Didier Sornette

Orcid: 0000-0001-7874-7962

Affiliations:
  • ETH Zurich, Department of Management, Technology and Economics
  • University of California, Los Angeles, Department of Earth, Planetary, and Space Sciences


According to our database1, Didier Sornette authored at least 64 papers between 2006 and 2023.

Collaborative distances:
  • Dijkstra number2 of five.
  • Erdős number3 of four.

Timeline

Legend:

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Online presence:

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Bibliography

2023
Portfolio selection with exploration of new investment assets.
Eur. J. Oper. Res., October, 2023

A New 3-D Error Diagram for a More Balanced Assessment of Binary Alarms for Predicting Earthquakes: Application to TIR Anomalies in Sichuan Area, China.
IEEE Trans. Geosci. Remote. Sens., 2023

Calibration of Quantum Decision Theory: Aversion to Large Losses and Predictability of Probabilistic Choices.
CoRR, 2023

2022
Corrigendum to "The Influence of Confidence and Social Networks on an Agent-Based Model of Stock Exchange".
Complex., 2022

2021
Revisiting the Predictability of the Haicheng and Tangshan Earthquakes.
Symmetry, 2021

The Altes Family of Log-Periodic Chirplets and the Hyperbolic Chirplet Transform.
Symmetry, 2021

Precursors and startling lessons: Statistical analysis of 1250 events with safety significance from the civil nuclear sector.
Reliab. Eng. Syst. Saf., 2021

The ETH Zurich curated nuclear events database: Layout, event classification, and analysis of contributing factors.
Reliab. Eng. Syst. Saf., 2021

Sigma-Pi Structure with Bernoulli Random Variables: Power-Law Bounds for Probability Distributions and Growth Models with Interdependent Entities.
Entropy, 2021

Testing the Social Bubble Hypothesis on the Early Dynamics of a Scientific Project: The FET Flagship Candidate FuturICT (2010-2013).
Entropy, 2021

The Influence of Confidence and Social Networks on an Agent-Based Model of Stock Exchange.
Complex., 2021

2020
Prediction of ESG compliance using a heterogeneous information network.
J. Big Data, 2020

Comparative analysis of layered structures in empirical investor networks and cellphone communication networks.
EPJ Data Sci., 2020

Behavioural Effects and Market Dynamics in Field and Laboratory Experimental Asset Markets.
Entropy, 2020

Boom, Bust, and Bitcoin: Bitcoin-Bubbles As Innovation Accelerators.
CoRR, 2020

2019
A Nonuniformly Integrable Martingale Bubble with a Crash.
SIAM J. Financial Math., 2019

Heavy-Tailed Data Breaches in the Nat-Cat Framework & the Challenge of Insuring Cyber Risks.
CoRR, 2019

Cascading logistic regression onto gradient boosted decision trees for forecasting and trading stock indices.
Appl. Soft Comput., 2019

The Fair Reward Problem: the illusion of Success and How to solve IT.
Adv. Complex Syst., 2019

2018
Quantitative Predictions in Quantum Decision Theory.
IEEE Trans. Syst. Man Cybern. Syst., 2018

A Generalized 2D-Dynamical Mean-Field Ising Model with a Rich Set of Bifurcations (Inspired and Applied to Financial Crises).
Int. J. Bifurc. Chaos, 2018

Predicting Adverse Media Risk using a Heterogeneous Information Network.
CoRR, 2018

2017
Dynamic Transition in Symbiotic Evolution Induced by Growth Rate Variation.
Int. J. Bifurc. Chaos, 2017

Quantum Probabilities as Behavioral Probabilities.
Entropy, 2017

Power-Law Distributions from Sigma-Pi Structure of Sums of Random Multiplicative Processes.
Entropy, 2017

Information Processing by Networks of Quantum Decision Makers.
CoRR, 2017

Classification of dragon-king phases in preferential attachment and failure models.
CoRR, 2017

