweeping of an instability : an alternative to self-organized criticality to get powerlaws without parameter tuning (1994) (57)
Download relaxation dynamics on the WWW following newspaper publication of URL (1999) (57)
Non-parametric determination of real-time lag structure between two time series: The "optimal thermal causal path" method with applications to economic data (2006) (57)
Mean-field solution of a block-spring model of earthquakes (1992) (56)
Exploring self-similarity of complex cellular networks: The edge-covering method with simulated annealing and log-periodic sampling (2006) (55)
Pharmaco‐resistant seizures: self‐triggering capacity, scale‐free properties and predictability? (2009) (55)
Statistical asynchronous regression: Determining the relationship between two quantities that are not measured simultaneously (2000) (55)
Properties of foreshocks and aftershocks of the nonconservative self-organized critical Olami-Feder-Christensen model. (2004) (55)
Statistical Significance of Periodicity and Log-Periodicity with Heavy-Tailed Correlated Noise (2001) (54)
Testing Clausewitz: Nationalism, Mass Mobilization, and the Severity of War (2011) (53)
1980–2008: The Illusion of the Perpetual Money Machine and What It Bodes for the Future (2014) (52)
Cascading logistic regression onto gradient boosted decision trees for forecasting and trading stock indices (2019) (51)
Quantitative earthquake-like statistical properties of the flow of soft materials below yield stress (2020) (50)
Accurate network anomaly classification with generalized entropy metrics (2011) (50)
Collective origin of the coexistence of apparent random matrix theory noise and of factors in large sample correlation matrices (2002) (50)
Electro-magnetic earthquake bursts and critical rupture of peroxy bond networks in rocks (2006) (50)
“Thermometers” of speculative frenzy (2000) (49)
Self-similar factor approximants. (2002) (49)
Financial Brownian Particle in the Layered Order Book Fluid and Fluctuation-Dissipation Relations (2014) (48)
Are sequences of volcanic eruptions deterministically chaotic (1991) (48)
Taming Large Events: Optimal Portfolio Theory for Strongly Fluctuating Assets (1998) (48)
New evidence of earthquake precursory phenomena in the 17 January 1995 Kobe earthquake, Japan (1999) (48)
The Physical Origin of the Coffin-Manson Law in Low-Cycle Fatigue (1992) (47)
Characterization of the Tail of the Distribution of Earthquake Magnitudes by Combining the GEV and GPD Descriptions of Extreme Value Theory (2008) (46)
Evidence of intermittent cascades from discrete hierarchical dissipation in turbulence (2001) (45)
Punctuated Evolution Due to Delayed Carrying Capacity (2009) (45)
High Quality Topic Extraction from Business News Explains Abnormal Financial Market Volatility (2012) (45)
Dissection of Bitcoin's Multiscale Bubble History (2018) (44)
Organisation of joints and faults from 1-cm to 100-km scales revealed by optimized anisotropic wavelet coefficient method and multifractal analysis (1995) (44)
Fundamental factors versus herding in the 2000–2005 US stock market and prediction (2005) (43)
Evidence of Discrete Scale Invariance in DLA and Time-to-Failure by Canonical Averaging (1998) (43)
On the power of generalized extreme value (GEV) and generalized Pareto distribution (GPD) estimators for empirical distributions of stock returns (2006) (43)
Fractal multi-level organisation of human groups in a virtual world (2014) (43)
The Kalman—Lévy filter (2000) (42)
Unbiased multifractal analysis: Application to fault patterns (1996) (42)
Linking short-timescale deformation to long-timescale tectonics (1992) (42)
Self-Organized Criticality in Plate Tectonics (1991) (42)
Evaluation of the Quantitative Prediction of a Trend Reversal on the Japanese Stock Market in 1999 (2000) (42)
Statistical Detection and Characterization of a Deviation from the Gutenberg-Richter Distribution above Magnitude 8 (2002) (41)
Distribution of the largest aftershocks in branching models of triggered seismicity: theory of the universal Båth law. (2005) (41)
Time-dependent lead-lag relationship between the onshore and offshore Renminbi exchange rates (2017) (41)
Objective estimation of spatially variable parameters of epidemic type aftershock sequence model: Application to California (2017) (41)
Critical phase transitions made self-organized : a dynamical system feedback mechanism for self-organized criticality (1992) (41)
LPPLS Bubble Indicators over Two Centuries of the S&P 500 Index (2016) (41)
Effect of social group dynamics on contagion. (2010) (41)
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 (2003) (41)
Microtransition cascades to percolation. (2014) (41)
Economic returns of research: the Pareto law and its implications (1998) (40)
Limits of declustering methods for disentangling exogenous from endogenous events in time series with foreshocks, main shocks, and aftershocks. (2009) (40)
NONPARAMETRIC ANALYSES OF LOG-PERIODIC PRECURSORS TO FINANCIAL CRASHES (2002) (40)
The Lehman Brothers effect and bankruptcy cascades (2010) (40)
Experimental discovery of scaling laws relating fractal dimensions and the length distribution exponent of fault systems (1992) (40)
LARGE DEVIATIONS AND PORTFOLIO OPTIMIZATION (1998) (40)
The random fuse network as a model of rupture in a disordered medium (1987) (39)
Scheme of thinking quantum systems (2009) (39)
Super-Exponential Growth Expectations and the Global Financial Crisis (2015) (39)
Market Bubbles and Chrashes (2008) (39)
PORTFOLIO THEORY FOR "FAT TAILS" (2000) (38)
Quis Pendit Ipsa Pretia: Facebook Valuation and Diagnostic of a Bubble Based on Nonlinear Demographic Dynamics (2011) (38)
Generalized q analysis of log-periodicity: applications to critical ruptures. (2002) (38)
The concept of ‘critical earthquakes’ applied to mine rockbursts with time‐to‐failure analysis (2000) (38)
Interpreting, analysing and modelling COVID-19 mortality data (2020) (38)
Long-Range Correlations (2000) (38)
Have Your Cake and Eat It, Too: Increasing Returns While Lowering Large Risks! (1999) (38)
Summation of power series by self-similar factor approximants (2003) (38)
Non-linear Langevin model of geomorphic erosion processes (1993) (37)
Numerical modeling of a gravity-driven instability of a cold hanging glacier: reanalysis of the 1895 break-off of Altelsgletscher, Switzerland (2011) (37)
Robust statistical tests of Dragon-Kings beyond power law distributions (2011) (37)
Financial price dynamics and pedestrian counterflows: a comparison of statistical stylized facts. (2013) (37)
Higher-Moment Portfolio Theory (2005) (37)
Innovation as a social bubble: The example of the Human Genome Project (2011) (37)
Are Bitcoin Bubbles Predictable? Combining a Generalized Metcalfe's Law and the LPPLS Model (2018) (36)
Conditions for Quantum Interference in Cognitive Sciences (2013) (36)
Non-parametric determination of real-time lag structure between two time series: the ‘optimal thermal causal path’ method (2004) (36)
Stock Market Speculation: Spontaneous Symmetry Breaking of Economic Valuation (2000) (36)
Man-made Catastrophes and Risk Information Concealment (2016) (36)
Generic multifractality in exponentials of long memory processes. (2006) (36)
New statistic for financial return distributions: power-law or exponential? (2004) (36)
Fractals and Multifractals (2000) (35)
Professor Zipf Goes to Wall Street (2009) (35)
Detection of Crashes and Rebounds in Major Equity Markets (2011) (35)
Power law distribution of seismic rates: theory and data analysis (2004) (35)
Quantitative Predictions in Quantum Decision Theory (2016) (35)
Exploring the limits of safety analysis in complex technological systems (2012) (34)
Follow the Money: The Monetary Roots of Bubbles and Crashes (2011) (34)
00 71 v 2 1 9 O ct 1 99 8 Crashes as Critical Points (2000) (34)
The Hawkes process with renewal immigration & its estimation with an EM algorithm (2016) (34)
Quantum probability and quantum decision-making (2016) (34)
Exuberant Innovations: The Apollo Program (2009) (34)
Classification of cryptocurrency coins and tokens by the dynamics of their market capitalizations (2018) (34)
Testing the stability of the 2000 US stock market “antibubble” (2003) (33)
Self-excited multifractal dynamics (2010) (33)
THEORY OF SELF-SIMILAR OSCILLATORY FINITE-TIME SINGULARITIES (2001) (33)
Are Bitcoin bubbles predictable? Combining a generalized Metcalfe’s Law and the Log-Periodic Power Law Singularity model (2019) (33)
Reverse Engineering Financial Markets with Majority and Minority Games Using Genetic Algorithms (2010) (33)
Critical Crashes (1999) (33)
Multi-Moments Method for Portfolio Management: Generalized Capital Asset Pricing Model in Homogeneous and Heterogeneous Markets (2002) (33)
Modified profile likelihood inference and interval forecast of the burst of financial bubbles (2016) (33)
Automatic reconstruction of fault networks from seismicity catalogs: Three-dimensional optimal anisotropic dynamic clustering (2007) (33)
