Feedback to SSRN

 
  • Selected
  • Entire List
 

Sornette, Didier


 SSRN Author Rank: 283 by Downloads
 Professor
 

Swiss Finance Institute


 c/o University of Geneve
 40, Bd du Pont-d'Arve
 1211 Geneva, CH-6900
 Switzerland
 email address
 Professor
 

Swiss Federal Institute of Technology Zurich - Department of Management, Technology, and Economics (D-MTEC)


 ETH-Zentrum
 Zurich, CH-8092
 United States
 41446328917 (Phone)
 41446321914 (Fax)
 HOME PAGE: http://www.er.ethz.ch/
 email address

  SSRN's personal information usage policy
Authors: If anything on this page requires updating or correction, please go to your SSRN User HeadQuarters and make the change.
The RSS feed for this author will notify you of all new papers and revisions as soon as they are added to the SSRN eLibrary.
Popular RSS readers
. Sornette, Didier's Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
35,816
Total
Citations
325
Authors Date Downloads
 (Rank)
Citations
ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts       Legend
1.   Incl. Electronic Paper
Sornette, Didier
Swiss Federal Institute of Technology Zurich - Department of Management, Technology, and Economics (D-MTEC)
Woodard, Ryan
ETH Zurich
Posted:
12 Jun 09
Last Revised:
27 Apr 10
1,917
(4,196)
7

2.  
Crashes and High Frequency Trading | Show Abstract | Download This Paper | Open PDF in Browser |
Swiss Finance Institute Research Paper No. 11-63
Number of Pages in PDF File: 29
Sornette, Didier
Swiss Federal Institute of Technology Zurich - Department of Management, Technology, and Economics (D-MTEC)
von der Becke, Susanne
ETH Zurich
Posted:
24 Dec 11
1,354
(7,661)
3

3.  
The Illusion of the Perpetual Money Machine | Show Abstract | Download This Paper | Open PDF in Browser |
Swiss Finance Institute Research Paper No. 12-40
Number of Pages in PDF File: 30
Cauwels, Peter
ETH Zürich
Sornette, Didier
Swiss Federal Institute of Technology Zurich - Department of Management, Technology, and Economics (D-MTEC)
Posted:
21 Dec 12
1,226
(9,041)
 

4.  
Filimonov, Vladimir
Swiss Federal Institute of Technology Zurich (ETH Zurich)
Bicchetti, David
United Nations - Conference on Trade and Development (UNCTAD)
Maystre, Nicolas
UNCTAD - United Nations Conference on Trade and Development
Sornette, Didier
Swiss Federal Institute of Technology Zurich - Department of Management, Technology, and Economics (D-MTEC)
Posted:
23 Mar 13
1,183
(9,600)
 

5.  
Testing the Gaussian Copula Hypothesis for Financial Assets Dependences | Show Abstract | Download This Paper | Open PDF in Browser |
Quantitative Finance, Vol. 3, pp. 231-250, 2003
Number of Pages in PDF File: 43
Malevergne, Yannick
University of Saint Etienne - Graduate School of Economics and Business Administration (ISEAG)
Sornette, Didier
Swiss Federal Institute of Technology Zurich - Department of Management, Technology, and Economics (D-MTEC)
Posted:
21 Nov 01
Last Revised:
07 Apr 09
1,125
(10,414)
25

6.   Incl. Electronic Paper
Sornette, Didier
Swiss Federal Institute of Technology Zurich - Department of Management, Technology, and Economics (D-MTEC)
Posted:
08 Sep 09
Last Revised:
01 May 10
1,063
(11,406)
10

7.  
Johansen, Anders
Riso National Laboratory - Wind Energy Department
Sornette, Didier
Swiss Federal Institute of Technology Zurich - Department of Management, Technology, and Economics (D-MTEC)
Posted:
09 Jun 00
1,009
(12,360)
11

8.  
The Lehman Brothers Effect and Bankruptcy Cascades | Show Abstract | Download This Paper | Open PDF in Browser |
Swiss Finance Institute Research Paper No. 10-06
Number of Pages in PDF File: 33
Sieczka, Pawel
Warsaw University of Technology - Faculty of Physics
Sornette, Didier
Swiss Federal Institute of Technology Zurich - Department of Management, Technology, and Economics (D-MTEC)
Holyst, Janusz
Warsaw University of Technology - Faculty of Physics
Posted:
03 Feb 10
971
(13,082)
 

9.  
Zhou, Wei-Xing
East China University of Science and Technology - School of Business
Sornette, Didier
Swiss Federal Institute of Technology Zurich - Department of Management, Technology, and Economics (D-MTEC)
Posted:
15 Apr 03
822
(16,902)
10

