← All authors Didier Sornette ETH Zurich (from arXiv:1803.05663, 2018) · ORCID · OpenAlex
211 papers in scope · 208 published · 4 on the econ.EM arXiv · 12,619 citations · h-index 61 (over the papers listed here)
Identity warning. This OpenAlex author record appears to combine more than one person. Treat the list below with caution. Evidence: works_count 1,556 >= 800; one alternative surname: didier, sornettea; 10 top-level fields at >=2% share; 10 fields is not one person's research programme; corroborated by 4 coauthors on its econ.EM paper(s).
Papers (4 of 211)
Dynamic influence networks self-organize towards non-normal socio-economic instabilities
published 2025 · Chaos Solitons & Fractals · 1 citations
with Yicheng Wang, Ke Wu, Sandro Claudio Lera
A model of financial bubbles and drawdowns with non-local behavioral self-referencing
published 2025 · Quantitative Finance · first circulated 2021
with Yannick Malevergne, Ren Wei, Ran Wei
Discovering nonlinear interactions between China's financial markets: A data-driven approach
published 2025 · International Review of Financial Analysis · 3 citations
with Zhang Qun, Hao Zhang
Transaction flows and holding time scaling laws of bitcoin
published 2024 · Physica A Statistical Mechanics and its Applications · 8 citations
with Yu Zhang
Generalized visible curvature: An indicator for bubble identification and price trend prediction in cryptocurrencies
published 2024 · Decision Support Systems · 5 citations
with Zhang Qun, Canxuan Xie, Zhaoju Weng, Ke Wu
How Market Intervention can Prevent Bubbles and Crashes: An Agent Based Modelling Approach
published 2023 · Computational Economics · 14 citations · first circulated 2020
with Rebecca Westphal
Non-normal interactions create socio-economic bubbles
published 2023 · Communications Physics · 9 citations · first circulated 2022
with Sandro Claudio Lera, Jianhong Lin, Ke Wu, Jian-Hong Lin
working paper 2023 · arXiv
Multiasset financial bubbles in an agent-based model with noise traders' herding described by an n -vector ising model
published 2023 · Physical Review Research · 10 citations · first circulated 2021
with Davide Cividino, Rebecca Westphal
The excess volatility puzzle explained by financial noise amplification from endogenous feedbacks
published 2022 · Scientific Reports · 16 citations
Agent-based model generating stylized facts of fixed income markets
published 2022 · Journal of Economic Interaction and Coordination · 1 citations
with Antoine Kopp, Rebecca Westphal
The Altes Family of Log-Periodic Chirplets and the Hyperbolic Chirplet Transform
published 2021 · Symmetry · first circulated 2018
with Donnacha Daly
Evolutionary patterns of onshore and offshore Renminbi exchange rates with convexity–concavity indicators
published 2021 · Quantitative Finance · 3 citations
with Zhang Qun, Liyan Han
Revisiting the Predictability of the Haicheng and Tangshan Earthquakes
published 2021 · Symmetry · 3 citations
Sigma-Pi Structure with Bernoulli Random Variables: Power-Law Bounds for Probability Distributions and Growth Models with Interdependent Entities
published 2021 · Entropy · 2 citations
with Arthur Matsuo Yamashita Rios de Sousa, Hideki Takayasu, Misako Takayasu
Comparing ask and transaction prices in the Swiss housing market
published 2021 · Quantitative Finance and Economics · 15 citations · first circulated 2016
with Diego Ardila, Ahmed Ahmed, Dorsa Sanadgol
The Influence of Confidence and Social Networks on an Agent‐Based Model of Stock Exchange
published 2021 · Complexity · 5 citations
with Mário Augusto Bertella, Jonathas N. Silva, André Luiz Corrêa
Overpricing persistence in experimental asset markets with intrinsic uncertainty
published 2020 · Economics · 4 citations
with Sandra Andraszewicz, Ke Wu, Ryan O. Murphy, Philipp Rindler, Dorsa Sanadgol
working paper 2020 · arXiv
Properties of balanced flows with bottlenecks: Common stylized facts in finance and vibration-driven vehicles
published 2020 · Physical review. E · 8 citations
with G. A. Patterson, Daniel R. Parisi
Market impact and performance of arbitrageurs of financial bubbles in an agent-based model
published 2020 · 36 citations · first circulated 2019
with Rebecca Westphal
Boom, Bust, and Bitcoin: Bitcoin-Bubbles As Innovation Accelerators
published 2020 · Journal of Economic Issues · 2 citations
with Tobias A. Huber
Crash-sensitive Kelly Strategy built on a modified Kreuser-Sornette bubble model tested over three decades of twenty equity indices
published 2020 · Swiss Finance Institute Research Paper Series
Multifractal analysis of financial markets: a review
published 2019 · Reports on Progress in Physics · 405 citations · first circulated 2018
Cascading logistic regression onto gradient boosted decision trees for forecasting and trading stock indices
published 2019 · Applied Soft Computing · 123 citations
with Feng Zhou, Zhang Qun, Liu Jiang
Classification of position management strategies at the order-book level and their influences on future market-price formation
published 2019 · PLoS ONE · 9 citations
with Takumi Sueshige, Hideki Takayasu, Misako Takayasu
published 2019 · Royal Society Open Science · 4 citations · first circulated 2018
Are Bitcoin bubbles predictable? Combining a generalized Metcalfe’s Law and the Log-Periodic Power Law Singularity model
published 2019 · Royal Society Open Science · 104 citations
Is there a housing bubble in China?