Fundamental framework for “technical analysis” of market prices (1999) (33)
Causal slaving of the US treasury bond yield antibubble by the stock market antibubble of August 2000 (2003) (32)
Non-Parametric Determination of Real-Time Lag Structure between Two Time Series: The 'Optimal Thermal Causal Path' Method (2004) (32)
Diagnosis and prediction of rebounds in financial markets (2012) (32)
Quantification of deviations from rationality with heavy tails in human dynamics. (2010) (32)
Lead-lag cross-sectional structure and detection of correlated–anticorrelated regime shifts: Application to the volatilities of inflation and economic growth rates (2006) (32)
Response Functions to Critical Shocks in Social Sciences (2004) (32)
Crashes and High Frequency Trading: An evaluation of risks posed by high-speed algorithmic trading (2011) (31)
How Much Is the Whole Really More than the Sum of Its Parts? 1 ⊞ 1 = 2.5: Superlinear Productivity in Collective Group Actions (2014) (31)
Icequakes coupled with surface displacements for predicting glacier break-off (2010) (31)
Transient chaos in room acoustics. (1993) (31)
Segmentation of fault networks determined from spatial clustering of earthquakes (2010) (31)
Fokker-Planck equation of distributions of financial returns and power laws (2000) (31)
Can We Use Volatility to Diagnose Financial Bubbles? Lessons from 40 Historical Bubbles (2017) (31)
Earthquake precursors in the light of peroxy defects theory: Critical review of systematic observations (2017) (31)
Punctuated vortex coalescence and discrete scale invariance in two-dimensional turbulence (1999) (31)
Log-periodic power law bubbles in Latin-American and Asian markets and correlated anti-bubbles in Western stock markets: An empirical study (1999) (30)
Symmetric thermal optimal path and time-dependent lead-lag relationship: novel statistical tests and application to UK and US real-estate and monetary policies (2014) (30)
Finite-Time Singularity Signature of Hyperinflation (2003) (30)
Distribution of maximum earthquake magnitudes in future time intervals: application to the seismicity of Japan (1923–2007) (2009) (30)
A Consistent Model of 'Explosive' Financial Bubbles with Mean-Reversing Residuals (2009) (30)
Manipulating Decision Making of Typical Agents (2014) (30)
The coffin-manson law as a consequence of the statistical nature of the LCF surface damage (1992) (30)
Self-Organization in Complex Systems as Decision Making (2012) (30)
Vere-Jones' self-similar branching model. (2005) (30)
Intelligent finance—an emerging direction (2006) (29)
Repulsive steric interaction between membranes of finite size (1984) (29)
Clarifications to Questions and Criticisms on the Johansen-Ledoit-Sornette Bubble Model (2011) (29)
Acoustic Fluidization for Earthquakes (2000) (29)
The dynamical thermal fuse model (1992) (29)
Andrade, Omori, and time-to-failure laws from thermal noise in material rupture. (2003) (28)
Anomalous power law distribution of total lifetimes of branching processes: application to earthquake aftershock sequences. (2004) (28)
From rational bubbles to crashes (2001) (28)
Power law signature of media exposure in human response waiting time distributions. (2009) (28)
Volatility Fingerprints of Large Shocks: Endogenous Versus Exogenous (2002) (28)
Quantum probabilities of composite events in quantum measurements with multimode states (2013) (28)
Stability of democracies: a complex systems perspective (2018) (28)
Self-consistent theory of rupture by progressive diffuse damage. (2000) (27)
Super-Exponential Endogenous Bubbles in an Equilibrium Model of Fundamentalist and Chartist Traders (2015) (27)
Role of Information in Decision Making of Social Agents (2012) (27)
Solution of the nonlinear theory and tests of earthquake recurrence times. (2007) (27)
Nurturing breakthroughs: lessons from complexity theory (2007) (27)
Systematic assessment of the static stress triggering hypothesis using interearthquake time statistics (2016) (27)
The sharp peak-flat trough pattern and critical speculation (1998) (27)
Undulation instability in stripe domain structures of « bubble » material (1987) (27)
Statistical Physics Approaches to Seismicity (2008) (26)
Barycentric fixed-mass method for multifractal analysis. (2013) (26)
MECHANISM FOR POWERLAWS WITHOUT SELF-ORGANIZATION (2001) (26)
Modeling Symbiosis by Interactions Through Species Carrying Capacities (2010) (26)
The 2006-2008 Oil Bubble and Beyond (2008) (25)
“String” formulation of the dynamics of the forward interest rate curve (1998) (25)
An economic and financial exploratory (2012) (25)
Quantum Probabilities as Behavioral Probabilities (2017) (25)
The Financial Bubble Experiment: Advanced Diagnostics and Forecasts of Bubble Terminations Volume II-Master Document (2009) (25)
Market Fluctuations: multiplicative and percolation models, size effects and predictions (1999) (25)
Value-at-Risk-efficient portfolios for a class of super- and sub-exponentially decaying assets return distributions (2003) (25)
Novel mechanism for discrete scale invariance in sandpile models (1999) (25)
”Illusion of control” in Time-Horizon Minority and Parrondo Games (2007) (25)
Leverage Bubble (2010) (25)
Multivariate Weibull Distributions for Asset Returns: I (2005) (25)
On the predictability of stock market bubbles: evidence from LPPLS confidence multi-scale indicators (2018) (25)
Strong localization of waves by internal resonances (1988) (24)
Noise-induced volatility of collective dynamics. (2010) (24)
Inverse statistics and multifractality of exit distances in 3D fully developed turbulence (2006) (24)
Solid friction at high sliding velocities: An explicit three‐dimensional dynamical smoothed particle hydrodynamics approach (1999) (24)
Earthquake forecasting based on data assimilation: sequential Monte Carlo methods for renewal point processes (2009) (24)
Reexamination of log periodicity observed in the seismic precursors of the 1989 Loma Prieta earthquake (2000) (24)
Entanglement production in quantum decision making (2010) (24)
Importance of membrane fluidity on bilayer interactions (1986) (23)
Optimal prediction of time-to-failure from information revealed by damage (2005) (23)
Complexity clouds finance-risk models (2011) (23)
"Nonlinear" covariance matrix and portfolio theory for non-Gaussian multivariate distributions (1999) (23)
Power law distributions of seismic rates (2004) (23)
Option pricing in the presence of extreme fluctuations (1997) (22)
Investigating Extreme Dependences: Concepts and Tools (2002) (22)
Power Law Scaling and 'Dragon-Kings' in Distributions of Intraday Financial Drawdowns (2014) (22)
Numerical investigations of discrete scale invariance in fractals and multifractal measures (2004) (22)
Renormalization of branching models of triggered seismicity from total to observable seismicity (2005) (22)
How to account for extreme co-movements between individual stocks and the market (2004) (22)
Testing the Stability of the 2000-2003 Us Stock Market 'Antibubble' (2003) (22)
Role of the absorption distribution and generalization of exponential reverberation law in chaotic rooms (1993) (21)
“Illusion of control" in Time-Horizon Minority and Parrondo Games (2007) (21)
Look-Ahead Benchmark Bias in Portfolio Performance Evaluation (2008) (21)
Discrete Scale Invariance (1997) (21)
Data-Adaptive Wavelets and Multi-Scale SSA (2000) (21)
High-Order Moments and Cumulants of Multivariate Weibull Asset Returns Distributions: Analytical Theory and Empirical Tests: Ii (2005) (20)
Theory of Zipf's Law and of General Power Law Distributions with Gibrat's law of Proportional Growth (2008) (20)
Real-world options: smile and residual risk (1995) (20)
Dispersion of B‐values in Gutemberg‐Richter Law as a consequence of a proposed fractal nature of continental faulting (1991) (20)
Quantum Decision Theory in Simple Risky Choices (2016) (20)
Bubbles Everywhere in Human Affairs (2010) (20)
The Financial Bubble Experiment: Advanced Diagnostics and Forecasts of Bubble Terminations, Volume III (2010) (20)
Steric Interaction between Wandering Walls. Study of the Strong Deviation from Mean-Field Theory (1986) (19)
The Illusion of the Perpetual Money Machine (2012) (19)
Gravity‐driven instabilities: Interplay between state‐ and velocity‐dependent frictional sliding and stress corrosion damage cracking (2009) (19)
Nonlinear Dynamical Model of Regime Switching between Conventions and Business Cycles (2007) (19)
Failure thresholds in hierarchical and euclidian space by real space renormalization group (1989) (19)
The interdependence of intra-aggregate and inter-aggregate forces (1985) (19)
Coarse-grained properties of the chaotic trajectories in the stadium (1990) (19)
Two-state Markov-chain Poisson nature of individual cellphone call statistics (2015) (19)
Quantum decision making by social agents (2012) (19)