10.   Incl. Electronic Paper
li, Lin
ETH Zürich
Ren, Ruoen
Beihang University (BUAA)
Sornette, Didier
Swiss Federal Institute of Technology Zurich - Department of Management, Technology, and Economics (D-MTEC)
Posted:
12 Jul 09
Last Revised:
27 Apr 10
790
(17,892)
4

11.   Incl. Electronic Paper
Jiang, Zhi-Qiang
East China University of Science and Technology (ECUST)
Zhou, Wei-Xing
East China University of Science and Technology - School of Business
Sornette, Didier
Swiss Federal Institute of Technology Zurich - Department of Management, Technology, and Economics (D-MTEC)
Woodard, Ryan
ETH Zurich
Bastiaensen, Ken
BNP Paribas
Cauwels, Peter Paul
BNP Paribas Fortis
Posted:
28 Sep 09
Last Revised:
02 Jun 10
787
(17,972)
10

12.   Incl. Electronic Paper
Johansen, Anders
Riso National Laboratory - Wind Energy Department
Sornette, Didier
Swiss Federal Institute of Technology Zurich - Department of Management, Technology, and Economics (D-MTEC)
Posted:
28 Apr 00
Last Revised:
27 Jun 00
783
(18,117)
18

13.  
Follow the Money: The Monetary Roots of Bubbles and Crashes | Show Abstract | Download This Paper | Open PDF in Browser |
Swiss Finance Institute Research Paper No. 11-60
Number of Pages in PDF File: 32
Sornette, Didier
Swiss Federal Institute of Technology Zurich - Department of Management, Technology, and Economics (D-MTEC)
Posted:
29 Nov 11
767
(18,647)
 

14.  
On Rational Bubbles and Fat Tails | Show Abstract | Download This Paper | Open PDF in Browser |
SFB 303 Working Paper No. B-458
Number of Pages in PDF File: 19
Lux, Thomas
University of Kiel - Institute of Economics
Sornette, Didier
Swiss Federal Institute of Technology Zurich - Department of Management, Technology, and Economics (D-MTEC)
Posted:
28 Jul 00
744
(19,493)
15

15.  
Mathematical Structure of Quantum Decision Theory | Show Abstract | Download This Paper | Open PDF in Browser |
Advances in Complex Systems, Vol. 13, pp. 659-698, 2010
Number of Pages in PDF File: 40
Yukalov, Vyacheslav I.
Joint Institute for Nuclear Research
Sornette, Didier
Swiss Federal Institute of Technology Zurich - Department of Management, Technology, and Economics (D-MTEC)
Posted:
08 Sep 08
Last Revised:
12 Nov 10
680
(22,214)
2

16.  
Bubbles Everywhere in Human Affairs | Show Abstract | Download This Paper | Open PDF in Browser |
Swiss Finance Institute Research Paper No. 10-16
Number of Pages in PDF File: 24
Gisler, Monika
ETH Zurich
Sornette, Didier
Swiss Federal Institute of Technology Zurich - Department of Management, Technology, and Economics (D-MTEC)
Posted:
19 May 10
652
(23,534)
2

17.   Incl. Electronic Paper
Santa-Clara, Pedro
New University of Lisbon - Nova School of Business and Economics
Sornette, Didier
Swiss Federal Institute of Technology Zurich - Department of Management, Technology, and Economics (D-MTEC)
Posted:
27 Mar 00
Last Revised:
23 Jul 01
555
(29,455)
30

18.  
Multivariate Weibull Distributions for Asset Returns: I | Show Abstract | Download This Paper | Open PDF in Browser |
Finance Letters, Vol. 2, No. 6, pp. 16-32, 2005
Number of Pages in PDF File: 17
Malevergne, Yannick
University of Saint Etienne - Graduate School of Economics and Business Administration (ISEAG)
Sornette, Didier
Swiss Federal Institute of Technology Zurich - Department of Management, Technology, and Economics (D-MTEC)
Posted:
04 May 05
544
(30,247)
2

19.   Incl. Electronic Paper
Cauwels, Peter
ETH Zürich
Sornette, Didier
Swiss Federal Institute of Technology Zurich - Department of Management, Technology, and Economics (D-MTEC)
Posted:
30 Nov 11
Last Revised:
03 Jan 13
524
(31,769)
 

20.  
Malevergne, Yannick
University of Saint Etienne - Graduate School of Economics and Business Administration (ISEAG)
Sornette, Didier
Swiss Federal Institute of Technology Zurich - Department of Management, Technology, and Economics (D-MTEC)
Posted:
09 Mar 02
508
(33,149)
7

21.  
Johansen, Anders
Riso National Laboratory - Wind Energy Department
Sornette, Didier
Swiss Federal Institute of Technology Zurich - Department of Management, Technology, and Economics (D-MTEC)
Posted:
10 Dec 02
507
(33,149)
11