published 2019 · Emerging Markets Review · 42 citations · first circulated 2018
with Tianhao Zhi, Zhongfei Li, Zhi-Qiang Jiang, Lijian Wei
Comparing nested data sets and objectively determining financial bubbles’ inceptions
published 2019 · Physica A Statistical Mechanics and its Applications · 16 citations
Anticipating critical transitions of the housing market: new evidence from China
published 2019 · European Journal of Finance · 8 citations
with Zhang Qun, Hao Zhang
Classification of cryptocurrency coins and tokens by the dynamics of their market capitalizations
published 2018 · Royal Society Open Science · 55 citations
Stock Market Crashes: Predictable and Unpredictable and What to Do About Them
published 2018 · Quantitative Finance · 9 citations
An Explicit Mapping of Currency Target Zone Models to Option Prices*
published 2018 · International Review of Finance · 9 citations · first circulated 2017
with Sandro Claudio Lera
Bitcoin Bubble Trouble
published 2018 · Wilmott · 13 citations
Decision trees unearth return sign predictability in the S&P 500
published 2018 · Quantitative Finance · 14 citations · first circulated 2016
with Lucas Fiévet
A Generalized 2D-Dynamical Mean-Field Ising Model with a Rich Set of Bifurcations (Inspired and Applied to Financial Crises)
published 2018 · International Journal of Bifurcation and Chaos · 10 citations · first circulated 2017
with Damian Smug, Peter Ashwin
Pseudo-Prospective Forecasting Experiments with Spatially Variable ETAS Models
published 2018 · EGUGA
with Shyam Nandan, Guy Ouillon, Stefan Wiemer
no link
Predicting financial market crashes using ghost singularities
published 2018 · PLoS ONE · 8 citations · first circulated 2017
with Damian Smug, Peter Ashwin
working paper 2018 · arXiv · 18 citations
Calibrating emergent phenomena in stock markets with agent based models
published 2018 · PLoS ONE · 12 citations
with Lucas Fiévet
Gross domestic product growth rates as confined Lévy flights: Towards a unifying theory of economic growth rate fluctuations
published 2018 · Physical review. E · 11 citations
with Sandro Claudio Lera
Can we use volatility to diagnose financial bubbles? lessons from 40historical bubbles
published 2018 · Quantitative Finance and Economics · 66 citations
with Peter Cauwels, Georgi Smilyanov
Can we use volatility to diagnose financial bubbles? lessons from 40 historical bubbles
published 2018 · Quantitative Finance and Economics · 52 citations · first circulated 2017
with Peter Cauwels, Georgi Smilyanov
Out-of-sample forecasting of housing bubble tipping points
published 2018 · Quantitative Finance and Economics · 5 citations
with Diego Ardila, Dorsa Sanadgol
The gradual evolution of buyer–seller networks and their role in aggregate fluctuations
published 2017 · Applied Network Science · first circulated 2015
Theory of earthquakes interevent times applied to financial markets
published 2017 · Physica A Statistical Mechanics and its Applications · 11 citations · first circulated 2016
with Maciej Jagielski, Ryszard Kutner
Modified profile likelihood inference and interval forecast of the burst of financial bubbles
published 2017 · Quantitative Finance · 9 citations · first circulated 2016
Speculative Influence Network” during financial bubbles: application to Chinese stock markets
published 2017 · Journal of Economic Interaction and Coordination · 3 citations · first circulated 2015
with Li Lin, Lin Li
Evidence of a Bimodal US GDP Growth Rate Distribution: a Wavelet Approach
published 2017 · Quantitative Finance and Economics · 9 citations
with Sandro Claudio Lera
Anticipating Critical Transitions of Chinese Housing Markets
published 2017 · Swiss Finance Institute Research Paper Series
with Zhang Qun, Hao Zhang
no link
Can there be a physics of financial markets? Methodological reflections on econophysics
published 2016 · The European Physical Journal Special Topics · 13 citations
with Tobias A. Huber
Birth or burst of financial bubbles: which one is easier to diagnose?