Birth or burst of financial bubbles: which one is easier to diagnose? (2015) (18)
Investment Strategies Used as Spectroscopy of Financial Markets Reveal New Stylized Facts (2011) (18)
Information Processing by Networks of Quantum Decision Makers (2017) (18)
Quantitative Modelling of the EUR/CHF Exchange Rate during the Target Zone Regime of September 2011 to January 2015 (2015) (18)
Preference reversal in quantum decision theory (2015) (18)
Analysis of the Real Estate Market in Las Vegas: Bubble, Seasonal Patterns, and Prediction of the CSW Indexes (2007) (18)
An Evolutionary Model of Cooperation, Fairness and Altruistic Punishment in Public Good Games (2013) (18)
A General Strategy for Physics-Based Model Validation Illustrated with Earthquake Phenomenology, Atmospheric Radiative Transfer, and Computational Fluid Dynamics (2007) (18)
Acoustical nondestructive evaluation of heterogeneous materials in the multiple scattering regime (1991) (18)
Buckling instability and pattern around holes or cracks in thin plates under a tensile load (1992) (18)
Anticipating Critical Transitions of Chinese Housing Markets (2017) (18)
ACOUSTIC RADIATION CONTROLS DYNAMIC FRICTION : EVIDENCE FROM A SPRING-BLOCK EXPERIMENT (1999) (18)
The Chinese Equity Bubble: Ready to Burst (2009) (18)
Generation-by-generation dissection of the response function in long memory epidemic processes (2009) (18)
New Evidence Of Discrete Scale Invariance In The Energy Dissipation Of Three-Dimensional Turbulence: Correlation Approach And Direct Spectral Detection (2002) (17)
Dynamical Diagnosis and Solutions for Resilient Natural and Social Systems (2012) (17)
Government Support for SMEs in Response to COVID-19: Theoretical Model Using Wang Transform (2020) (17)
Diagnosis and Prediction of Market Rebounds in Financial Markets (2010) (17)
Fractal Set of Recurrent Orbits in Billiards (1990) (17)
The Imaginary Part of Rock Jointing (1996) (17)
How Brains Make Decisions (2014) (17)
Numerical Inversion of the Laplace Transform (1981) (17)
Extreme events in population dynamics with functional carrying capacity (2012) (17)
Multi-dimensional rational bubbles and fat tails (2001) (17)
Stratification transition in /sup 3/He-/sup 4/He mixture films (1984) (17)
Discrete Scale Invariance in Turbulence (1998) (17)
A wave automaton for time-dependent wave propagation in random media (Erratum) (1992) (16)
The Holy Grail of Crypto Currencies: Ready to Replace Fiat Money? (2018) (16)
Multifractal Omori law for earthquake triggering: new tests on the California, Japan and worldwide catalogues (2006) (16)
Dating the financial cycle with uncertainty estimates: a wavelet proposition (2016) (16)
Interdisciplinarity in Socio-economics, mathematical analysis and predictability of complex systems (2008) (16)
Brownian representation of fractal quantum paths (1990) (16)
Robust Reverse Engineering of Cross Sectional Returns and Improved Portfolio Allocation Performance Using the CAPM (2011) (16)
Fertility heterogeneity as a mechanism for power law distributions of recurrence times. (2012) (16)
Forecasting the Full Distribution of Earthquake Numbers Is Fair, Robust, and Better (2019) (16)
Classification of possible finite-time singularities by functional renormalization. (2001) (16)
Automatic reconstruction of fault networks from seismicity catalogs including location uncertainty (2013) (15)
Effects of Diversity and Procrastination in Priority Queuing Theory: the Different Power Law Regimes (2009) (15)
Financial Knudsen number: Breakdown of continuous price dynamics and asymmetric buy-and-sell structures confirmed by high-precision order-book information. (2015) (15)
Comment on spectral statistics in elastodynamics (1991) (15)
Illusory versus genuine control in agent-based games (2008) (15)
Inferring fundamental value and crash nonlinearity from bubble calibration (2010) (15)
Superlinear scaling of offspring at criticality in branching processes. (2013) (15)
Instabilities on Alpine temperate glaciers: new insights arising from the numerical modelling of Allalingletscher (Valais, Switzerland) (2012) (15)
FINE STRUCTURE AND COMPLEX EXPONENTS IN POWER-LAW DISTRIBUTIONS FROM RANDOM MAPS (1997) (15)
Bubble, Critical Zone and the Crash of Royal Ahold (2004) (15)
Multiple Outlier Detection in Samples with Exponential & Pareto Tails: Redeeming the Inward Approach & Detecting Dragon Kings (2015) (15)
The endo–exo problem in high frequency financial price fluctuations and rejecting criticality (2019) (15)
A reanalysis of experimental high-frequency spectra using periodic orbit theory (1994) (15)
The Acceleration Effect and Gamma Factor in Asset Pricing (2015) (15)
Diagnostics of rational expectation financial bubbles with stochastic mean-reverting termination times (2009) (14)
Calibrating emergent phenomena in stock markets with agent based models (2018) (14)
Role of Diversification Risk in Financial Bubbles (2011) (14)
Market Impact and Performance of Arbitrageurs of Financial Bubbles in An Agent-Based Model (2019) (14)
Zipf's Law for Firms: Relevance of Birth and Death Processes (2008) (14)
Forecasting the Rates of Future Aftershocks of All Generations Is Essential to Develop Better Earthquake Forecast Models (2019) (14)
Decision trees unearth return sign predictability in the S&P 500 (2018) (14)
Predicting failure using conditioning on damage history: demonstration on percolation and hierarchical fiber bundles. (2005) (14)
Critical piezoelectricity in percolation (1988) (14)
General framework for a portfolio theory with non-Gaussian risks and non-linear correlations (2001) (14)
New Ways and Needs for Exploiting Nuclear Energy (2018) (14)
Quantitative determination of the level of cooperation in the presence of punishment in three public good experiments (2006) (14)
The Fair Reward Problem: The Illusion of Success and How to Solve It (2019) (14)
Anomalous Scaling of Offspring and Generation Numbers in Branching Processes (2003) (14)
Comment on “On scaling relations for large earthquakes” by B. Romanowicz and J. B. Rundle, from the Perspective of a recent nonlinear diffusion equation linking short-time deformation to long-time tectonics (1994) (13)
Strong gender differences in reproductive success variance, and the times to the most recent common ancestors. (2012) (13)
INCREMENTS OF UNCORRELATED TIME SERIES CAN BE PREDICTED WITH A UNIVERSAL 75% PROBABILITY OF SUCCESS (2000) (13)
The Co-Evolution of Fairness Preferences and Costly Punishment (2013) (13)
Transfer matrix theory of leaky guided waves (1988) (13)
Generating functions and stability study of multivariate self-excited epidemic processes (2011) (13)
Illusion of control in a Brownian game (2007) (13)
Comment on "Power-law time distribution of large earthquakes". (2004) (13)
Modeling of super-extreme events: An application to the hierarchical Weierstrass-Mandelbrot Continuous-time Random Walk (2012) (13)
Condensation of earthquake location distributions: Optimal spatial information encoding and application to multifractal analysis of south Californian seismicity. (2014) (12)
Chapter 14 - Mechanochemistry: A Hypothesis for Shallow Earthquakes (2001) (12)
Exuberant Innovation: The Human Genome Project (2010) (12)
Hierarchy of temporal responses of multivariate self-excited epidemic processes (2011) (12)
Inefficient Bubbles and Efficient Drawdowns in Financial Markets (2019) (12)
Properties of a simple bilinear stochastic model: Estimation and predictability (2007) (12)
Endogenous versus Exogenous Origins of Diseases (2007) (12)
The ARMA Point Process and its Estimation (2018) (12)
Lamellar Phases: Effect of Fluctuations (Theory) (1994) (12)
Predictability of Large Future Changes in Complex Systems (2003) (12)
Global Earthquake Forecasting System (GEFS): The challenges ahead (2021) (12)
Weibull-like failure distribution induced by fluctuations in percolation (1988) (12)
Test of Sabine’s reverberation time in ergodic auditoriums within geometrical acoustics (1990) (12)
Static and dynamic electrical breakdown in conducting filled-polymers (1997) (12)
Quantum chaos methods applied to high-frequency plate vibrations (1992) (12)
Eartkquake Death Tolls (1995) (12)
Empirical test of the origin of Zipf’s law in growing social networks (2011) (12)
Deviations of the distributions of seismic energies from the Gutenberg-Richter law (2003) (11)
Econophysics: historical perspectives (2008) (11)
Empirical and Theoretical Status of Discrete Scale Invariance in Financial Crashes (1999) (11)
Finite-size effects in line-percolating systems (1991) (11)
When Games Meet Reality: Is Zynga Overvalued? (2012) (11)
Super-exponential endogenous bubbles in an equilibrium model of rational and noise traders (2011) (11)
The dynamics of entropy in the COVID-19 outbreaks (2020) (11)
Ja n 20 03 VaR-Efficient Portfolios for a Class of Super-and Sub-Exponentially Decaying Assets Return Distributions (2003) (11)
Spurious trend switching phenomena in financial markets (2011) (11)