22.  
Satinover, Jeffrey
D-MTEC, Swiss Federal Institute of Technology
Sornette, Didier
Swiss Federal Institute of Technology Zurich - Department of Management, Technology, and Economics (D-MTEC)
Posted:
22 Jul 10
501
(33,673)
 

23.  
Filimonov, Vladimir
Swiss Federal Institute of Technology Zurich (ETH Zurich)
Sornette, Didier
Swiss Federal Institute of Technology Zurich - Department of Management, Technology, and Economics (D-MTEC)
Posted:
06 Feb 12
488
(34,842)
1

24.  
Sornette, Didier
Swiss Federal Institute of Technology Zurich - Department of Management, Technology, and Economics (D-MTEC)
Zhou, Wei-Xing
East China University of Science and Technology - School of Business
Posted:
31 Jul 03
471
(36,476)
8

25.  
Malevergne, Yannick
University of Saint Etienne - Graduate School of Economics and Business Administration (ISEAG)
Sornette, Didier
Swiss Federal Institute of Technology Zurich - Department of Management, Technology, and Economics (D-MTEC)
Posted:
09 Aug 02
465
(37,101)
7

26.   Incl. Electronic Paper
Johansen, Anders
Riso National Laboratory - Wind Energy Department
Sornette, Didier
Swiss Federal Institute of Technology Zurich - Department of Management, Technology, and Economics (D-MTEC)
Posted:
25 Jul 01
Last Revised:
11 Oct 01
437
(40,082)
18

27.  
Wiesinger, Judith
Swiss Federal Institute of Technology Zurich - Department of Management, Technology, and Economics (D-MTEC)
Sornette, Didier
Swiss Federal Institute of Technology Zurich - Department of Management, Technology, and Economics (D-MTEC)
Satinover, Jeffrey
affiliation not provided to SSRN
Posted:
20 Feb 10
433
(40,598)
 

28.  
Malevergne, Yannick
University of Saint Etienne - Graduate School of Economics and Business Administration (ISEAG)
Sornette, Didier
Swiss Federal Institute of Technology Zurich - Department of Management, Technology, and Economics (D-MTEC)
Posted:
04 May 05
425
(41,542)
4

29.  
Sornette, Didier
Swiss Federal Institute of Technology Zurich - Department of Management, Technology, and Economics (D-MTEC)
Zhou, Wei-Xing
East China University of Science and Technology - School of Business
Posted:
17 Aug 04
417
(42,505)
1

30.  
Malevergne, Yannick
University of Saint Etienne - Graduate School of Economics and Business Administration (ISEAG)
Sornette, Didier
Swiss Federal Institute of Technology Zurich - Department of Management, Technology, and Economics (D-MTEC)
Posted:
23 Feb 02
407
(43,809)
2

31.   Incl. Electronic Paper
Johansen, Anders
Riso National Laboratory - Wind Energy Department
Sornette, Didier
Swiss Federal Institute of Technology Zurich - Department of Management, Technology, and Economics (D-MTEC)
Posted:
18 Apr 00
Last Revised:
23 Jul 01
401
(44,563)
5

32.  
Diagnosis and Prediction of Market Rebounds in Financial Markets | Show Abstract | Download This Paper | Open PDF in Browser |
Swiss Finance Institute Research Paper No. 10-15
Number of Pages in PDF File: 42
Yan, Wanfeng
ETH Zurich
Woodard, Ryan
ETH Zurich
Sornette, Didier
Swiss Federal Institute of Technology Zurich - Department of Management, Technology, and Economics (D-MTEC)
Posted:
14 Apr 10
392
(45,814)
3

33.  
Broekstra, Gerrit
Nyenrode University
Sornette, Didier
Swiss Federal Institute of Technology Zurich - Department of Management, Technology, and Economics (D-MTEC)
Zhou, Wei-Xing
East China University of Science and Technology - School of Business
Posted:
26 Mar 04
390
(46,128)
5

34.  
Malevergne, Yannick
University of Saint Etienne - Graduate School of Economics and Business Administration (ISEAG)
Pisarenko, Vladilen
Russian Academy of Sciences (RAS) - International Institute of Earthquake Prediction Theory
Sornette, Didier
Swiss Federal Institute of Technology Zurich - Department of Management, Technology, and Economics (D-MTEC)
Posted:
25 Jun 03
387
(46,568)
8

35.  
Malevergne, Yannick
University of Saint Etienne - Graduate School of Economics and Business Administration (ISEAG)
Saichev, Alexander I.
ETH Zurich - D-MTEC (Deceased)
Sornette, Didier
Swiss Federal Institute of Technology Zurich - Department of Management, Technology, and Economics (D-MTEC)
Posted:
15 Jan 08
Last Revised:
13 Apr 10
368
(49,518)
4