published 2016 · Quantitative Finance · 36 citations · first circulated 2015
Discrete hierarchy of sizes and performances in the exchange-traded fund universe
published 2016 · Physica A Statistical Mechanics and its Applications · 5 citations
Early Warning Signals of Financial Crises with Multi-Scale Quantile Regressions of Log-Periodic Power Law Singularities
published 2016 · PLoS ONE · 17 citations · first circulated 2015
with Zhang Qun, Qunzhi Zhang
Dating the financial cycle with uncertainty estimates: a wavelet proposition
published 2016 · Finance research letters · 24 citations
with Diego Ardila
Identification and critical time forecasting of real estate bubbles in the USA
published 2016 · Quantitative Finance · 9 citations
with Diego Ardila, Dorsa Sanadgol, Peter Cauwels
LPPLS bubble indicators over two centuries of the S&P 500 index
published 2016 · Physica A Statistical Mechanics and its Applications · 59 citations
with Qunzhi Zhang, Mehmet Balcılar, Rangan Gupta, Zeynel Abidin Özdemir, Hakan Yetkiner, Ibrahim Yetkiner
Micro-foundation using percolation theory of the finite time singular behavior of the crash hazard rate in a class of rational expectation bubbles
published 2016 · International Journal of Modern Physics C · 15 citations
with Maximilian Seyrich
Quantitative modelling of the EUR/CHF exchange rate during the target zone regime of September 2011 to January 2015
published 2016 · Journal of International Money and Finance · 19 citations
with Sandro Claudio Lera
Dating the Financial Cycle: A Wavelet Proposition
published 2016 · Swiss Finance Institute Research Paper Series
with Diego Ardila
Currency target-zone modeling: An interplay between physics and economics
published 2015 · Physical Review E · 6 citations
with Sandro Claudio Lera
Financial Bubbles: Mechanisms and Diagnostics
published 2015 · Review of Behavioral Economics · 68 citations · first circulated 2014
with Peter Cauwels
Financial Knudsen number: Breakdown of continuous price dynamics and asymmetric buy-and-sell structures confirmed by high-precision order-book information
published 2015 · Physical Review E · 21 citations
with Yoshihiro Yura, Hideki Takayasu, Misako Takayasu
Real-time prediction and post-mortem analysis of the Shanghai 2015 stock market bubble and crash
published 2015 · The Journal of Investment Strategies · 45 citations
Dynamical system theory of periodically collapsing bubbles
published 2015 · The European Physical Journal B · 9 citations
with V. I. Yukalov, E. P. Yukalova
Using trading strategies to detect phase transitions in financial markets
published 2015 · Physical Review E · 7 citations
with Zalàn Forrò, Ryan Woodard
Analysis of log-periodic power law singularity patterns in time series related to credit risk
published 2015 · The European Physical Journal B · 9 citations
with Jan Henrik Wosnitza
Super-exponential endogenous bubbles in an equilibrium model of fundamentalist and chartist traders
published 2015 · 6 citations
with Taisei Kaizoji, Matthias Leiss, Alexander I. Saichev
Power law scaling and “Dragon-Kings” in distributions of intraday financial drawdowns” [Chaos Solitons Fractals 74 (2015) 27–45
published 2014 · Chaos Solitons & Fractals · 33 citations
with Vladimir Filimonov
Physics and financial economics (1776–2014): puzzles, Ising and agent-based models
published 2014 · Reports on Progress in Physics · 26 citations
The volatility-confined LPPL model: A consistent model of ‘explosive’ financial bubbles with mean-reverting residuals
published 2014 · International Review of Financial Analysis · 89 citations
with Lin Li, R.E. Ren
Financial Brownian Particle in the Layered Order-Book Fluid and Fluctuation-Dissipation Relations
published 2014 · Physical Review Letters · 4 citations
with Yoshihiro Yura, Hideki Takayasu, Misako Takayasu
Follow the money: The monetary roots of bubbles and crashes
published 2014 · International Review of Financial Analysis · 39 citations · first circulated 2011
Dynamics and spatial distribution of global nighttime lights
published 2014 · EPJ Data Science · 60 citations · first circulated 2013
with Peter Cauwels, Nicola Pestalozzi
Identification and Critical Time Forecasting of Real Estate Bubbles in the U.S.A and Switzerland
published 2014 · Swiss Finance Institute Research Paper Series · 3 citations
with Diego Ardila, Dorsa Sanadgol, Peter Cauwels
Utility Rate Equations of Group Population Dynamics in Biological and Social Systems
published 2013 · PLoS ONE · 1 citations · first circulated 2012
with V. I. Yukalov, E. P. Yukalova
High Quality Topic Extraction from Business News Explains Abnormal Financial Market Volatility
published 2013 · PLoS ONE · 41 citations · first circulated 2012