Gauge theory of Finance (1998) (11)
Can there be a physics of financial markets? Methodological reflections on econophysics (2016) (11)
Theory of earthquakes interevent times applied to financial markets (2016) (11)
Long-term statistical evidence proving the correspondence between tir anomalies and earthquakes is still absent (2021) (11)
Effect of dynamic fluid compressibility and permeability on porous piezoelectric ceramics (1993) (11)
Cycles, determinism and persistence in agent-based games and financial time-series: part I (2012) (11)
Addressing insurance of data breach cyber risks in the catastrophe framework (2020) (11)
Positive Operator-Valued Measures in Quantum Decision Theory (2015) (11)
The US 2000–2002 market descent: clarification (2003) (10)
Automated seizure detection: Unrecognized challenges, unexpected insights (2011) (10)
Quantum Decision Theory (2008) (10)
Tail Dependence of Factor Models (2002) (10)
A Complex System View of why Stock Markets Crash (2004) (10)
Statistical outliers and dragon-kings as Bose-condensed droplets (2012) (10)
Is Seismicity Operating at a Critical Point? (2021) (10)
Calibration of quantum decision theory: aversion to large losses and predictability of probabilistic choices (2016) (10)
Statistical Physics of Rupture in Heterogeneous Media (2004) (10)
Monte Carlo random-walk experiments as a test of chaotic orbits of maps of the interval (1984) (10)
Persistence and Quiescence of Seismicity on Fault Systems (1999) (10)
Debunking mathematically the logical fallacy that cancer risk is just “bad luck” (2015) (10)
Rupture in the bubble model (1989) (10)
Stock Market Crashes: Predictable and Unpredictable and What to Do About Them (2018) (10)
Preface to the Global Earthquake Forecasting System (GEFS) special issue: Towards using non-seismic precursors for the prediction of large earthquakes (2021) (10)
“Slimming” of power-law tails by increasing market returns (2000) (10)
New Empirical Tests of the Multifractal Omori Law for Taiwan (2011) (10)
A general improved methodology to forecasting future oil production: Application to the UK and Norway (2015) (10)
A Generic Model of Dyadic Social Relationships (2013) (10)
Effective measure of endogeneity for the Autoregressive Conditional Duration point processes via mapping to the self-excited Hawkes process (2013) (10)
Toward a probabilistic definition of seizures (2011) (9)
Investors’ Expectations, Management Fees and the Underperformance of Mutual Funds (2012) (9)
Taming Manias: On the Origins, Inevitability, Prediction and Regulation of Bubbles and Crashes (2010) (9)
Chaos, pseudo-random number generators and the random walk problem (1984) (9)
Economies of scale in innovations with block-busters (2002) (9)
The Percolation Model (2000) (9)
Solid friction at high sliding velocities: an explicit 3D dynamical SPH approach (1998) (9)
Slider-Block Friction Model for Landslides : Implication for Prediction of Mountain Collapse (2002) (9)
Nonuniversal Power Law Distribution of Intensities of the Self-Excited Hawkes Process: A Field-Theoretical Approach. (2020) (9)
Frustration and disorder in granular media and tectonic blocks: implications for earthquake complexity (1994) (9)
Field master equation theory of the self-excited Hawkes process (2020) (9)
Is There A Real Estate Bubble in Switzerland? (Diagnostic as of 2012-Q4) (2013) (8)
Using geoelectric field skewness and kurtosis to forecast the 2016/2/6, ML 6.6 Meinong, Taiwan Earthquake (2017) (8)
Predicted and verified deviations from Zipf's law in ecology of competing products. (2011) (8)
Classification of crypto-coins and tokens from the dynamics of their power law capitalisation distributions (2018) (8)
Fuse model on a randomly diluted hierarchical lattice (1991) (8)
Long-range stress field fluctuations induced by random dislocation arrays: A unified spectral approach (1995) (8)
Interface fluctuations and stratification in 3He-4He mixture films (1986) (8)
Inconclusive Quantum Measurements and Decisions under Uncertainty (2016) (8)
Managing risk in a creepy world (2015) (8)
Conductivity and rupture in crack-deteriorated systems (1990) (8)
Acoustic wave propagation in one‐dimensional stratified gas–liquid media: The different regimes (1992) (8)
Diffusion of Earthquake Aftershock Epicenters and Omori's Law: Exact Mapping to Generalized Continuous-Time Random Walk Models (2002) (8)
Quantification of feedback effects in FX options markets (2019) (8)
Should Banks Be Banned From Creating Money? An Analysis From the Perspective of Hierarchical Money (2017) (8)
Currency Target Zones as Mirrored Options (2017) (8)
The US 2000-2003 Market Descent: Clarifications (2003) (8)
Identification and critical time forecasting of real estate bubbles in the USA (2017) (8)
Cascading Logistic Regression Onto Gradient Boosted Decision Trees to Predict Stock Market Changes Using Technical Analysis (2018) (8)
Mode interference in quantum joint probabilities for multimode Bose-condensed systems (2013) (8)
v 1 6 O ct 1 99 5 Stock market crashes , Precursors and Replicas (1996) (8)
Bitcoin Bubble Trouble (2018) (8)
Spatially variable model for extracting TIR anomalies before earthquakes: Application to Chinese Mainland (2021) (8)
Magnitude of Earthquakes Controls the Size Distribution of Their Triggered Events (2019) (8)
Human population and atmospheric carbon dioxide growth dynamics: Diagnostics for the future (2014) (8)
Population Dynamics with Nonlinear Delayed Carrying Capacity (2013) (7)
Functional Renormalization Prediction of Rupture (2000) (7)
Tricritical behaviour in lamellar phases (1987) (7)
Estimation of the Hawkes Process with Renewal Immigration Using the EM Algorithm (2014) (7)
Quantum chaos and Sabine's law of reverberation in ergodic rooms (1991) (7)
Challenges for emerging neurostimulation-based therapies for real-time seizure control (2011) (7)
ANALYSIS OF THE PHENOMENON OF SPECULATIVE TRADING IN ONE OF ITS BASIC MANIFESTATIONS: POSTAGE STAMP BUBBLES (1999) (7)
Dynamical system theory of periodically collapsing bubbles (2015) (7)
Search for direct empirical spatial correlation signatures of the critical triggering earthquake model (2002) (7)
The wave automaton for the time-dependent Schrödinger, classical wave and Klein-Gordon equations (1993) (7)
The British Pound on Brexit Night: A Natural Experiment of Market Efficiency and Real-Time Predictability (2017) (7)
Critical phase transitions made self-organized: proposed experiments (1993) (7)
Ubiquitous Power Law Scaling in Nonlinear Self-Excited Hawkes Processes. (2021) (7)
Rupture in Random Media (1988) (7)
Scale-, time- and asset-dependence of Hawkes process estimates on high frequency price changes (2020) (7)
Minimizing volatility increases large risks (1998) (7)
A Simple Microstructure Return Model Explaining Microstructure Noise and Epps Effects (2012) (7)
Comparing nested data sets and objectively determining financial bubbles’ inceptions (2019) (7)
Organization of Rupture (1993) (7)
“Speculative Influence Network” during financial bubbles: application to Chinese stock markets (2015) (7)
Self-Organized Criticality in Stick-Slip Models with Periodic Boundaries (1997) (7)
A Generalized 2D-Dynamical Mean-Field Ising Model with a Rich Set of Bifurcations (Inspired and Applied to Financial Crises) (2017) (7)
MATHEMATICAL MODEL OF HUMAN GESTATION AND PARTURITION: IMPLICATIONS FOR EARLY DIAGNOSIS OF PREMATURITY AND POSTMATURITY (1994) (7)
Dynamics of severe accidents in the oil & gas energy sector derived from the authoritative ENergy-related severe accident database (2022) (7)
Learning like humans with Deep Symbolic Networks (2017) (7)
An Explicit Mapping of Currency Target Zone Models to Option Prices (2017) (7)
Most Efficient Homogeneous Volatility Estimators (2009) (7)
Micro-Foundation Using Percolation Theory of the Finite-Time Singular Behavior of the Crash Hazard Rate in a Class of Rational Expectation Bubbles (2016) (7)
SELF-ORGANIZED CRITICAL RANDOM DIRECTED POLYMERS (1998) (7)
Stripe magnetic domains and lyotropic liquid crystals (1987) (7)
Quantum decision theory augments rank-dependent expected utility and Cumulative Prospect Theory (2021) (7)
Bubbles and Crashes (2010) (7)
A Two-Factor Asset Pricing Model and the Fat Tail Distribution of Firm Sizes (2007) (6)
A Mean-Field Approach to Anderson Localization (1990) (6)
Difference between lattice and continuum failure threshold in percolation (1987) (6)
Power law distribution of seismic rates: theory and data (2004) (6)
Fusion kinetics of dimyristoyl phosphatidylcholine vesicles around the phase transition of the aliphatic chains. (1982) (6)
Dragon-kings: Mechanisms, statistical methods and empirical evidence (2012) (6)
Predicting financial market crashes using ghost singularities (2017) (6)
KaKiOS-16: a probabilistic, non-linear, absolute location catalog of the 1981-2011 South Californian seismicity (2017) (6)
Investors' Misperception: A Hidden Source of High Markups in the Mutual Fund Industry (2009) (6)