36.   Incl. Electronic Paper
Johansen, Anders
Riso National Laboratory - Wind Energy Department
Sornette, Didier
Swiss Federal Institute of Technology Zurich - Department of Management, Technology, and Economics (D-MTEC)
Posted:
28 Dec 00
Last Revised:
08 Oct 01
363
(50,364)
17

37.  
Anomalous Returns in a Neural Network Equity-Ranking Predictor | Show Abstract | Download This Paper | Open PDF in Browser |
Swiss Finance Institute Research Paper No. 08-15
Number of Pages in PDF File: 39
Satinover, Jeffrey
University of Nice, CNRS
Sornette, Didier
Swiss Federal Institute of Technology Zurich - Department of Management, Technology, and Economics (D-MTEC)
Posted:
09 Jul 08
353
(52,119)
 

38.  
Sornette, Didier
Swiss Federal Institute of Technology Zurich - Department of Management, Technology, and Economics (D-MTEC)
Posted:
07 Apr 14
343
(53,938)
 

39.  
Sornette, Didier
Swiss Federal Institute of Technology Zurich - Department of Management, Technology, and Economics (D-MTEC)
Ouillon, Guy
Lithophyse
Posted:
20 Dec 12
342
(54,119)
 

40.  
Look-Ahead Benchmark Bias in Portfolio Performance Evaluation | Show Abstract | Download This Paper | Open PDF in Browser |
Swiss Finance Institute Research Paper No. 08-33
Number of Pages in PDF File: 22
Daniel, Gilles
Swiss Federal Institute of Technology Zurich - Department of Management, Technology, and Economics (D-MTEC)
Sornette, Didier
Swiss Federal Institute of Technology Zurich - Department of Management, Technology, and Economics (D-MTEC)
Wohrmann, Peter
University of Zurich - Swiss Banking Institute (ISB)
Posted:
27 Oct 08
330
(56,499)
3

41.  
Harras, Georges
affiliation not provided to SSRN
Sornette, Didier
Swiss Federal Institute of Technology Zurich - Department of Management, Technology, and Economics (D-MTEC)
Posted:
07 Jul 08
328
(56,900)
 

42.  
The US Stock Market Leads the Federal Funds Rate and Treasury Bond Yields | Show Abstract | Download This Paper | Open PDF in Browser |
Swiss Finance Institute Research Paper No. 11-05
Number of Pages in PDF File: 15
Guo, Kun
Chinese Academy of Sciences (CAS)
Zhou, Wei-Xing
East China University of Science and Technology - School of Business
Cheng, Si-Wei
Chinese Academy of Sciences (CAS)
Sornette, Didier
Swiss Federal Institute of Technology Zurich - Department of Management, Technology, and Economics (D-MTEC)
Posted:
17 Feb 11
322
(58,121)
 

43.  
Malevergne, Yannick
University of Saint Etienne - Graduate School of Economics and Business Administration (ISEAG)
Sornette, Didier
Swiss Federal Institute of Technology Zurich - Department of Management, Technology, and Economics (D-MTEC)
Posted:
19 Feb 07
321
(58,331)
1

44.  
Gisler, Monika
ETH Zurich
Sornette, Didier
Swiss Federal Institute of Technology Zurich - Department of Management, Technology, and Economics (D-MTEC)
Posted:
04 Jun 08
316
(59,425)
 

45.   Incl. Electronic Paper
Malevergne, Yannick
University of Saint Etienne - Graduate School of Economics and Business Administration (ISEAG)
Santa-Clara, Pedro
New University of Lisbon - Nova School of Business and Economics
Sornette, Didier
Swiss Federal Institute of Technology Zurich - Department of Management, Technology, and Economics (D-MTEC)
Posted:
21 Aug 09
Last Revised:
02 Oct 09
299
(63,254)
6

46.  
Is There A Real Estate Bubble in Switzerland? (Diagnostic as of 2012-Q4) | Show Abstract | Download This Paper | Open PDF in Browser |
Swiss Finance Institute Research Paper No. 13-07
Number of Pages in PDF File: 17
Ardila, Diego
ETH Zurich
Cauwels, Peter
ETH Zürich
Sanadgol, Dorsa
ETH Zurich
Sornette, Didier
Swiss Federal Institute of Technology Zurich - Department of Management, Technology, and Economics (D-MTEC)
Posted:
22 Mar 13
278
(68,541)
 

47.  
Ni, Xiaohui
East China University of Science and Technology (ECUST)
Malevergne, Yannick
University of Saint Etienne - Graduate School of Economics and Business Administration (ISEAG)
Sornette, Didier
Swiss Federal Institute of Technology Zurich - Department of Management, Technology, and Economics (D-MTEC)
Woehrmann, Peter
University of Zurich
Posted:
01 Feb 11
272
(70,175)
1