Clarifications to questions and criticisms on the Johansen–Ledoit–Sornette financial bubble model
published 2013 · Physica A Statistical Mechanics and its Applications · 78 citations · first circulated 2011
A stable and robust calibration scheme of the log-periodic power law model
published 2013 · Physica A Statistical Mechanics and its Applications · 169 citations · first circulated 2011
with Vladimir Filimonov
Financial price dynamics and pedestrian counterflows: A comparison of statistical stylized facts
published 2013 · Physical Review E · 42 citations
with Daniel R. Parisi, Dirk Helbing
Is There A Real Estate Bubble in Switzerland? (Diagnostic as of 2012-Q4)
published 2013 · Swiss Finance Institute Research Paper Series · 6 citations
with Diego Ardila, Peter Cauwels, Dorsa Sanadgol
Editorial introduction: ‘new facets of the economic complexity in modern financial markets’
published 2012 · European Journal of Finance · 2 citations
with Catherine Kyrtsou
Comparing the performance of FA, DFA and DMA using different synthetic long-range correlated time series
published 2012 · Scientific Reports · 180 citations
An economic and financial exploratory
published 2012 · The European Physical Journal Special Topics · 23 citations
with Silvano Cincotti, Philip Treleaven, Stefano Battiston, Guido Caldarelli, Cars Hommes, Alan Kirman
Cycles, determinism and persistence in agent-based games and financial time-series: part II
published 2012 · Quantitative Finance · 6 citations · first circulated 2008
with Jeffrey Satinover
Quantifying reflexivity in financial markets: Toward a prediction of flash crashes
published 2012 · Physical Review E · 235 citations
with Vladimir Filimonov
Robust statistical tests of Dragon-Kings beyond power law distributions
published 2012 · The European Physical Journal Special Topics · 69 citations
with В. Ф. Писаренко
Modeling of super-extreme events: An application to the hierarchical Weierstrass-Mandelbrot Continuous-time Random Walk
published 2012 · The European Physical Journal Special Topics · 17 citations
with T. R. Werner, Tomasz Gubiec, Ryszard Kutner
Statistical outliers and dragon-kings as Bose-condensed droplets
published 2012 · The European Physical Journal Special Topics · 17 citations
with V. I. Yukalov
Inferring fundamental value and crash nonlinearity from bubble calibration
published 2012 · Quantitative Finance · 15 citations · first circulated 2010
with Wanfeng Yan, Ryan Woodard
Reverse Engineering Financial Markets with Majority and Minority Games Using Genetic Algorithms
published 2012 · Computational Economics · 7 citations · first circulated 2010
with Judith Wiesinger, Jeffrey Satinover
Detection of crashes and rebounds in major equity markets
published 2012 · International Journal of Portfolio Analysis and Management · 11 citations · first circulated 2011
with Wanfeng Yan, Reda Rebib, Ryan Woodard
A Simple Microstructure Return Model Explaining Microstructure Noise and Epps Effects
published 2012 · Swiss Finance Institute Research Paper Series · 3 citations
with Alexander I. Saichev, А. И. Саичев
Probability Distributions in Complex Systems
published 2011 · Computational Complexity · 47 citations · first circulated 2007
Diagnosis and prediction of rebounds in financial markets
published 2011 · Physica A Statistical Mechanics and its Applications · 31 citations · first circulated 2010
with Wanfeng Yan, Ryan Woodard
Diagnostics of rational expectation financial bubbles with stochastic mean-reverting termination times
published 2011 · European Journal of Finance · 41 citations · first circulated 2009
with Lin Li
Investment Strategies Used as Spectroscopy of Financial Markets Reveal New Stylized Facts
published 2011 · PLoS ONE · 19 citations
Predicted and verified deviations from Zipf’s law in ecology of competing products
published 2011 · Physical Review E · 10 citations
The US Stock Market Leads the Federal Funds Rate and Treasury Bond Yields
published 2011 · PLoS ONE · 9 citations
Leverage bubble
published 2011 · Physica A Statistical Mechanics and its Applications · 20 citations · first circulated 2010
with Wanfeng Yan, Ryan Woodard
The Lehman Brothers effect and bankruptcy cascades
published 2011 · The European Physical Journal B · 10 citations · first circulated 2010
with Paweł Sieczka, Janusz A. Hołyst
How to grow a bubble: A model of myopic adapting agents
published 2011 · 97 citations · first circulated 2008
with Georges Harras
Testing the Pareto against the lognormal distributions with the uniformly most powerful unbiased test applied to the distribution of cities
published 2011 · Physical Review E · 187 citations
with Yannick Malevergne, В. Ф. Писаренко