Evidence of A Bimodal US GDP Growth Rate Distribution: A Wavelet Approach (2017) (6)
A Theory of Evolution, Fairness, and Altruistic Punishment (2011) (6)
Quantum theory of measurements as quantum decision theory (2015) (6)
Scale Invariance and Beyond Les Houches Workshop, March 10–14, 1997 (1997) (6)
Economy of scales in R&D with block-busters (2000) (6)
Democratizing earthquake predictability research: introducing the RichterX platform (2021) (6)
Cycles, determinism and persistence in agent-based games and financial time-series: part II (2008) (6)
Spectral Rigidity in the Large Modal Overlap Regime: Beyond the Ericson-Schroeder Hypothesis (1995) (6)
Non-Destructive Evaluations in Multiple-Scattering Media (1993) (6)
A paradigm for developing earthquake probability forecasts based on geoelectric data (2019) (6)
Solitary waves and supersonic reaction front in metastable solids. (2000) (6)
Self-consistent asset pricing models (2006) (6)
Analysis of log-periodic power law singularity patterns in time series related to credit risk (2015) (6)
Global models for short-term earthquake forecasting and predictive skill assessment (2020) (6)
Self-similar approximants of the permeability in heterogeneous porous media from moment equation expansions (2002) (6)
Precursors and startling lessons: Statistical analysis of 1250 events with safety significance from the civil nuclear sector (2021) (6)
Reflections on Limitations of Current PSA – Methodology (2013) (6)
Anderson localization and wave absorption (1989) (6)
Evidence for super-exponentially accelerating atmospheric carbon dioxide growth (2011) (6)
Comparative analysis of layered structures in empirical investor networks and cellphone communication networks (2019) (6)
Secular Bipolar Growth Rate of the Real US GDP Per Capita: Implications for Understanding Past and Future Economic Growth (2015) (5)
Utility Rate Equations of Group Population Dynamics in Biological and Social Systems (2012) (5)
Structural transitions in ultrathin binary mixture films: an interplay between finite size and surface effects (1988) (5)
Valuation of Zynga (2011) (5)
The Endo-Exo Problem in High Frequency Financial Price Fluctuations and Rejecting Criticality (2018) (5)
Numerical modeling of the behaviour of high pressure vessel under hypervelocity impact (2001) (5)
Revisiting the Predictability of the Haicheng and Tangshan Earthquakes (2020) (5)
A simple mechanism for financial bubbles: time-varying momentum horizon (2018) (5)
Robust Reverse Engineering of Cross-SectionalReturns and Improved Portfolio AllocationPerformance Using the CAPM (2011) (5)
Classification of position management strategies at the order-book level and their influences on future market-price formation (2019) (5)
Using trading strategies to detect phase transitions in financial markets. (2015) (5)
Continuous Gibrat’s Law and Gabaix’s Derivation of Zipf’s Law (2010) (5)
Quantum probabilities and entanglement for multimode quantum systems (2014) (5)
Market Risk and Financial Markets Modeling (2012) (5)
1/f Colouring of White Noise by Anderson Localization (1987) (5)
A civil super-Apollo project in nuclear research for a safer and prosperous world (2015) (5)
Boom, Bust, and Bitcoin: Bitcoin-Bubbles as Innovation Accelerators (2020) (5)
Critical Risks of Different Economic Sectors (2019) (5)
New Approach to Modeling Symbiosis in Biological and Social Systems (2014) (5)
Endogenous Versus Exogenous Origins of Financial Rallies and Crashes in an Agent-Based Model with Bayesian Learning and Imitation (2008) (5)
Dynamical Signatures of Collective Quality Grading in a Social Activity: Attendance to Motion Pictures (2014) (5)
Anderson localization and quantum chaos in acoustics (1996) (5)
Renormalization of the ETAS branching model of triggered seismicity from total to observable seismicity (2005) (5)
Acoustic radiation from membranes at high frequencies: The quantum chaos regime (1997) (5)
Faults self-organized by repeated earthquakes in a quasi-static antiplane crack model (1995) (5)
Is There a Housing Bubble in China? (2018) (5)
RECONSTRUCTING GENERALIZED EXPONENTIAL LAWS BY SELF-SIMILAR EXPONENTIAL APPROXIMANTS (2002) (5)
Quantifying Herding During Speculative Financial Bubbles (2001) (5)
The Conjunction Fallacy in Quantum Decision Theory (2018) (5)
Sornette, Leung, and Andersen Reply: (1998) (5)
Super-Exponential RE bubble model with efficient crashes (2017) (5)
Bubbles as Violations of Efficient Time-Scales (2017) (5)
Interaction between neutral vesicles: The importance of bilayer fluidity (1985) (4)
Currency target-zone modeling: An interplay between physics and economics. (2015) (4)
New Mechanism for Finite-Time-Singularity in Epidemic Models of Rupture, Earthquakes and Starquakes (2001) (4)
Prediction of ESG compliance using a heterogeneous information network (2018) (4)
Time-Bridge Estimators of Integrated Variance (2011) (4)
Homogeneous Volatility Bridge Estimators (2009) (4)
Role of the absorption distribution and generalization of Sabine’s reverberation law in chaotic rooms: Geometrical and wave theory (1993) (4)
Magnitude-Dependent Omori Law: Empirical Study and Theory (2004) (4)
An Asset-Based Framework of Credit Creation (applied to the Global Financial Crisis) (2017) (4)
The ETH Zurich curated nuclear events database: Layout, event classification, and analysis of contributing factors (2021) (4)
Predictability and control of extreme events in complex systems (2013) (4)
Conditions for abrupt failure in the democratic fiber bundle model (1997) (4)
Seismicity, Statistical Physics Approaches to (2009) (4)
Examples of Risk Information Concealment Practice (2015) (4)
Early Dynamics of a Major Scientific Project: Testing the Social Bubble Hypothesis (2013) (4)
Overpricing persistence in experimental asset markets with intrinsic uncertainty (2020) (4)
High pressure composite tank behaviour under an hypervelocity impact (2001) (4)
Specific Features of Risk Management in the Industrial and Agricultural Sectors (2019) (4)
Renormalization of Exponential-Decay Rates by Fluctuations of Barrier Encounters (1992) (4)
Quantification of the evolution of firm size distributions due to mergers and acquisitions (2016) (4)
Can sound be localized in granular media (1993) (4)
'Bubbles in Society' - The Example of the United States Apollo Program (2008) (4)
Approach tq complete wetting in 4He-3He binary liquid mixtures (1986) (4)
Cooperation by Evolutionary Feedback Selection in Public Good Experiments (2006) (4)
Comparing Ask and Transaction Prices in the Swiss Housing Market (2016) (4)
Towards Safer and More Sustainable Ways for Exploiting Nuclear Power (2020) (4)
What science can do for democracy: a complexity science approach (2020) (4)
Cancer risk is not (just) bad luck (2015) (4)
Multifractality of Inverse Statistics of Exit Distances in 3D Fully Developed Turbulence (2005) (4)
Non-Boltzmann Fluctuations in Numerical Simulations of Nonequilibrium Lattice Threshold Systems (1997) (4)
Prediction and prevention of disproportionally dominant agents in complex networks (2017) (4)
Super-extreme event's influence on a Weierstrass-Mandelbrot Continuous-Time Random Walk (2010) (4)
Universality class of balanced flows with bottlenecks: granular flows, pedestrian fluxes and financial price dynamics (2012) (4)
Discrete hierarchy of sizes and performances in the exchange-traded fund universe (2016) (4)
Micro-foundation using percolation theory of the finite time singular behavior of the crash hazard rate in a class of rational expectation bubbles (2016) (4)
Macroeconomic Dynamics of Assets, Leverage and Trust (2015) (4)
Comment on "analysis of the spatial distribution between successive earthquakes". (2006) (4)
Magnetoconductance of Anderson Insulators in the Presence of Strong Spin-Orbit Scattering: A Simple Approach (1992) (4)
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The gradual evolution of buyer–seller networks and their role in aggregate fluctuations (2015) (3)
A physical model of cell crawling motion (1989) (3)
A theory of discrete hierarchies as optimal cost-adjusted productivity organisations (2019) (3)
On the Correct Use of Statistical Tests: Comment on “Lies, Damned Lies, and Statistics (in Geology)” (2011) (3)
Finite size effect on the current enhancement at the tip of a long defect in a resistor network (1990) (3)
Mathematical basis of quantum decision theory (2008) (3)
Properties of Foreshocks and Aftershocks of the Non-Conservative SOC Olami-Feder-Christensen Model: Triggered or Critical Earthquakes? (2003) (3)
Statistical Testing of DeMark Technical Indicators on Commodity Futures (2017) (3)
Are ‘Flow of Ideas’ and ‘Research Productivity’ in secular decline? (2020) (3)
A wave automaton for wave propagation in the time domain. II: Random systems (1993) (3)
Endogenous bubbles in an equilibrium model of rational and noise traders without strategy switching (2011) (3)