48.  
Hu, Shengsui
ETH Zurich, D-MTEC
Malevergne, Yannick
University of Saint Etienne - Graduate School of Economics and Business Administration (ISEAG)
Sornette, Didier
Swiss Federal Institute of Technology Zurich - Department of Management, Technology, and Economics (D-MTEC)
Posted:
23 Feb 09
Last Revised:
25 Feb 09
264
(72,439)
1

49.  
Malevergne, Yannick
University of Saint Etienne - Graduate School of Economics and Business Administration (ISEAG)
Sornette, Didier
Swiss Federal Institute of Technology Zurich - Department of Management, Technology, and Economics (D-MTEC)
Posted:
19 Jun 02
254
(75,510)
1

50.   Incl. Electronic Paper
Saichev, Alexander I.
ETH Zurich - D-MTEC (Deceased)
Sornette, Didier
Swiss Federal Institute of Technology Zurich - Department of Management, Technology, and Economics (D-MTEC)
Filimonov, Vladimir
Swiss Federal Institute of Technology Zurich (ETH Zurich)
Posted:
09 Sep 09
Last Revised:
27 Apr 10
248
(77,519)
2

51.  
Sornette, Didier
Swiss Federal Institute of Technology Zurich - Department of Management, Technology, and Economics (D-MTEC)
Deschatres, Fabrice
affiliation not provided to SSRN
Gilbert, Thomas
University of Washington - Department of Finance and Business Economics
Ageon, Yann
Université de Nice Sophia Antipolis - Laboratoire de Physique de la Matiere Condensee (LPMC)
Posted:
18 Nov 03
Last Revised:
02 Apr 11
248
(77,519)
9

52.   Incl. Electronic Paper
Sornette, Didier
Swiss Federal Institute of Technology Zurich - Department of Management, Technology, and Economics (D-MTEC)
Woodard, Ryan
ETH Zurich
Yan, Wanfeng
ETH Zurich
Zhou, Wei-Xing
East China University of Science and Technology - School of Business
Posted:
12 Aug 11
Last Revised:
11 Jan 13
244
(78,857)
1

53.  
Financial Bubbles: Mechanisms and Diagnostics | Show Abstract | Download This Paper | Open PDF in Browser |
Swiss Finance Institute Research Paper No. 14-28
Number of Pages in PDF File: 26
Sornette, Didier
Swiss Federal Institute of Technology Zurich - Department of Management, Technology, and Economics (D-MTEC)
Cauwels, Peter
ETH Zürich
Posted:
12 Apr 14
238
(80,963)
 

54.  
Super-Exponential Growth Expectations and the Global Financial Crisis | Show Abstract | Download This Paper | Open PDF in Browser |
Swiss Finance Institute Research Paper No. 14-52
Number of Pages in PDF File: 27
Leiss, Matthias
ETH Zurich
Nax, Heinrich H.
ETH Zurich
Sornette, Didier
Swiss Federal Institute of Technology Zurich - Department of Management, Technology, and Economics (D-MTEC)
Posted:
08 Aug 14
Last Revised:
28 Jan 15
237
(81,322)
 

55.  
Sornette, Didier
Swiss Federal Institute of Technology Zurich - Department of Management, Technology, and Economics (D-MTEC)
Zhou, Wei-Xing
East China University of Science and Technology - School of Business
Posted:
15 Apr 05
227
(85,100)
2

56.  
Huesler, Andreas D.
ETH Zürich
Malevergne, Yannick
University of Saint Etienne - Graduate School of Economics and Business Administration (ISEAG)
Sornette, Didier
Swiss Federal Institute of Technology Zurich - Department of Management, Technology, and Economics (D-MTEC)
Posted:
06 Feb 12
223
(86,644)
 

57.  
Zhou, Wei-Xing
East China University of Science and Technology - School of Business
Sornette, Didier
Swiss Federal Institute of Technology Zurich - Department of Management, Technology, and Economics (D-MTEC)
Posted:
20 Nov 03
212
(91,260)
5

58.  
Ardila, Diego
ETH Zurich
Sanadgol, Dorsa
ETH Zurich
Cauwels, Peter
ETH Zürich
Sornette, Didier
Swiss Federal Institute of Technology Zurich - Department of Management, Technology, and Economics (D-MTEC)
Posted:
12 Jul 14
208
(93,006)
 

59.  
The Sentiment of the Fed | Show Abstract | Download This Paper | Open PDF in Browser |
Swiss Finance Institute Research Paper No. 13-01
Number of Pages in PDF File: 38
Fuksa, Michel
AGH University of Science and Technology
Sornette, Didier
Swiss Federal Institute of Technology Zurich - Department of Management, Technology, and Economics (D-MTEC)
Posted:
02 Feb 13
195
(99,544)
 