Complexity clouds finance-risk models
published 2011 · Nature · 22 citations
with Susanne von der Becke
Seismicity-Based Pattern Recognition Approach of Fault Pattern Reconstruction and Statistics of Seismicity at the Fault Segment Scale
published 2010 · AGUFM
with Guy Ouillon
no link
A Case Study of Multifractal Omori Law on the Earthquake Catalog of Taiwan
published 2010 · AGUFM
with Chia-Heng Tsai, Guy Ouillon
no link
Diagnosis and prediction of tipping points in financial markets: Crashes and rebounds
published 2010 · Physics Procedia · 82 citations
with Wanfeng Yan, Ryan Woodard
Bubble diagnosis and prediction of the 2005–2007 and 2008–2009 Chinese stock market bubbles
published 2010 · 228 citations · first circulated 2009
Shocks, Crashes and Bubbles in Financial Markets
published 2010 · Brussels economic review · 132 citations
with Anders Johansen
no link
Taming Manias: On the Origins, Inevitability, Prediction and Regulation of Bubbles and Crashes
published 2010 · Swiss Finance Institute Research Paper Series · 5 citations
with Jeffrey Satinover
ECONOMIC NETWORKS: WHAT DO WE KNOW AND WHAT DO WE NEED TO KNOW?
published 2009 · Advances in Complex Systems · 133 citations
with Frank Schweitzer, Giorgio Fagiolo, Fernando Vega-Redondo, Dougľas R. White
Limits of declustering methods for disentangling exogenous from endogenous events in time series with foreshocks, main shocks, and aftershocks
published 2009 · Physical Review E · 46 citations
with С. Г. Уткин
Numerical investigations of discrete scale invariance in fractals and multifractal measures
published 2009 · Physica A Statistical Mechanics and its Applications · 22 citations · first circulated 2004
Nonlinear dynamical model of regime switching between conventions and business cycles
published 2008 · 5 citations · first circulated 2007
with V. I. Yukalov, E. P. Yukalova
A case study of speculative financial bubbles in the South African stock market 2003–2006
published 2008 · Physica A Statistical Mechanics and its Applications · 87 citations · first circulated 2007
Solution of the nonlinear theory and tests of earthquake recurrence times
published 2008 · Physical Review E · 44 citations
with С. Г. Уткин, А. И. Саичев
New Approach to the Characterization of M max and of the Tail of the Distribution of Earthquake Magnitudes
published 2008 · Pure and Applied Geophysics · 61 citations
with В. Ф. Писаренко, A. Sornette, М. В. Родкин
Endogenous versus exogenous origins of financial rallies and crashes in an agent-based model with Bayesian learning and imitation
published 2008 · Swiss Finance Institute Research Paper Series · 4 citations
with Georges Harras
Properties of a simple bilinear stochastic model: Estimation and predictability
published 2007 · Physica D Nonlinear Phenomena · 13 citations
with В. Ф. Писаренко
Analysis of the real estate market in Las Vegas: Bubble, seasonal patterns, and prediction of the CSW indices
published 2007 · Physica A Statistical Mechanics and its Applications · 73 citations
Self-consistent asset pricing models
published 2007 · Physica A Statistical Mechanics and its Applications · 6 citations · first circulated 2006
with Yannick Malevergne
The Effect of Measurement Uncertainties on Earthquake Forecasts: Towards Data Assimilation in Seismicity Models
published 2006 · AGUFM
with Maximilian J. Werner, Kayo Ide
no link
Importance of positive feedbacks and overconfidence in a self-fulfilling Ising model of financial markets
published 2006 · The European Physical Journal B · 148 citations · first circulated 2005
Intelligent finance—an emerging direction
published 2006 · Quantitative Finance · 35 citations
with Heping Pan, Kenneth O. Kortanek
Generic multifractality in exponentials of long memory processes
published 2006 · Physical Review E · 48 citations
with А. И. Саичев
Inverse statistics and multifractality of exit distances in 3D fully developed turbulence
published 2006 · Physica D Nonlinear Phenomena · 39 citations
On the power of generalized extreme value (GEV) and generalized Pareto distribution (GPD) estimators for empirical distributions of stock returns
published 2005 · Applied Financial Economics · 47 citations
with Yannick Malevergne, В. Ф. Писаренко
Non-parametric determination of real-time lag structure between two time series: The “optimal thermal causal path” method with applications to economic data
published 2005 · Quantitative Finance · 69 citations · first circulated 2004
Predictability of large future changes in major financial indices
published 2005 · International Journal of Forecasting · 150 citations · first circulated 2003
New statistic for financial return distributions: Power-law or exponential?