The dollar game (2018) (3)
A transfer fault complex to explain the geodynamics and faulting mechanisms of the 1976 M7.8 Tangshan earthquake China (2021) (3)
Data breaches in the catastrophe framework & beyond (2019) (3)
Impact of Governmental interventions on epidemic progression and workplace activity during the COVID-19 outbreak (2020) (3)
Band Edge Localization and Spatial Textures of Surface Acoustic Waves in Weakly Disordered 1D Superlattices (1993) (3)
Transport and Localization of Elastic Waves in Two‐Dimensional Fractured Media: Consequences on Scattering Attenuation (2021) (3)
Properties of balanced flows with bottlenecks: Common stylized facts in finance and vibration-driven vehicles. (2020) (3)
Toward a Unified Framework of Credit Creation (2014) (3)
Gross domestic product growth rates as confined Lévy flights: Towards a unifying theory of economic growth rate fluctuations. (2018) (3)
Out-of-sample forecasting of housing bubble tipping points (2018) (3)
Controlling percolation with limited resources. (2017) (3)
1 Market Bubbles and Crashes (2013) (3)
The 'New Normal' of the Swiss Balance of Payments in a Global Perspective: Central Bank Intervention, Global Imbalances and the Rise of Sovereign Wealth Funds (2017) (3)
Challenges to the Assessment of Time-to-Proof of Mathematical Conjectures (2013) (3)
Classification of flash crashes using the Hawkes(p,q) framework (2020) (3)
Identification and Critical Time Forecasting of Real Estate Bubbles in the U.S.A and Switzerland (2014) (3)
Role of collective information in networks of quantum operating agents (2022) (3)
General wave equations modelled by the wave automaton (Reply) (1993) (3)
Data Reduction in Polydisperse Diffusion Studies (1983) (3)
Are Large Earthquakes Preferentially Triggered by Other Large Events? (2022) (2)
Dynamics of Information Flow Before Major Crises: Lessons from the Collapse of Enron, the Subprime Mortgage Crisis and Other High Impact Disasters in the Industrial Sector (2016) (2)
z−3/2 powerlaw decay of Laplacian fields induced by disorder: Consequences for the inverse problem (1992) (2)
The Weak Efficient Market Hypothesis in Light of Statistical Learning (2016) (2)
The Donation-Payment Card Concept: How to Give Twice with One Card (2005) (2)
Significant Hot Hand Effect in International Cricket (2020) (2)
Dating the Financial Cycle: A Wavelet Proposition (2016) (2)
Hierarchical Bayesian Modeling for Improved High-Resolution Mapping of the Completeness Magnitude of Earthquake Catalogs (2022) (2)
Coupled mechano-electrokinetic Burridge-Knopoff model of fault sliding events and transient geoelectric signals (2019) (2)
Empirical and Theoretical Status of Discrete Scale Invariancein Financial (2007) (2)
Derivatives Trading: Physicists Favor Less Complex and Risky Theory (1996) (2)
Icequakes as precursors of ice avalanches (2009) (2)
Self-organized criticality, earthquakes and plate tectonics (1991) (2)
Common group dynamic drives modern epidemics across social, financial and biological (2009) (2)
Aristotle vs. Ringelmann: A response to Scholtes et al. on Superlinear Production in Open Source Software (2016) (2)
Fault network reconstruction using agglomerative clustering: applications to southern Californian seismicity (2020) (2)
Specific Features of Risk Management in the Service Sector (2019) (2)
Role of the interfirm buyer-seller network in aggregate fluctuation and the effect of link renewal (2015) (2)
Anderson localisation and reentrant delocalisation of tensorial elastic waves in two-dimensional fractured media (2021) (2)
Decision Trees Unearth Return Sign Correlation in the S&P 500 (2016) (2)
Anticipating critical transitions of the housing market: new evidence from China (2019) (2)
Predicted and Verified Deviation from Zipf's Law in Growing Social Networks (2010) (2)
Reply to Mikheev's Comment on the Black-Scholes Pricing Problem (1995) (2)
Price Dynamics with Circuit Breakers (2019) (2)
Acoustic noise radiated by transient flows (1984) (2)
Financial Market and Systemic Risks (2012) (2)
Emerging social brain: A collective self-motivated Boltzmann machine (2021) (2)
Financial Crashes: What, How, Why, and When? (2017) (2)
Emergence of human cooperation and altruism by evolutionary feedback selection (2006) (2)
Statistical Asynchronous Regression (2000) (2)
Nondestructive evaluations in multiple scattering media (1993) (2)
Global models for short-term earthquake forecasting and predictive skill assessment (2021) (2)
A Dynamical System Theory of Large Deformations and Patterns in Non-Cohesive Solids (1993) (2)
Is the Earth crust operating at a critical point (2020) (2)
Introduction to the Special Issue on Cascading Disaster Modelling and Prevention (2021) (2)
The Sentiment of the Fed (2012) (2)
Fluctuations and Interactions Between Membranes (1987) (2)
Decay of long-ranlye field fluctuations induced by random structures: a unified spectral approach (1993) (2)
Volcanic tremors given mathematical foundation (1992) (2)
A consistent and high-quality M4+ earthquake catalogue for Turkey 2007–2016 from two independent catalogues (2021) (2)
Optimization of brain and life performance: Striving for playing at the top for the long run (2011) (2)
Rupture Pressure Prediction for Composite High Pressure Tanks Using Acoustic Emission (1997) (2)
Preface to the 2002 Edition (2017) (2)
On the Predictability of Stock Market Bubbles: Evidence from LPPLS ConfidenceTM Multi-Scale Indicators (2017) (2)
Earthquake debate - Didier Sornette (1999) (2)
Stability and Fusion of Vesicles (1980) (2)
Power-Law Distributions from Sigma-Pi Structure of Sums of Random Multiplicative Processes (2017) (2)
A Creepy World (2013) (2)
Taming large events: portfolio selection for strongly fluctuating assets (1998) (2)
Log-periodic time-to-failure analysis (1999) (2)
Heavy-Tailed Data Breaches in the Nat-Cat Framework & the Challenge of Insuring Cyber Risks (2019) (2)
Triggering of large earthquakes is driven by their twins (2021) (2)
Estimation and Comparison Between Rank-Dependent Expected Utility, Cumulative Prospect Theory and Quantum Decision Theory (2020) (2)
A Simple Model of Financial Crises: Household Debt, Inequality and Housing Wealth (2018) (2)
Predictability of catastrophic events; a new approach for Structural Health Monitoring (2002) (2)
A (( wave automaton))for wave propagation in the time domain. I. Periodic systems. (1993) (2)
Causes of Risk Information Concealment (2016) (2)
Equilibrium model of rational and noise traders: bifurcations to endogenous bubbles (2011) (2)
Generic mechanisms for hierarchies (2000) (2)
STABLE STATES OF BIOLOGICAL ORGANISMS (2009) (2)
Stochastic representation decision theory: How probabilities and values are entangled dual characteristics in cognitive processes (2020) (2)
Self-organized criticality in an isotropically driven model approaching equilibrium (1998) (2)
Risk and Resilience Management in Social-Economic Systems (2016) (1)
Anomalous Returns in a Neural Network Equity-Ranking Predictor (2008) (1)
Rapid Note Stock market crashes are outliers (1998) (1)
Mechanisms for Power Laws (2000) (1)
Other-Regarding Preferences and Altruistic Punishment: A Darwinian Perspective (2009) (1)
ISA Workshop: Complexity Science in International Relations (2008) (1)
Large Sto k Market Pri e Drawdowns Are (2000) (1)
Behavioural Effects and Market Dynamics in Field and Laboratory Experimental Asset Markets (2020) (1)
A Nonuniformly Integrable Martingale Bubble with a Crash (2019) (1)
1D-LOCALIZATION OF SURFACE ACOUSTIC WAVES BY QUASIPERIODICALLY CORRUGATED SURFACES (1990) (1)
On the Correct Use of Statistical Tests: Reply to (2010) (1)
The Altes Family of Log-Periodic Chirplets and the Hyperbolic Chirplet Transform (2018) (1)
Quantum chaos methods applied to high‐frequency plate vibrations (1993) (1)
Useful Properties of Realizations of the Geometric Brownian Motion (2010) (1)
Severe Accidents: Singularity of Nuclear Disasters? (2018) (1)
Free deformations of a random spring network (1989) (1)
Foreshocks and Earthquake Predictability (2002) (1)
Sigma-Pi Structure with Bernoulli Random Variables: Power-Law Bounds for Probability Distributions and Growth Models with Interdependent Entities (2021) (1)
M ay 2 00 2 Non-Parametric Analyses of Log-Periodic Precursors to Financial Crashes (2008) (1)
Kinetics of Growth of Phospholipid Vesicles (1981) (1)
Fundamentals of Financial Markets (2017) (1)
The Impact of Option Hedging on the Spot Market Volatility (2022) (1)
Evanescent wave photon correlation spectroscopy to study Brownian diffusion close to a wall (1987) (1)
A Large-Scale Optimization Model for Replicating Portfolios in the Life Insurance Industry (2016) (1)
On the distribution of time-to-proof of mathematical conjectures (2012) (1)
Addressing insurance of data breach cyber risks in the catastrophe framework (2020) (1)
1 3 O ct 2 00 0 Large Stock Market Price Drawdowns Are Outliers (2002) (1)
Statistics of seismic cluster durations (2017) (1)