60.  
Zhou, Wei-Xing
East China University of Science and Technology - School of Business
Sornette, Didier
Swiss Federal Institute of Technology Zurich - Department of Management, Technology, and Economics (D-MTEC)
Posted:
26 Apr 07
180
(106,790)
7

61.  
Hetzer, Moritz
ETH Zurich
Sornette, Didier
Swiss Federal Institute of Technology Zurich - Department of Management, Technology, and Economics (D-MTEC)
Posted:
23 Oct 11
178
(107,912)
1

62.  
Role of Diversification Risk in Financial Bubbles | Show Abstract | Download This Paper | Open PDF in Browser |
Swiss Finance Institute Research Paper No. 11-26
Number of Pages in PDF File: 25
Yan, Wanfeng
ETH Zurich
Woodard, Ryan
ETH Zurich
Sornette, Didier
Swiss Federal Institute of Technology Zurich - Department of Management, Technology, and Economics (D-MTEC)
Posted:
08 Jul 11
178
(107,912)
1

63.  
Quantum Decision Making by Social Agents | Show Abstract | Download This Paper | Open PDF in Browser |
Swiss Finance Institute Research Paper No. 12-10
Number of Pages in PDF File: 33
Yukalov, Vyacheslav I.
Joint Institute for Nuclear Research
Sornette, Didier
Swiss Federal Institute of Technology Zurich - Department of Management, Technology, and Economics (D-MTEC)
Posted:
10 Mar 12
167
(114,400)
1

64.  
Inferring Fundamental Value and Crash Nonlinearity from Bubble Calibration | Show Abstract | Download This Paper | Open PDF in Browser |
Swiss Finance Institute Research Paper No. 10-50
Number of Pages in PDF File: 27
Yan, Wanfeng
ETH Zurich
Woodard, Ryan
ETH Zurich
Sornette, Didier
Swiss Federal Institute of Technology Zurich - Department of Management, Technology, and Economics (D-MTEC)
Posted:
04 Dec 10
152
(124,235)
3

65.  
Nonlinear Dynamical Model of Regime Switching between Conventions and Business Cycles | Show Abstract | Download This Paper | Open PDF in Browser |
Journal of Economic Behavior and Organization, Vol. 70, pp. 206-230, 2009
Number of Pages in PDF File: 64
Yukalov, Vyacheslav I.
Joint Institute for Nuclear Research
Sornette, Didier
Swiss Federal Institute of Technology Zurich - Department of Management, Technology, and Economics (D-MTEC)
Yukalova, E.P.
Joint Institute for Nuclear Research
Posted:
11 Jan 07
Last Revised:
27 Apr 09
146
(128,562)
 

66.  
Homogeneous Volatility Bridge Estimators | Show Abstract | Download This Paper | Open PDF in Browser |
Econometrics Journal, Vol. 10, pp. 1–25, 2010, Swiss Finance Institute Research Paper No. 09-46
Number of Pages in PDF File: 28
Saichev, Alexander I.
ETH Zurich - D-MTEC (Deceased)
Sornette, Didier
Swiss Federal Institute of Technology Zurich - Department of Management, Technology, and Economics (D-MTEC)
Filimonov, Vladimir
Swiss Federal Institute of Technology Zurich (ETH Zurich)
Posted:
20 Dec 09
140
(133,173)
1

67.  
Huesler, Andreas D.
ETH Zürich
Sornette, Didier
Swiss Federal Institute of Technology Zurich - Department of Management, Technology, and Economics (D-MTEC)
Hommes, C. H.
University of Amsterdam
Posted:
18 May 12
135
(137,232)
1

68.  
Physics of Risk and Uncertainty in Quantum Decision Making | Show Abstract | Download This Paper | Open PDF in Browser |
European Physical Journal B, Vol. 71, pp. 533-548, 2009
Number of Pages in PDF File: 30
Yukalov, Vyacheslav I.
Joint Institute for Nuclear Research
Sornette, Didier
Swiss Federal Institute of Technology Zurich - Department of Management, Technology, and Economics (D-MTEC)
Posted:
24 Oct 09
132
(139,764)
4

69.  
Dynamics and Spatial Distribution of Global Nighttime Lights | Show Abstract | Download This Paper | Open PDF in Browser |
Swiss Finance Institute Research Paper No. 13-02
Number of Pages in PDF File: 33
Pestalozzi, Nicola
ETH Zurich
Cauwels, Peter
ETH Zürich
Sornette, Didier
Swiss Federal Institute of Technology Zurich - Department of Management, Technology, and Economics (D-MTEC)
Posted:
23 Mar 13
131
(140,618)
 