published 2005 · Physica A Statistical Mechanics and its Applications · 33 citations · first circulated 2004
with В. Ф. Писаренко
Is there a real-estate bubble in the US?
published 2005 · Physica A Statistical Mechanics and its Applications · 218 citations
Fundamental factors versus herding in the 2000–2005 US stock market and prediction
published 2005 · Physica A Statistical Mechanics and its Applications · 47 citations
Empirical distributions of stock returns: between the stretched exponential and the power law?
published 2005 · Quantitative Finance · 172 citations · first circulated 2003
with Yannick Malevergne, В. Ф. Писаренко
Higher-Moment Portfolio Theory
published 2005 · The Journal of Portfolio Management · 40 citations
with Yannick Malevergne
A mechanism for pockets of predictability in complex adaptive systems
published 2005 · Europhysics Letters (EPL) · 66 citations · first circulated 2004
with Jørgen Vitting Andersen
Endogenous Versus Exogenous Shocks in Complex Networks: An Empirical Test Using Book Sale Rankings
published 2004 · Physical Review Letters · 172 citations · first circulated 2003
with F. Deschâtres, Thomas Gilbert, Y. Ageon, Agnes Helmstetter, Agnès Helmstetter
Testing the stability of the 2000 US stock market “antibubble”
published 2004 · Physica A Statistical Mechanics and its Applications · 44 citations
Bubble, critical zone and the crash of Royal Ahold
published 2004 · Physica A Statistical Mechanics and its Applications · 14 citations
RESPONSE FUNCTIONS TO CRITICAL SHOCKS IN SOCIAL SCIENCES: AN EMPIRICAL AND NUMERICAL STUDY
published 2004 · International Journal of Modern Physics C · 44 citations
with Bertrand M. Roehner, Jørgen Vitting Andersen
How to account for extreme co-movements between individual stocks and the market
published 2004 · The Journal of Risk · 21 citations
with Yannick Malevergne
Statistical methods of parameter estimation for deterministically chaotic time series
published 2004 · Physical Review E · 69 citations
with В. Ф. Писаренко
Causal slaving of the US treasury bond yield antibubble by the stock market antibubble of August 2000
published 2004 · Physica A Statistical Mechanics and its Applications · 31 citations · first circulated 2003
Antibubble and prediction of China's stock market and real-estate
published 2004 · Physica A Statistical Mechanics and its Applications · 80 citations · first circulated 2003
Fearless versus fearful speculative financial bubbles
published 2004 · Physica A Statistical Mechanics and its Applications · 62 citations
with Jørgen Vitting Andersen
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
published 2003 · Physica A Statistical Mechanics and its Applications · 39 citations
Evidence of a worldwide stock market log-periodic anti-bubble since mid-2000
published 2003 · Physica A Statistical Mechanics and its Applications · 76 citations · first circulated 2002
Renormalization group analysis of the 2000–2002 anti-bubble in the US S&P500 index: explanation of the hierarchy of five crashes and prediction
published 2003 · Physica A Statistical Mechanics and its Applications · 68 citations
Collective origin of the coexistence of apparent random matrix theory noise and of factors in large sample correlation matrices
published 2003 · Physica A Statistical Mechanics and its Applications · 56 citations · first circulated 2002
with Yannick Malevergne
NONPARAMETRIC ANALYSES OF LOG-PERIODIC PRECURSORS TO FINANCIAL CRASHES
published 2003 · International Journal of Modern Physics C · 48 citations
Finite-time singularity signature of hyperinflation
published 2003 · Physica A Statistical Mechanics and its Applications · 40 citations
Critical market crashes
published 2003 · Physics Reports · 347 citations
Endogenous versus exogenous shocks in systems with memory
published 2003 · Physica A Statistical Mechanics and its Applications · 102 citations
with Agnès Helmstetter
The $-game
published 2003 · The European Physical Journal B · 99 citations
with Jørgen Vitting Andersen
The US 2000-2002 market descent: how much longer and deeper?