Statistical Mechanics: Probabilistic Point of View and the Concept of “Temperature” (2000) (1)
Comprehensive empirical assessment of nuclear power risks (2022) (1)
Self-Organized Criticality (2000) (1)
Using Prediction Markets to Incentivize and Measure Collective Knowledge Production (2014) (1)
Cantor set spectra and self-similar critical modes in a ID-quasicrystal (1989) (1)
Use the Hype to Innovate : Social Bubbles to Save the World from Climate Change (2017) (1)
Evolutionary patterns of onshore and offshore Renminbi exchange rates with convexity–concavity indicators (2021) (1)
“Salvation and Profit”: Deconstructing the Clean-Tech Bubble (2021) (1)
Potentials and Vision for the Future of Nuclear Energy (2018) (1)
Pattern phase diagram of spiking neurons on spatial networks. (2018) (1)
Irreversible mean-field model of the critical behavior of charge-density waves below the threshold for sliding (1993) (1)
Fluctuations in Granular Media Role of Frustration and Disorder Analogy with Spin Glasses and Neural Networks (1994) (1)
Trapped in the “zero-risk” society and how to break free (2020) (1)
Statistical witchhunts: Science, justice & the p-value crisis (2019) (1)
Awareness of Crash Risk Improves Kelly Strategies in Simulated Financial Time Series (2020) (1)
Non-stationary Mean Birth Rate (2010) (1)
2 6 N ov 2 00 5 Algorithm for Model Validation : Theory and Implementation (2005) (1)
Predicting Adverse Media Risk using a Heterogeneous Information Network (2018) (1)
Disorder-Induced Volatility of Collective Dynamics (2010) (1)
Constrained Random Walk Models for Euro/Swiss Franc Exchange Rates: Theory and Empirics (2015) (1)
‘‘Wave automaton’’ for wave propagation in the time domain (1993) (1)
Segmentation of fault networks (2010) (1)
Editorial introduction: ‘new facets of the economic complexity in modern financial markets’ (2013) (1)
Lagrange Regularisation Approach to Compare Nested Data Sets and Determine Objectively Financial Bubbles' Inceptions (2017) (1)
Multi-dimensional Rational Bubbles and fat tails: application of stochastic regression equations to (2001) (1)
Estimating Spatially Variable Parameters of the Epidemic Type Aftershock Sequence (ETAS) in California (2016) (1)
Can strong localization of waves be attained by internal resonances (1992) (1)
On the Directional Destabilizing Feedback Effects of Option Hedging (2022) (1)
Long-term statistical evidence proving the correspondence between tir anomalies and earthquakes is still absent (2021) (1)
Excess Financial Volatility Explained by Endogenous Excitations Revealed by EM Calibrations of a Generalized Hawkes Point Process (2021) (1)
Forms of Social Relationships in Distinct Cultural Settings (2016) (1)
Towards Quantifying Self-Excitation in Twitter Messaging (2014) (1)
The Donation-Payment Gift Card Concept: how to give twice with one card (2005) (1)
The excess volatility puzzle explained by financial noise amplification from endogenous feedbacks (2022) (1)
Bridge homogeneous volatility estimators (2014) (1)
Inefficiency and predictability in the Brexit Pound market: a natural experiment (2019) (1)
Seeking a shortcut to universal wisdom (2002) (1)
Long-range static directional stress transfer in a cracked, nonlinear elastic crust (2003) (1)
Multi-asset financial bubbles in an agent-based model with noise traders’ herding described by an n-vector Ising model (2023) (1)
The hardening transition in swollen lamellar phases (1989) (1)
Modelling symbiosis in biological and social systems (2010) (1)
Dynamics and spatial distribution of global nighttime lights (2014) (1)
Comprehensive nuclear events database: Safety & cost perspectives (2017) (1)
The modified weibull distribution for asset returns: reply (2006) (1)
Tangential Flows in Fluid Membranes and their Effect on the Softening of Curvature Rigidity (2016) (0)
Hierarchies, Complex Fractal Dimensions, and Log-Periodicity (2017) (0)
Chapter 4. positive feedbacks (2009) (0)
Strategic Aspects of Energy (2018) (0)
Classification of dragon-king phases in preferential attachment and failure models (2017) (0)
Rank-Ordering Statistics and Heavy Tails (2000) (0)
Science Magazine (2009) (0)
Fractal fault patterns as a dual DLA problem (2020) (0)
Coupled system approach to healthy earth environments and individual human resilience (2023) (0)
J an 2 00 3 Finite-Time Singularity Signature of Hyperinflation (2008) (0)
Rational Belief Bubbles (2018) (0)
Erratum to “Andrade and critical time-to-failure laws in fiber-matrix composites: Experiments and model” [Journal of the Mechanics and Physics of Solids 53 (2005) 1099–1127] (2005) (0)
Limit Order Book reconstruction, visualization and statistical analysis of the order ow (2014) (0)
Portfolio Selection With Exploration of New Investment Opportunities (2020) (0)
Human-Environment-Health and Reinforcement of Individual Resilience (2020) (0)
The extreme risk of personal data breaches and the erosion of privacy (2016) (0)
Are 2050 energy transition plans viable? A detailed analysis of projected Swiss electricity supply and demand in 2050 (2023) (0)
Democratizing earthquake predictability research: introducing the RichterX platform (2021) (0)
Ja n 20 00 “ Thermometers ” of Speculative Frenzy (2000) (0)
Dynamic Transition in Symbiotic Evolution Induced by Growth Rate Variation (2017) (0)
How Market Intervention Can Prevent Bubbles and Crashes (2020) (0)
Modeling Financial Bubbles and Market Crashes (2017) (0)
Band‐edge localization and spatial textures of surface acoustic waves in weakly disordered 1‐D superlattices (1993) (0)
Properties of the Realization Dependent Distribution of Firm Sizes (2010) (0)
Master Thesis at ETH Zurich, Dept. Mathematics in Collaboration with Dept. Management, Technology & Economics (2014) (0)
Chapter 9. prediction of bubbles, crashes, and antibubbles (2009) (0)
Mechanochemistry: an hypothesis for shallow earthquakes (1998) (0)
Multifractal Omori-Utsu Law for Earthquake Triggering: New Tests on the Harvard and Japanese Catalogs (2006) (0)
Altruistic punishment: A Darwinian perspective (2009) (0)
A Case Study of Multifractal Omori Law on the Earthquake Catalog of Taiwan (2010) (0)
Critical leakage radiation of evanescent waves due to disorder near the detrapping transition (1988) (0)
Toward a Multi-scale, Multi-moment Physics-based Validation Protocol in Computational Simulation (2002) (0)
Calibration of Quantum Decision Theory and Stochastic Choice Predictability (2016) (0)
Generic and adaptive probabilistic safety assessment models: Precursor analysis and multi-purpose utilization (2021) (0)
Dynamical Internal Cost of Capital Driven by Cash Flow Growth (2021) (0)
Endogenous versus Exogenous Crashes in Finan ial (2007) (0)
Firm’s Sudden Deaths (2010) (0)
Derivatives Trading Again: Finance Pros Take on Physicists (1996) (0)
A ug 2 00 6 Self-Consistent Asset Pricing Models ∗ (2008) (0)
D ec 1 99 7 Stock market crashes are outliers (2008) (0)
Introduction to the Physics of Random Systems (2000) (0)
A O ] 8 J an 2 00 7 Nonlinear Dynamical Model of Regime Switching Between Conventions and Business Cycles (2008) (0)
Asymptotic solutions to nonlinear Hawkes processes: A systematic classification of the steady-state solutions (2021) (0)
2 9 M ar 2 00 0 Critical Ruptures (2000) (0)
N ov 2 00 3 Fearless versus Fearful Speculative Financial Bubbles (2008) (0)
Chapter 3. financial crashes are “outliers” (2009) (0)
ge oph ] 30 O ct 2 00 2 Foreshocks and Earthquake Predictability (2002) (0)
0 01 00 50 3 O ct 2 00 0 Large Stock Market Price Drawdowns Are Outliers (2000) (0)
Explaining global imbalances: the role of central-bank intervention and the rise of sovereign wealth funds (2021) (0)
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2050: The End of the Growth Era? (2017) (0)
Pseudo-Prospective Forecasting Experiments with Spatially Variable ETAS Models (2018) (0)
The gradual evolution of buyer–seller networks and their role in aggregate fluctuations (2016) (0)
External sources of new shocks. (2015) (0)
Chapter 10. 2050: the end of the growth era? (2009) (0)
Swiss Electricity Supply and Demand in 2017 and 2050. Is the Swiss 2050 energy plan viable? (2022) (0)
Categorization of exchange fluxes explains the four relational models (2013) (0)
A pr 1 99 8 Gauge theory of Finance ? (1998) (0)
“Physical” Membranes: A Short Review (1988) (0)
Chapter 8. bubbles, crises, and crashes in emergent markets (2009) (0)
Summary of Session 2 : Scaling physics and emergent behaviour at the micro and macroscale : theory , simulation and observation (2001) (0)
Seismic catalog condensation with applications to multifractal analysis of South Californian seismicity (2014) (0)
Addressing the nature of extreme events, early warnings, (limits of) predictability and control (2016) (0)
Multifractal Omori-Utsu Law for Earthquake Triggering-Theory and Empirical Tests on the SCEC, Harvard and JMA Catalogs (2007) (0)
