Didier Sornette

According to our database, Didier Sornette authored at least 68 papers between 2006 and 2024.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of four.

2024

'Salvation and profit': deconstructing the clean-tech bubble.

Vincent Giorgis, Tobias A. Huber, Didier Sornette

Technol. Anal. Strateg. Manag., April, 2024

Generalized visible curvature: An indicator for bubble identification and price trend prediction in cryptocurrencies.

Qun Zhang, Canxuan Xie, Zhaoju Weng, Didier Sornette, Ke Wu

Decis. Support Syst., 2024

Quantification of the Self-Excited Emotion Dynamics in Online Interactions.

Yishan Luo, Didier Sornette, Sandro Claudio Lera

CoRR, 2024

Deep LPPLS: Forecasting of temporal critical points in natural, engineering and financial systems.

Joshua Nielsen, Didier Sornette, Maziar Raissi

CoRR, 2024

2023

Portfolio selection with exploration of new investment assets.

Luca De Gennaro Aquino, Didier Sornette, Moris S. Strub

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.

Zhang Ying, Didier Sornette, Qingyan Meng

IEEE Trans. Geosci. Remote. Sens., 2023

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

T. Kovalenko, S. Vincent, Vyacheslav I. Yukalov, Didier Sornette

CoRR, 2023

2022

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

Mario A. Bertella, Jonathas N. Silva, André L. Correa, Didier Sornette

Complex., 2022

2021

Revisiting the Predictability of the Haicheng and Tangshan Earthquakes.

Didier Sornette, Euan Mearns, Spencer Wheatley

Symmetry, 2021

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

Donnacha Daly, Didier Sornette

Symmetry, 2021

Precursors and startling lessons: Statistical analysis of 1250 events with safety significance from the civil nuclear sector.

Ali Ayoub, Andrej Stankovski, Wolfgang Kröger, Didier Sornette

Reliab. Eng. Syst. Saf., 2021

The ETH Zurich curated nuclear events database: Layout, event classification, and analysis of contributing factors.

Ali Ayoub, Andrej Stankovski, Wolfgang Kröger, Didier Sornette

Reliab. Eng. Syst. Saf., 2021

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

Arthur Matsuo Yamashita Rios de Sousa, Hideki Takayasu, Didier Sornette, Misako Takayasu

Entropy, 2021

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

Monika Gisler, Didier Sornette

Entropy, 2021

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

Mario A. Bertella, Jonathas N. Silva, André L. Correa, Didier Sornette

Complex., 2021

2020

Prediction of ESG compliance using a heterogeneous information network.

Ryohei Hisano, Didier Sornette, Takayuki Mizuno

J. Big Data, 2020

Comparative analysis of layered structures in empirical investor networks and cellphone communication networks.

Peng Wang, Junchao Ma, Zhi-Qiang Jiang, Wei-Xing Zhou, Didier Sornette

EPJ Data Sci., 2020

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

Sandra Andraszewicz, Ke Wu, Didier Sornette

Entropy, 2020

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

Tobias A. Huber, Didier Sornette

CoRR, 2020

2019

A Nonuniformly Integrable Martingale Bubble with a Crash.

Michael Schatz, Didier Sornette

SIAM J. Financial Math., 2019

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

Annette Hofmann, Spencer Wheatley, Didier Sornette

CoRR, 2019

Cascading logistic regression onto gradient boosted decision trees for forecasting and trading stock indices.

Feng Zhou, Qun Zhang, Didier Sornette, Liu Jiang

Appl. Soft Comput., 2019

The Fair Reward Problem: the illusion of Success and How to solve IT.

Didier Sornette, Spencer Wheatley, Peter Cauwels

Adv. Complex Syst., 2019

2018

Quantitative Predictions in Quantum Decision Theory.

Vyacheslav I. Yukalov, Didier Sornette

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).

Damian Smug, Didier Sornette, Peter Ashwin

Int. J. Bifurc. Chaos, 2018

Predicting Adverse Media Risk using a Heterogeneous Information Network.

Ryohei Hisano, Didier Sornette, Takayuki Mizuno

CoRR, 2018

2017

Dynamic Transition in Symbiotic Evolution Induced by Growth Rate Variation.

Vyacheslav I. Yukalov, Elizaveta P. Yukalova, Didier Sornette

Int. J. Bifurc. Chaos, 2017

Quantum Probabilities as Behavioral Probabilities.

Vyacheslav I. Yukalov, Didier Sornette

Entropy, 2017

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

Arthur Matsuo Yamashita Rios de Sousa, Hideki Takayasu, Didier Sornette, Misako Takayasu

Entropy, 2017

Information Processing by Networks of Quantum Decision Makers.

Vyacheslav I. Yukalov, Elizaveta P. Yukalova, Didier Sornette

CoRR, 2017

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

Sandro Claudio Lera, Didier Sornette

CoRR, 2017

Learning like humans with Deep Symbolic Networks.

Qunzhi Zhang, Didier Sornette

CoRR, 2017

The gradual evolution of buyer-seller networks and their role in aggregate fluctuations.

Ryohei Hisano, Tsutomu Watanabe, Takayuki Mizuno, Takaaki Ohnishi, Didier Sornette

Appl. Netw. Sci., 2017

2016

Macroeconomic Dynamics of Assets, Leverage and Trust.