published 2002 · Quantitative Finance · 77 citations
Occurrence of Finite-Time Singularities in Epidemic Models of Rupture, Earthquakes, and Starquakes
published 2002 · Physical Review Letters · 84 citations · first circulated 2001
with Agnès Helmstetter
Imitation and contrarian behaviour: hyperbolic bubbles, crashes and chaos
published 2002 · Quantitative Finance · 78 citations · first circulated 2001
with Anne Corcos, J-P Eckmann, A. Malaspinas, Yannick Malevergne, Jean-Pierre Eckmann
Slimming” of power-law tails by increasing market returns
published 2002 · Physica A Statistical Mechanics and its Applications · 10 citations · first circulated 2000
Evidence of intermittent cascades from discrete hierarchical dissipation in turbulence
published 2002 · Physica D Nonlinear Phenomena · 51 citations
Oscillatory finite-time singularities in finance, population and rupture
published 2002 · Physica A Statistical Mechanics and its Applications · 143 citations · first circulated 2001
with Kayo Ide, K. Ide
STATISTICAL SIGNIFICANCE OF PERIODICITY AND LOG-PERIODICITY WITH HEAVY-TAILED CORRELATED NOISE
published 2002 · International Journal of Modern Physics C · 60 citations
MECHANISM FOR POWERLAWS WITHOUT SELF-ORGANIZATION
published 2002 · International Journal of Modern Physics C · 25 citations
A NONLINEAR SUPER-EXPONENTIAL RATIONAL MODEL OF SPECULATIVE FINANCIAL BUBBLES
published 2002 · International Journal of Modern Physics C · 26 citations
with Jørgen Vitting Andersen
BUBBLES AND ANTI-BUBBLES IN LATIN-AMERICAN, ASIAN AND WESTERN STOCK MARKETS: AN EMPIRICAL STUDY
published 2001 · International Journal of Theoretical and Applied Finance · 101 citations · first circulated 1999
with Anders Johansen
From rational bubbles to crashes
published 2001 · Physica A Statistical Mechanics and its Applications · 27 citations
with Yannick Malevergne
Finite-time singularity in the dynamics of the world population, economic and financial indices
published 2001 · Physica A Statistical Mechanics and its Applications · 227 citations
with Anders Johansen
The Kalman–Lévy filter
published 2001 · Physica D Nonlinear Phenomena · 32 citations
with Kayo Ide
Multi-dimensional rational bubbles and fat tails
published 2001 · Quantitative Finance · 19 citations · first circulated 2000
with Yannick Malevergne, Thomas Lux
Multi-Scale SSA or Data-Adaptive Wavelets
published 2001 · AGUSM
with Pascal Yiou, Michael Ghil
no link
Significance of log-periodic precursors to financial crashes
published 2001 · Quantitative Finance · 151 citations
with Anders Johansen
Large stock market price drawdowns are outliers
published 2001 · The Journal of Risk · 52 citations · first circulated 2000
with Anders Johansen
Fokker–Planck equation of distributions of financial returns and power laws
published 2001 · Physica A Statistical Mechanics and its Applications · 33 citations
Multifractal returns and hierarchical portfolio theory
published 2001 · Quantitative Finance · 118 citations · first circulated 2000
with Jean-François Muzy, J. Delour, A. Arnéodo
Stock market speculation: Spontaneous symmetry breaking of economic valuation
published 2000 · Physica A Statistical Mechanics and its Applications · 49 citations
Data-adaptive wavelets and multi-scale singular-spectrum analysis
published 2000 · Physica D Nonlinear Phenomena · 141 citations
with Pascal Yiou, Michael Ghil
φq-field theory for portfolio optimization: “fat tails” and nonlinear correlations
published 2000 · Physics Reports · 59 citations
PORTFOLIO THEORY FOR "FAT TAILS"
published 2000 · International Journal of Theoretical and Applied Finance · 37 citations
with Jørgen Vitting Andersen, P. Simonetti
INCREMENTS OF UNCORRELATED TIME SERIES CAN BE PREDICTED WITH A UNIVERSAL 75% PROBABILITY OF SUCCESS
published 2000 · International Journal of Modern Physics C · 20 citations
with Jørgen Vitting Andersen
CRASHES AS CRITICAL POINTS
published 2000 · International Journal of Theoretical and Applied Finance · 536 citations · first circulated 1998
with Anders Johansen, Olivier Ledoit
Persistence and Quiescence of Seismicity on Fault Systems
published 1999 · Physical Review Letters · 15 citations
with Matthew W. Lee, L. Knopoff
Self-organized percolation model for stock market fluctuations
published 1999 · Physica A Statistical Mechanics and its Applications · 183 citations
with Dietrich Stauffer
ANALYSIS OF THE PHENOMENON OF SPECULATIVE TRADING IN ONE OF ITS BASIC MANIFESTATIONS: POSTAGE STAMP BUBBLES
published 1999 · International Journal of Modern Physics C · 9 citations
with Bertrand Roehner
FINANCIAL "ANTI-BUBBLES": LOG-PERIODICITY IN GOLD AND NIKKEI COLLAPSES
published 1999 · International Journal of Modern Physics C · 145 citations
with Anders Johansen
Modeling the stock market prior to large crashes
published 1999 · The European Physical Journal B · 78 citations · first circulated 1998
with Anders Johansen
Economic returns of research: the Pareto law and its implications
published 1999 · The European Physical Journal B · 56 citations · first circulated 1998
with Daniel Zajdenweber
Predicting financial crashes using discrete scale invariance
published 1999 · The Journal of Risk · 331 citations
with Anders Johansen, Olivier Ledoit
A hierarchical model of financial crashes
published 1998 · Physica A Statistical Mechanics and its Applications · 134 citations
with Anders Johansen
Large deviations and portfolio optimization
published 1998 · Physica A Statistical Mechanics and its Applications · 37 citations
Direct” causal cascade in the stock market
published 1998 · The European Physical Journal B · 237 citations
with A. Arnéodo, Jean-François Muzy
Gauge Theory of Finance?