91 01 41 8 O ct 1 99 9 1 On Rational Bubbles and Fat Tails * (1999) (0)
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Forecasting Future Oil Production in Norway and the UK: A General Improved Methodology (2014) (0)
Synchronized bursts of productivity and success in individual careers (2022) (0)
Polytope Fraud Theory (2022) (0)
1 Foreshocks , mainshocks and aftershocks : hypothesis and predictions (0)
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Governance: Organizations and Management Issues (2018) (0)
Chapter 5. modeling financial bubbles and market crashes (2009) (0)
Correction: A theory of discrete hierarchies as optimal cost-adjusted productivity organisations (2019) (0)
Identifying active faults in Switzerland using relocated earthquake catalogs and optimal anisotropic dynamic clustering (2010) (0)
Forecasting Financial Crashes: A Dynamic Risk Management Approach (2020) (0)
2 0 F eb 2 00 2 Tail Dependence of Factor Models ∗ (2004) (0)
The Illusion of Success and the Nature of Reward (2019) (0)
2 Definitions and formalism 2 . 1 Definitions for the Hawkes self-excited conditional Poisson process (2013) (0)
Deviations from Gibrat’s Law and Implications for Generalized Zipf’s Laws (2010) (0)
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Influence of LPPL traders on financial markets (2015) (0)
Fe b 20 02 Fractal Plate Tectonics (2002) (0)
Chapter 6. hierarchies, complex fractal dimensions, and log-periodicity (2009) (0)
Comparative analysis of layered structures in empirical investor networks and cellphone communication networks (2020) (0)
A pr 2 00 3 Long-range Static Directional Stress Transfer in a Nonlinear Elastic Crust (2008) (0)
Candidate Features and Technology Options (2018) (0)
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N ov 2 00 0 Functional Renormalization Prediction of Rupture (2008) (0)
1 2 0 M ay 2 00 2 The $-Game (2008) (0)
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Sums of Random Variables, Random Walks and the Central Limit Theorem (2000) (0)
Hedging Extreme Co-Movements (2002) (0)
What science can do for democracy: a complexity science approach (2020) (0)
Hierarchy of temporal responses of multivariate self-excited epidemic processes (2013) (0)
Autopsy of Major Crashes: Universal Exponents and Log-Periodicity (2017) (0)
Attendance dynamics for movies representing different shocks and qualities. (2015) (0)
New method of investigation of large bandwidth response of mechanical structures (1993) (0)
Multi-Asset Barrier Option Pricing with Central Limit Theorem based Gaussian Random Number Generation (2016) (0)
Erratum to: Man-made Catastrophes and Risk Information Concealment (2016) (0)
Testing the Social Bubble Hypothesis on the Early Dynamics of a Scientific Project: The FET Flagship Candidate FuturICT (2010–2013) (2021) (0)
Discrete scale invariance in growing networks (2014) (0)
Short- and long-term propositions for the financial crisis: back to the fundamentals (2009) (0)
Uniform Integrability of a Single Jump Local Martingale with State-Dependent Characteristics (2017) (0)
Practical Applications of Financial Disruption: An Interview with Didier Sornette (2016) (0)
Modeling of super-extreme events: An application to the hierarchical Weierstrass-Mandelbrot Continuous-time Random Walk (2012) (0)
Local magnitude determination for Turkey from two independent seismic networks and a consistent M4+ catalogue (2022) (0)
Agent-based model generating stylized facts of fixed income markets (2022) (0)
Dynamical system theory of periodically collapsing bubbles (2015) (0)
Phase Transitions: Critical Phenomena and First-Order Transitions (2000) (0)
J ul 2 01 0 Prediction (2010) (0)
Challenges to the Assessment of Time-to-Proof of Mathematical Conjectures (2013) (0)
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Statistical analysis of the risk of nuclear accidents: New data and extreme heavy tailed distributions (2015) (0)
Chapter 1. financial crashes: what, how, why, and when? (2009) (0)
Can there be a physics of financial markets? Methodological reflections on econophysics (2016) (0)
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Predicted and verified evolution of power-law exponent in product market (2011) (0)
A Civil Super-Manhattan Project in Nuclear Research for a Safer and Prosperous World (2015) (0)
“Speculative Influence Network” during financial bubbles: application to Chinese stock markets (2017) (0)
Exit or “Death” of Firms (2010) (0)
Decisions Are Deterministic (2017) (0)
3 0 M ay 2 00 2 Hedging Extreme Co-Movements ∗ (2008) (0)
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Wealth and Income Inequalities ← → r > g (2016) (0)
A Sovereign Wealth Fund for Switzerland (2017) (0)
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Bubbles for Fama from Sornette (2021) (0)
Rx TimeMachine: A global pseudoprospective earthquake forecast database for training and ranking predictive algorithms (2021) (0)
0 The End of the Growth Era ? (2008) (0)
preface to the Princeton Science Library Edition (2017) (0)
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Spurious trend switching phenomena in financial markets (2012) (0)
Ja n 20 01 Multi-dimensional Rational Bubbles and fat tails ∗ (2022) (0)
Extreme events in population dynamics with functional carrying capacity (2012) (0)
Summer School in Complexity Science (2007) (0)
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Status of the ETHZ Curated Nuclear Events Database (2020) (0)
Log-periodi power law bubbles in Latin-Ameri an and Asian markets and orrelated anti-bubbles in Western sto k markets: An empiri al study (1999) (0)
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Celebrating the Physics in Geophysics (2005) (0)
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An economic and financial exploratory (2012) (0)
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Trust! Why it Has Been Lost and How to Regain It (2008) (0)
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Major On-going Cases with Information Concealment Practice (2016) (0)
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The Renormalization Group (2000) (0)
and from ETH Zurich Foundation. (2009) (0)
Financial Crashes are “Outliers” (2017) (0)
Financing options for the renewal of the permit for the operation of Luftseilbahn Küssnacht - Seebodenalp (2013) (0)
Randomness and Long-Range Laplacian Interactions (2000) (0)
Setting the Landscape (2016) (0)
F eb 2 00 4 Response Functions to Critical Shocks in Social Sciences : An Empirical and Numerical Study (2021) (0)
Useful Notions of Probability Theory (2000) (0)
M ay 2 00 1 The Kalman-Lévy filter (2008) (0)
Reverse Engineering Financial Markets with Majority and Minority Games Using Genetic Algorithms (2012) (0)
Look-AheadBenchmarkBias inPortfolioPerformance Evaluation (2009) (0)
for Swing Trading and Momentum (2005) (0)
Bubbles, Crises, and Crashes in Emergent Markets (2017) (0)
G N ] 2 5 M ay 2 01 2 When games meet reality : is Zynga overvalued ? (2012) (0)
Mechanisms for Log-Periodicity in Under-Sampled Data : Relevance for Earthquake Aftershocks (2008) (0)
Social Blacklist Prediction using a Heterogeneous Information Network (2018) (0)
J an 1 99 9 Critical Crashes (2008) (0)
Novel insights into the dynamics of intractable human epilepsy (2008) (0)
Understanding climate change at micro level: A case study of three villages in South India (2017) (0)
Statistical outliers and dragon-kings as Bose-condensed droplets (2012) (0)
Nonparametric Empirical Evidence for Krugman's Target Zone Model (2015) (0)
D ec 2 00 1 Finite-time singularity in the dynamics of the world population , economic and financial indices . Running title : Finite-time singularity in world population growth (2008) (0)
Log-Periodicity in Under-Sampled Data: Relevance for Earthquake Aftershock (1999) (0)
Investors’ Optimism: A Hidden Source of High Markups in the Mutual Fund Industry (2009) (0)
[hal-00194825, v1] Are Aftershocks of Large Californian Earthquakes Diffusing? (2008) (0)
A Parsimonious Inverse Cox-Ingersoll-Ross Process for Financial Price Modeling (2023) (0)
2 2 O ct 2 00 0 Multifractal returns and Hierarchical Portfolio Theory ∗ (2008) (0)
The Effect of Measurement Uncertainties on Earthquake Forecasts: Towards Data Assimilation in Seismicity Models (2006) (0)
Radiative Friction , Critical Ruptures and Kalman-L evy Filter (2000) (0)
Transitions, Bifurcations and Precursors (2000) (0)
Global Earthquake Forecasting System (GEFS): The challenges ahead (2021) (0)
Creep damage and failure of polymer based composites : Nondestructive evaluation with ultrasonic waves and Acoustic emissions and modelling (2009) (0)
On the use of discrete-time quantum walks in decision theory (2022) (0)
Corrigendum to “Power law scaling and “Dragon-Kings” in distributions of intraday financial drawdowns” [Chaos Solitons Fractals 74 (2015) 27–45] (2015) (0)

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