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1
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79960411844
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Editor-in-chief: R.A. Meyers, 10370 p. 4300 illus., In 11 volumes, ISBN: 978-0-387-75888-6 (arxiv.org/abs/0707. 2194)
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D. Sornette, Probability Distributions in Complex Systems, Core article for the Encyclopedia of Complexity and System Science (Springer Science) (2009) Editor-in-chief: R.A. Meyers, 10370 p. 4300 illus., In 11 volumes, ISBN: 978-0-387-75888-6 (arxiv.org/abs/0707. 2194)
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(2009)
Probability Distributions in Complex Systems, Core Article for the Encyclopedia of Complexity and System Science (Springer Science)
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Sornette, D.1
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2
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0003527126
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2nd, Springer Series in Synergetics, Heidelberg
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D. Sornette, Critical Phenomena in Natural Sciences, Chaos, Fractals, Self-organization and Disorder: Concepts and Tools, 2nd, Springer Series in Synergetics, Heidelberg (2004).
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(2004)
Critical Phenomena in Natural Sciences, Chaos, Fractals, Self-organization and Disorder: Concepts and Tools
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Sornette, D.1
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3
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33644909336
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Power law distribution of seismic rates: Theory and data
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A. Saichev and D. Sornette, Power law distribution of seismic rates: theory and data, Eur. Phys. J. B 49 (2006) 377-401.
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Eur. Phys. J. B
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Saichev, A.1
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33846521137
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Power law distribution of seismic rates
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A. Saichev and D. Sornette, Power law distribution of seismic rates, Tectonophysics 431 (2007) 7-13.
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Tectonophysics
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Saichev, A.1
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0006381221
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Self-organized criticality
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D.L. Turcotte, Self-organized criticality, Prog. Phys. 62 (1999) 1377-1429.
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Prog. Phys.
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Rain: Relaxations in the sky
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8
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Empirical distributions of log-returns: Between the stretched exponential and the power law?
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Y. Malevergne, V.F. Pisarenko and D. Sornette, Empirical Distributions of Log-Returns: between the Stretched Exponential and the Power Law? Quantitative Finance 5 (4) (2005) 379-401.
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Quantitative Finance
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Malevergne, Y.1
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9
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0008910950
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The economic return of research: The Pareto law and its implications
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D. Sornette and D. Zajdenweber, The economic return of research: the Pareto law and its implications, European Physical Journal B, 8 (4) (1999) 653-664.
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European Physical Journal B
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Sornette, D.1
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Earthquakes cannot be predicted
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Stretched exponential distributions in nature and economy: Fat tails with characteristic scales
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J. Laherrère and D. Sornette, Stretched exponential distributions in nature and economy: Fat tails with characteristic scales, European Physical Journal B 2 (1999) 525-539.
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(1999)
European Physical Journal B
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Laherrère, J.1
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18
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84860511711
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National Institute of Standards and Technology
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Engineering Statistical Handbook, National Institute of Standards and Technology (2007). http://www.itl.nist.gov/div898/handbook/prc/section1/prc16. htm
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Engineering Statistical Handbook
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79960100669
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Theory of Zipf's law and beyond
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Springer (November, ISBN: 978-3-642-02945-5
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A. Saichev, Y. Malevergne and D. Sornette, Theory of Zipf's law and beyond, Lecture Notes in Economics and Mathematical Systems 632, Springer (November 2009), ISBN: 978-3-642-02945-5.
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Lecture Notes in Economics and Mathematical Systems
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Saichev, A.1
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Crack front propagation and fracture in a graphite sheet: A molecular-dynamics study on parallel computers
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A. Omeltchenko, J. Yu, R.K. Kalia and P. Vashishta, Crack Front Propagation and Fracture in a Graphite Sheet: a Molecular-dynamics Study on Parallel Computers, Phys. Rev. Lett. 78 (1997) 2148-2151.
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X. Lei, K. Kusunose, M.V.M. S. Rao, O. Nishizawa and T. Sato, Quasi-static Fault Growth and Cracking in Homogeneous Brittle Rock Under Triaxial Compression Using Acoustic Emission Monitoring, J. Geophys. Res. 105 (2000) 6127-6139.
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14544306422
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Andrade and critical time-to-failure laws in fiber-matrix composites: Experiments and model
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H. Nechad, A. Helmstetter, R. El Guerjouma and D. Sornette, Andrade and Critical Time-to-Failure Laws in Fiber-Matrix Composites: Experiments and Model, Journal of Mechanics and Physics of Solids (JMPS) 53 (2005) 1099-1127.
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Journal of Mechanics and Physics of Solids (JMPS)
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Nechad, H.1
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0031635063
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Inverse cubic law for the distribution of stock price variations
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P. Gopikrishnan, M. Meyer, L.A.N. Amaral and H.E. Stanley, Inverse cubic law for the distribution of stock price variations, Eur. Phys. J. B 3 (1998) 139-140.
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30
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0009793025
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Large stock market price drawdowns are outliers
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arXivorg/abs/cond-mat/0010050
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A. Johansen and D. Sornette, Large Stock Market Price Drawdowns Are Outliers, Journal of Risk 4 (2) (2001) 69-110 (arXiv.org/abs/cond-mat/0010050).
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Journal of Risk
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D. Sornette and A. Johansen, Significance of log-periodic precursors to financial crashes, Quantitative Finance 1 (4) (2001) 452-471.