Jeroen C. Rozendaal, Yannick Malevergne, Didier Sornette

Int. J. Bifurc. Chaos, 2016

The Hawkes process with renewal immigration & its estimation with an EM algorithm.

Spencer Wheatley, Vladimir Filimonov, Didier Sornette

Comput. Stat. Data Anal., 2016

Quantum probability and quantum decision making.

Vyacheslav I. Yukalov, Didier Sornette

CoRR, 2016

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

Thomas Maillart, Didier Sornette

CoRR, 2016

2015

Role of Information in Decision Making of Social Agents.

Vyacheslav I. Yukalov, Didier Sornette

Int. J. Inf. Technol. Decis. Mak., 2015

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

Zhi-Qiang Jiang, Wen-Jie Xie, Ming-Xia Li, Wei-Xing Zhou, Didier Sornette

CoRR, 2015

Effective measure of endogeneity for the Autoregressive Conditional Duration point processes via mapping to the self-excited Hawkes process.

Vladimir Filimonov, Spencer Wheatley, Didier Sornette

Commun. Nonlinear Sci. Numer. Simul., 2015

2014

Manipulating Decision Making of Typical Agents.

Vyacheslav I. Yukalov, Didier Sornette

IEEE Trans. Syst. Man Cybern. Syst., 2014

Conditions for Quantum Interference in Cognitive Sciences.

Vyacheslav I. Yukalov, Didier Sornette

Top. Cogn. Sci., 2014

New Approach to Modeling Symbiosis in Biological and Social Systems.

Vyacheslav I. Yukalov, Elizaveta P. Yukalova, Didier Sornette

Int. J. Bifurc. Chaos, 2014

Population Dynamics with Nonlinear Delayed Carrying Capacity.

Vyacheslav I. Yukalov, Elizaveta P. Yukalova, Didier Sornette

Int. J. Bifurc. Chaos, 2014

Dynamics and spatial distribution of global nighttime lights.

Peter Cauwels, Nicola Pestalozzi, Didier Sornette

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.

Didier Sornette, Thomas Maillart, Giacomo Ghezzi

CoRR, 2014

Using Prediction Markets to Incentivize and Measure Collective Knowledge Production.

Thomas Maillart, Didier Sornette

CoRR, 2014

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

Benedikt Fuchs, Didier Sornette, Stefan Thurner

CoRR, 2014

Self-Organization in Complex Systems as Decision Making.

Vyacheslav I. Yukalov, Didier Sornette

Adv. Complex Syst., 2014

Positive Operator-Valued Measures in Quantum Decision Theory.

Vyacheslav I. Yukalov, Didier Sornette

Proceedings of the Quantum Interaction - 8th International Conference, 2014

2012

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

Ryohei Hisano, Didier Sornette, Takayuki Mizuno, Takaaki Ohnishi, Tsutomu Watanabe

CoRR, 2012

2011

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

Ryohei Hisano, Didier Sornette, Takayuki Mizuno

CoRR, 2011

Decision Theory with Prospect Interference and Entanglement.

Vyacheslav I. Yukalov, Didier Sornette

CoRR, 2011

Accurate network anomaly classification with generalized entropy metrics.

Bernhard Tellenbach, Martin Burkhart, Dominik Schatzmann, David Gugelmann, Didier Sornette

Comput. Networks, 2011

2010

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

Judith Wiesinger, Didier Sornette, Jeffrey Satinover

CoRR, 2010

Mathematical Structure of Quantum Decision Theory.

Vyacheslav I. Yukalov, Didier Sornette

Adv. Complex Syst., 2010

2009

Seismicity, Statistical Physics Approaches to.

Didier Sornette, Maximilian J. Werner

Proceedings of the Encyclopedia of Complexity and Systems Science, 2009

Probability Distributions in Complex Systems.

Didier Sornette

Proceedings of the Encyclopedia of Complexity and Systems Science, 2009

Processing Information in Quantum Decision Theory.

Vyacheslav I. Yukalov, Didier Sornette

Entropy, 2009

Scheme of thinking quantum systems

Vyacheslav I. Yukalov, Didier Sornette

CoRR, 2009

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

Alexander Saichev, Didier Sornette

CoRR, 2009

Quantum decision theory as quantum theory of measurement

Vyacheslav I. Yukalov, Didier Sornette

CoRR, 2009

Economic Networks: What do We Know and What do We Need to Know?

Frank Schweitzer, Giorgio Fagiolo, Didier Sornette, Fernando Vega-Redondo, Douglas R. White

Adv. Complex Syst., 2009

Beyond Shannon: Characterizing Internet Traffic with Generalized Entropy Metrics.

Bernhard Tellenbach, Martin Burkhart, Didier Sornette, Thomas Maillart

Proceedings of the Passive and Active Network Measurement, 10th International Conference, 2009

2008

Mathematical basis of quantum decision theory

Vyacheslav I. Yukalov, Didier Sornette

CoRR, 2008

Physics of risk and uncertainty in quantum decision making.

Vyacheslav I. Yukalov, Didier Sornette

CoRR, 2008

Viral, Quality, and Junk Videos on YouTube: Separating Content from Noise in an Information-Rich Environment.

Riley Crane, Didier Sornette

Proceedings of the Social Information Processing, 2008

2006

Long-range static directional stress transfer in a cracked, nonlinear elastic crust.

Guy Ouillon, Didier Sornette

Future Gener. Comput. Syst., 2006