published 1998 · International Journal of Modern Physics C
Multiplicative processes and power laws
published 1998 · Physical review. E, Statistical physics, plasmas, fluids, and related interdisciplinary topics · 203 citations
Stock market crashes are outliers
published 1998 · The European Physical Journal B · 141 citations · first circulated 1997
with Anders Johansen
Taming Large Events: Optimal Portfolio Theory for Strongly Fluctuating Assets
published 1998 · International Journal of Theoretical and Applied Finance · 41 citations
with J. P. Bouchaud, Christian Walter, Jean-Philippe Aguilar, Jean-Philippe Bouchaud, Jean-Pierre Aguilar
Fine structure and complex exponents in power-law distributions from random maps
published 1998 · Physical review. E, Statistical physics, plasmas, fluids, and related interdisciplinary topics · 17 citations
with Per Jögi, Michael Blank
Large financial crashes
published 1997 · Physica A Statistical Mechanics and its Applications · 283 citations
with Anders Johansen
The paradox of the expected time until the next earthquake
published 1997 · Bulletin of the Seismological Society of America · 143 citations
with L. Knopoff
Unbiased multifractal analysis: Application to fault patterns
published 1996 · Geophysical Research Letters · 35 citations
with Guy Ouillon
Rank‐ordering statistics of extreme events: Application to the distribution of large earthquakes
published 1996 · Journal of Geophysical Research Atmospheres · 204 citations
with L. Knopoff, Y. Y. Kagan, C. Vanneste
Hierarchical geometry of faulting
published 1996 · Journal of Geophysical Research Atmospheres · 168 citations
with Guy Ouillon, C. Castaing
Stock Market Crashes, Precursors and Replicas
published 1996 · Journal de Physique I · 393 citations · first circulated 1995
with Anders Johansen, Jean-Philippe Bouchaud
Organisation of joints and faults from 1-cm to 100-km scales revealed by optimized anisotropic wavelet coefficient method and multifractal analysis
published 1995 · Nonlinear processes in geophysics · 49 citations
with Guy Ouillon, C. Castaing
Eartkquake Death Tolls
published 1995 · Journal de Physique I · 11 citations
with L. Knopoff
Multifractal scaling properties of a growing fault population
published 1995 · Geophysical Journal International · 229 citations
with P. A. Cowie, C. Vanneste
Spectral Rigidity in the Large Modal Overlap Regime: Beyond the Ericson-Schroeder Hypothesis
published 1995 · Journal de Physique I · 5 citations
with Olivier Legrand, Fabrice Mortessagne
Mean-field solution of a block-spring model of earthquakes
published 1992 · Journal de Physique I · 87 citations
Self-organized criticality, earthquakes, and plate tectonics
published 1992 · Physical Review Letters · 10 citations
with A. Sornette, C. Vanneste
Experimental discovery of scaling laws relating fractal dimensions and the length distribution exponent of fault systems
published 1992 · Geophysical Research Letters · 38 citations
with Philippe Davy, A. Sornette
Dispersion of B‐values in Gutemberg‐Richter Law as a consequence of a proposed fractal nature of continental faulting
published 1991 · Geophysical Research Letters · 19 citations
with C. Vanneste, A. Sornette
Self-Organized Criticality and Earthquakes
published 1989 · Europhysics Letters (EPL) · 466 citations
with A. Sornette
Failure thresholds in hierarchical and euclidian space by real space renormalization group
published 1989 · Journal de physique · 24 citations
THE USE OF DYNAMIC LIGHT SCATTERING IN STUDIES OF VESICLES INTERACTIONS
published 1989 · Journal of Dispersion Science and Technology
with Nicole Ostrowsky, Norbert Gamier
Assembled from arXiv and OpenAlex. Duplicate records for the same paper are merged, and the published version is shown where we could identify one. Corrections welcome.
Built from arXiv and OpenAlex. Supported by UKRI grant APP47921 (Martin Weidner, UCL · Francis J. DiTraglia, Oxford).