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Quantitative Finance
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Predicting Financial Crashes using discrete scale invariance
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A. Johansen, D. Sornette and O. Ledoit, Predicting Financial Crashes using discrete scale invariance, Journal of Risk, vol. 1, number 4 (1999) 5-32.
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Journal of Risk
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A. Johansen, O. Ledoit and D. Sornette, Crashes as critical points, International Journal of Theoretical and Applied Finance, Vol. 3, No. 2 (2000) 219-255.
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International Journal of Theoretical and Applied Finance
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Johansen, A.1
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I. Osorio, M.G. Frei, D. Sornette, J. Milton and Y.-C. Lai, Epileptic Seizures, quakes of the brain, preprint (2009) (arxiv.org/abs/0712.3929)
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Epileptic Seizures, Quakes of the Brain
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Controle Industriel
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T. Kaizoji and D. Sornette, Market Bubbles and Crashes,in press in the Encyclopedia of Quantitative Finance(Wiley) http://www.wiley.com//legacy/ wileychi/ eqf/ (long version at http://arXiv.org/abs/0 812.2449).
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Physica A
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K. Bastiaensen, P. Cauwels, D. Sornette, R. Woodard, W.-X. Zhou, The Chinese Equity Bubble: Ready to Burst (2009) (http://arxiv.org/abs/0907.1827)
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The Chinese Equity Bubble: Ready to Burst
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http://arxiv.org/abs/0905.0220, to appear in the Proceedings of APFA7 (Applications of Physics in Financial Analysis). This conference series, organized by Misako Takayasu and Tsutomu Watanabe, focuses on the analysis of large-scale Economic data
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D. Sornette and R. Woodard, Financial Bubbles, Real Estate bubbles, Derivative Bubbles, and the Financial and Economic Crisis (2009), (http://arxiv.org/abs/0905.0220), to appear in the Proceedings of APFA7 (Applications of Physics in Financial Analysis). This conference series, organized by Misako Takayasu and Tsutomu Watanabe, focuses on the analysis of large-scale Economic data, (http://www.thic-apfa7.com/en/htm/index.html).
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(2009)
Financial Bubbles, Real Estate Bubbles, Derivative Bubbles, and the Financial and Economic Crisis
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Sornette, D.1
Woodard, R.2
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73
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59049088663
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Exuberant innovations: The apollo program
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M. Gisler and D. Sornette, Exuberant Innovations: The Apollo Program, Society 46 (2009) 55- 68.
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(2009)
Society
, vol.46
, pp. 55-68
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Gisler, M.1
Sornette, D.2
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74
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34249860302
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Algorithm for model validation: Theory and applications
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D. Sornette, A. B. Davis, K. Ide, K. R. Vixie, V. Pisarenko, and J. R. Kamm, Algorithm for Model Validation: Theory and Applications, Proc. Nat. Acad. Sci. USA 104 (16) (2007) 6562-6567.
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(2007)
Proc. Nat. Acad. Sci. USA
, vol.104
, Issue.16
, pp. 6562-6567
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Sornette, D.1
Davis, A.B.2
Ide, K.3
Vixie, K.R.4
Pisarenko, V.5
Kamm, J.R.6
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75
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84872742707
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Constructive model validation: A formal approach illustrated with geophysics, fluid dynamics and radiation transport
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Computational Methods in Transport, Granlibakken 2006, F. Graziani and D. Swesty (Eds.), Springer-Verlag, New York (NY)
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D. Sornette, A. B. Davis, J. R. Kamm, and K. Ide, Constructive model validation: a formal approach illustrated with geophysics, fluid dynamics and radiation transport, in Computational Methods in Transport, Granlibakken 2006, (Lecture Notes in Computational Science and Engineering), F. Graziani and D. Swesty (Eds.), Springer-Verlag, New York (NY), 2007. (http://arxiv.org/abs/0710. 0317).
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(2007)
Lecture Notes in Computational Science and Engineering
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Sornette, D.1
Davis, A.B.2
Kamm, J.R.3
Ide, K.4
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76
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85031275342
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Bubble diagnosis and prediction of the 2005-2007 and 2008-2009 Chinese stock market bubbles
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in press
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Z. Q. Jiang, W. X. Zhou, D. Sornette, R. Woodard, K. Bastiaensen and P. Cauwels, Bubble Diagnosis and Prediction of the 2005-2007 and 2008-2009 Chinese stock market bubbles, in press in Journal of Economic Behavior and Organization (2009).(http://arxiv.org/abs/ 0909.1007)
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(2009)
Journal of Economic Behavior and Organization
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Jiang, Z.Q.1
Zhou, W.X.2
Sornette, D.3
Woodard, R.4
Bastiaensen, K.5
Cauwels, P.6
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77
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80054018791
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The Financial Crisis Observatory
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D. Sornette, M. Fedorovsky, S. Riemann, H. Woodard, R. Woodard, W. X. Zhou (The Financial Crisis Observatory), The Financial Bubble Experiment: advanced diagnostics and forecasts of bubble terminations (2009). (http://arxiv.org/abs/0911.0454)
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(2009)
The Financial Bubble Experiment: Advanced Diagnostics and Forecasts of Bubble Terminations
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Sornette, D.1
Fedorovsky, M.2
Riemann, S.3
Woodard, H.4
Woodard, R.5
Zhou, W.X.6
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