70.  
Toward a Unified Framework of Credit Creation | Show Abstract | Download This Paper | Open PDF in Browser |
Swiss Finance Institute Research Paper No. 14-07
Number of Pages in PDF File: 47
von der Becke, Susanne
ETH Zurich
Sornette, Didier
Swiss Federal Institute of Technology Zurich - Department of Management, Technology, and Economics (D-MTEC)
Posted:
14 Feb 14
125
(145,943)
 

71.  
Filimonov, Vladimir
Swiss Federal Institute of Technology Zurich (ETH Zurich)
Sornette, Didier
Swiss Federal Institute of Technology Zurich - Department of Management, Technology, and Economics (D-MTEC)
Posted:
20 Jul 14
Last Revised:
07 Apr 15
120
(150,552)
 

72.  
Exuberant Innovation: The Human Genome Project | Show Abstract | Download This Paper | Open PDF in Browser |
Swiss Finance Institute Research Paper No. 10-12
Number of Pages in PDF File: 25
Gisler, Monika
ETH Zurich
Sornette, Didier
Swiss Federal Institute of Technology Zurich - Department of Management, Technology, and Economics (D-MTEC)
Woodard, Ryan
ETH Zurich
Posted:
18 Mar 10
119
(151,507)
1

73.  
Sornette, Didier
Swiss Federal Institute of Technology Zurich - Department of Management, Technology, and Economics (D-MTEC)
Saichev, Alexander I.
ETH Zurich - D-MTEC (Deceased)
Posted:
23 Feb 12
116
(154,413)
 

74.  
Malevergne, Yannick
University of Saint Etienne - Graduate School of Economics and Business Administration (ISEAG)
Pisarenko, Vladilen
Russian Academy of Sciences (RAS) - International Institute of Earthquake Prediction Theory
Sornette, Didier
Swiss Federal Institute of Technology Zurich - Department of Management, Technology, and Economics (D-MTEC)
Posted:
28 Sep 09
115
(155,431)
1

75.  
Quantum Decision Theory as Quantum Theory of Measurement | Show Abstract | Download This Paper | Open PDF in Browser |
Physics Letters A, Vol. 372, pp. 6867-6871, 2008
Number of Pages in PDF File: 11
Yukalov, Vyacheslav I.
Joint Institute for Nuclear Research
Sornette, Didier
Swiss Federal Institute of Technology Zurich - Department of Management, Technology, and Economics (D-MTEC)
Posted:
01 Apr 09
115
(155,431)
4

76.  
Gisler, Monika
Swiss Federal Institute of Technology Zurich - Department of Management, Technology, and Economics (D-MTEC)
Sornette, Didier
Swiss Federal Institute of Technology Zurich - Department of Management, Technology, and Economics (D-MTEC)
Grote, Gudela
Swiss Federal Institute of Technology Zurich - Department of Management, Technology, and Economics (D-MTEC)
Posted:
10 Oct 13
113
(157,471)
 

77.  
Yan, Wanfeng
ETH Zurich
Rebib, Reda
ETH Zurich
Woodard, Ryan
ETH Zurich
Sornette, Didier
Swiss Federal Institute of Technology Zurich - Department of Management, Technology, and Economics (D-MTEC)
Posted:
19 Dec 12
113
(157,471)
2

78.  
Filimonov, Vladimir
Swiss Federal Institute of Technology Zurich (ETH Zurich)
Sornette, Didier
Swiss Federal Institute of Technology Zurich - Department of Management, Technology, and Economics (D-MTEC)
Posted:
24 Dec 13
111
(159,556)
 

79.  
Processing Information in Quantum Decision Theory | Show Abstract | Download This Paper | Open PDF in Browser |
Entropy, Vol. 11, pp. 1073-1120, 2009
Number of Pages in PDF File: 49
Yukalov, Vyacheslav I.
Joint Institute for Nuclear Research
Sornette, Didier
Swiss Federal Institute of Technology Zurich - Department of Management, Technology, and Economics (D-MTEC)
Posted:
02 Mar 10
Last Revised:
18 Mar 10
111
(159,556)
2

80.  
Zhou, Wei-Xing
East China University of Science and Technology - School of Business
Mu, Guo-Hua
East China University of Science and Technology (ECUST)
Sornette, Didier
Swiss Federal Institute of Technology Zurich - Department of Management, Technology, and Economics (D-MTEC)
Chen, Wei
Stock Exchange of Shenzhen
Posted:
05 Sep 11
110
(160,662)
 

81.  
Hetzer, Moritz
ETH Zurich
Sornette, Didier
Swiss Federal Institute of Technology Zurich - Department of Management, Technology, and Economics (D-MTEC)
Posted:
09 Sep 09
106
(165,004)
1

82.  
Zhou, Wei-Xing
East China University of Science and Technology - School of Business
Sornette, Didier
Swiss Federal Institute of Technology Zurich - Department of Management, Technology, and Economics (D-MTEC)
Posted:
26 Mar 04
104
(167,240)
1

