didier sornette
didier sornette
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TitleCited byYear
Critical phenomena in natural sciences: chaos, fractals, selforganization and disorder: concepts and tools
D Sornette
Springer Science & Business Media, 2006
24262006
Why stock markets crash: critical events in complex financial systems
D Sornette
Princeton University Press, 2017
15362017
Stretched exponential distributions in nature and economy:“fat tails” with characteristic scales
J Laherrere, D Sornette
The European Physical Journal B-Condensed Matter and Complex Systems 2 (4 …, 1998
8811998
Robust dynamic classes revealed by measuring the response function of a social system
R Crane, D Sornette
Proceedings of the National Academy of Sciences 105 (41), 15649-15653, 2008
7432008
Economic networks: The new challenges
F Schweitzer, G Fagiolo, D Sornette, F Vega-Redondo, A Vespignani, ...
science 325 (5939), 422-425, 2009
7352009
Discrete-scale invariance and complex dimensions
D Sornette
Physics reports 297 (5), 239-270, 1998
6471998
An observational test of the critical earthquake concept
DD Bowman, G Ouillon, CG Sammis, A Sornette, D Sornette
Journal of Geophysical Research: Solid Earth 103 (B10), 24359-24372, 1998
6041998
Complex critical exponents from renormalization group theory of earthquakes: Implications for earthquake predictions
D Sornette, CG Sammis
Journal de Physique I 5 (5), 607-619, 1995
5671995
Stock market crashes, precursors and replicas
D Sornette, A Johansen, JP Bouchaud
Journal de Physique I 6 (1), 167-175, 1996
5251996
Discrete hierarchical organization of social group sizes
WX Zhou, D Sornette, RA Hill, RIM Dunbar
Proceedings of the Royal Society B: Biological Sciences 272 (1561), 439-444, 2005
5112005
Self-organized criticality and earthquakes
A Sornette, D Sornette
EPL (Europhysics Letters) 9 (3), 197, 1989
5061989
Crashes as critical points
A Johansen, O Ledoit, D Sornette
International Journal of Theoretical and Applied Finance 3 (02), 219-255, 2000
4602000
Exponential sampling method for light scattering polydispersity analysis
N Ostrowsky, D Sornette, P Parker, ER Pike
Optica Acta: International Journal of Optics 28 (8), 1059-1070, 1981
3581981
Critical market crashes
D Sornette
Physics reports 378 (1), 1-98, 2003
3552003
Extreme financial risks: From dependence to risk management
Y Malevergne, D Sornette
Springer Science & Business Media, 2006
3442006
Adaptive networks
T Gross, H Sayama
Adaptive networks, 1-8, 2009
3332009
Large financial crashes
D Sornette, A Johansen
Physica A: Statistical Mechanics and its Applications 245 (3-4), 411-422, 1997
3191997
” Direct” causal cascade in the stock market
A Arneodo, JF Muzy, D Sornette
The European Physical Journal B-Condensed Matter and Complex Systems 2 (2 …, 1998
3131998
Testing the Gaussian copula hypothesis for financial assets dependences
Y Malevergne, D Sornette
Quantitative Finance 3 (4), 231-250, 2003
3122003
Convergent multiplicative processes repelled from zero: power laws and truncated power laws
D Sornette, R Cont
Journal de Physique I 7 (3), 431-444, 1997
3051997
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