Didier Sornette

Research interests

Publications

• Multifractal analysis of financial markets: a review

  Reports on Progress in Physics · 2019 · https://doi.org/10.1088/1361-6633/ab42fb

• Critical Phenomena in Natural Sciences: Chaos, Fractals, Selforganization and Disorder: Concepts and Tools

  Journal · 2014 · https://doi.org/10.1007/3-540-33182-4

• Dragon-kings: Mechanisms, statistical methods and empirical evidence

  The European Physical Journal Special Topics · 2012 · https://doi.org/10.1140/epjst/e2012-01559-5

• Quantifying reflexivity in financial markets: Toward a prediction of flash crashes

  Physical Review E · 2012 · https://doi.org/10.1103/physreve.85.056108

• The 2006–2008 oil bubble: Evidence of speculation, and prediction

  Physica A Statistical Mechanics and its Applications · 2009 · https://doi.org/10.1016/j.physa.2009.01.011

• Economic Networks: The New Challenges

  Science · 2009 · https://doi.org/10.1126/science.1173644

• Robust dynamic classes revealed by measuring the response function of a social system

  Proceedings of the National Academy of Sciences · 2008 · https://doi.org/10.1073/pnas.0803685105

• Extreme Financial Risks : From Dependence to Risk Management

  HAL (Le Centre pour la Communication Scientifique Directe) · 2006 · https://doi.org/10.1007/b138841

• Discrete hierarchical organization of social group sizes

  Proceedings of the Royal Society B Biological Sciences · 2005 · https://doi.org/10.1098/rspb.2004.2970

• Critical market crashes

  Physics Reports · 2003 · https://doi.org/10.1016/s0370-1573(02)00634-8

• Subcritical and supercritical regimes in epidemic models of earthquake aftershocks

  Journal of Geophysical Research Atmospheres · 2002 · https://doi.org/10.1029/2001jb001580

• Predictability of catastrophic events: Material rupture, earthquakes, turbulence, financial crashes, and human birth

  Proceedings of the National Academy of Sciences · 2002 · https://doi.org/10.1073/pnas.022581999

• Critical Phenomena in Natural Sciences

  Springer series in synergetics · 2000 · https://doi.org/10.1007/978-3-662-04174-1

• CRASHES AS CRITICAL POINTS

  International Journal of Theoretical and Applied Finance · 2000 · https://doi.org/10.1142/s0219024900000115

• Predicting financial crashes using discrete scale invariance

  The Journal of Risk · 1999 · https://doi.org/10.21314/jor.1999.014

• An observational test of the critical earthquake concept

  Journal of Geophysical Research Atmospheres · 1998 · https://doi.org/10.1029/98jb00792

• ”Direct” causal cascade in the stock market

  The European Physical Journal B · 1998 · https://doi.org/10.1007/s100510050250

• Discrete scale invariance and complex dimensions

  Journal · 1998

• Large financial crashes

  Physica A Statistical Mechanics and its Applications · 1997 · https://doi.org/10.1016/s0378-4371(97)00318-x

• Convergent Multiplicative Processes Repelled from Zero: Power Laws and Truncated Power Laws

  Journal de Physique I · 1997 · https://doi.org/10.1051/jp1:1997169

• Stock Market Crashes, Precursors and Replicas

  Journal de Physique I · 1996 · https://doi.org/10.1051/jp1:1996135

• Complex Critical Exponents from Renormalization Group Theory of Earthquakes: Implications for Earthquake Predictions

  Journal de Physique I · 1995 · https://doi.org/10.1051/jp1:1995154

• Statistical physics model for the spatiotemporal evolution of faults

  Journal of Geophysical Research Atmospheres · 1993 · https://doi.org/10.1029/93jb02223

• Self-Organized Criticality and Earthquakes

  Europhysics Letters (EPL) · 1989 · https://doi.org/10.1209/0295-5075/9/3/002

• Exponential Sampling Method for Light Scattering Polydispersity Analysis

  Optica Acta International Journal of Optics · 1981 · https://doi.org/10.1080/713820704

Current projects

No projects listed.