Learning like humans with Deep Symbolic Networks.
CoRR, 2017

The gradual evolution of buyer-seller networks and their role in aggregate fluctuations.
Appl. Netw. Sci., 2017

2016
Macroeconomic Dynamics of Assets, Leverage and Trust.
Int. J. Bifurc. Chaos, 2016

The Hawkes process with renewal immigration & its estimation with an EM algorithm.
Comput. Stat. Data Anal., 2016

Quantum probability and quantum decision making.
CoRR, 2016

Aristotle vs. Ringelmann: A response to Scholtes et al. on Superlinear Production in Open Source Software.
CoRR, 2016

2015
Role of Information in Decision Making of Social Agents.
Int. J. Inf. Technol. Decis. Mak., 2015

Two-state Markov-chain Poisson nature of individual cellphone call statistics.
CoRR, 2015

Effective measure of endogeneity for the Autoregressive Conditional Duration point processes via mapping to the self-excited Hawkes process.
Commun. Nonlinear Sci. Numer. Simul., 2015

2014
Manipulating Decision Making of Typical Agents.
IEEE Trans. Syst. Man Cybern. Syst., 2014

Conditions for Quantum Interference in Cognitive Sciences.
Top. Cogn. Sci., 2014

New Approach to Modeling Symbiosis in Biological and Social Systems.
Int. J. Bifurc. Chaos, 2014

Population Dynamics with Nonlinear Delayed Carrying Capacity.
Int. J. Bifurc. Chaos, 2014

Dynamics and spatial distribution of global nighttime lights.
EPJ Data Sci., 2014

How Much is the Whole Really More than the Sum of its Parts? 1+1 = 2.5: Superlinear Productivity in Collective Group Actions.
CoRR, 2014

Using Prediction Markets to Incentivize and Measure Collective Knowledge Production.
CoRR, 2014

Fractal multi-level organisation of human groups in a virtual world.
CoRR, 2014

Self-Organization in Complex Systems as Decision Making.
Adv. Complex Syst., 2014

Positive Operator-Valued Measures in Quantum Decision Theory.
Proceedings of the Quantum Interaction - 8th International Conference, 2014

2012
High quality topic extraction from business news explains abnormal financial market volatility
CoRR, 2012

2011
Predicted and verified evolution of power-law exponent in product market
CoRR, 2011

Decision Theory with Prospect Interference and Entanglement.
CoRR, 2011

Accurate network anomaly classification with generalized entropy metrics.
Comput. Networks, 2011

2010
Reverse Engineering Financial Markets with Majority and Minority Games using Genetic Algorithms
CoRR, 2010

Mathematical Structure of Quantum Decision Theory.
Adv. Complex Syst., 2010

2009
Seismicity, Statistical Physics Approaches to.
Proceedings of the Encyclopedia of Complexity and Systems Science, 2009

Probability Distributions in Complex Systems.
Proceedings of the Encyclopedia of Complexity and Systems Science, 2009

Processing Information in Quantum Decision Theory.
Entropy, 2009

Scheme of thinking quantum systems
CoRR, 2009

Effects of Diversity and Procrastination in Priority Queuing Theory: the Different Power Law Regimes
CoRR, 2009

Quantum decision theory as quantum theory of measurement
CoRR, 2009

Economic Networks: What do We Know and What do We Need to Know?
Adv. Complex Syst., 2009

Beyond Shannon: Characterizing Internet Traffic with Generalized Entropy Metrics.
Proceedings of the Passive and Active Network Measurement, 10th International Conference, 2009

2008
Mathematical basis of quantum decision theory
CoRR, 2008

Physics of risk and uncertainty in quantum decision making.
CoRR, 2008

Viral, Quality, and Junk Videos on YouTube: Separating Content from Noise in an Information-Rich Environment.
Proceedings of the Social Information Processing, 2008

2006
Long-range static directional stress transfer in a cracked, nonlinear elastic crust.
Future Gener. Comput. Syst., 2006


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