83.  
Scheme of Thinking Quantum Systems | Show Abstract | Download This Paper | Open PDF in Browser |
Laser Physics Letters, Vol. 6, pp. 833-839, 2009
Number of Pages in PDF File: 15
Yukalov, Vyacheslav I.
Joint Institute for Nuclear Research
Sornette, Didier
Swiss Federal Institute of Technology Zurich - Department of Management, Technology, and Economics (D-MTEC)
Posted:
10 Sep 09
96
(176,794)
3

84.  
Crane, Riley
University of California, Los Angeles - Department of Physics and Astronomy
Escobar-Sotomayor, Juan V.
University of California, Los Angeles (UCLA) - Department of Physics and Astronomy
Sornette, Didier
Swiss Federal Institute of Technology Zurich - Department of Management, Technology, and Economics (D-MTEC)
Posted:
17 Oct 05
95
(178,069)
 

85.  
Kaizoji, Taisei
International Christian University
Leiss, Matthias
ETH Zurich
Saichev, Alexander I.
ETH Zurich - D-MTEC (Deceased)
Sornette, Didier
Swiss Federal Institute of Technology Zurich - Department of Management, Technology, and Economics (D-MTEC)
Posted:
08 Feb 15
Last Revised:
10 Mar 15
92
(183,163)
 

86.  
Filimonov, Vladimir
Swiss Federal Institute of Technology Zurich (ETH Zurich)
Sornette, Didier
Swiss Federal Institute of Technology Zurich - Department of Management, Technology, and Economics (D-MTEC)
Posted:
19 Dec 12
87
(188,461)
 

87.  
The Role of Diversification Risk in Financial Bubbles | Show Abstract | Download This Paper | Open PDF in Browser |
ETH Risk Center – Working Paper No. ETH-RC-11-003
Number of Pages in PDF File: 24
Yan, Wanfeng
ETH Zurich
Woodard, Ryan
ETH Zurich
Sornette, Didier
Swiss Federal Institute of Technology Zurich - Department of Management, Technology, and Economics (D-MTEC)
Posted:
21 Dec 12
85
(191,120)
1

88.  
Darcet, didier
Insight Research LLC
Sornette, Didier
Swiss Federal Institute of Technology Zurich - Department of Management, Technology, and Economics (D-MTEC)
Posted:
12 Jan 07
77
(203,017)
 

89.  
Conditions for Quantum Interference in Cognitive Sciences | Show Abstract | Download This Paper | Open PDF in Browser |
Topics in Cognitive Science, Vol. 6, pp. 79-90, 2014
Number of Pages in PDF File: 15
Yukalov, Vyacheslav I.
Joint Institute for Nuclear Research
Sornette, Didier
Swiss Federal Institute of Technology Zurich - Department of Management, Technology, and Economics (D-MTEC)
Posted:
27 May 13
Last Revised:
01 Feb 14
74
(207,809)
 

90.  
Wheatley, Spencer
ETH Zurich
Filimonov, Vladimir
Swiss Federal Institute of Technology Zurich (ETH Zurich)
Sornette, Didier
Swiss Federal Institute of Technology Zurich - Department of Management, Technology, and Economics (D-MTEC)
Posted:
08 Aug 14
Last Revised:
08 Nov 14
73
(209,544)
 

91.  
A Creepy World | Show Abstract | Download This Paper | Open PDF in Browser |
Swiss Finance Institute Research Paper No. 13-55
Number of Pages in PDF File: 18
Sornette, Didier
Swiss Federal Institute of Technology Zurich - Department of Management, Technology, and Economics (D-MTEC)
Cauwels, Peter
ETH Zürich
Posted:
02 Feb 14
71
(212,856)
 

92.  
Punctuated Evolution Due to Delayed Carrying Capacity | Show Abstract | Download This Paper | Open PDF in Browser |
Physica D Volume: 238, Pages: 1752-1767 (2009)
Number of Pages in PDF File: 60
Yukalov, Vyacheslav I.
Joint Institute for Nuclear Research
Yukalova, E.P.
Joint Institute for Nuclear Research
Sornette, Didier
Swiss Federal Institute of Technology Zurich - Department of Management, Technology, and Economics (D-MTEC)
Posted:
02 Mar 13
66
(221,512)
1

93.  
Forrò, Zalàn
Independent
Cauwels, Peter
ETH Zürich
Sornette, Didier
Swiss Federal Institute of Technology Zurich - Department of Management, Technology, and Economics (D-MTEC)
Posted:
20 Dec 12
63
(227,075)
 

94.  
Decision Theory with Prospect Interference and Entanglement | Show Abstract | Download This Paper | Open PDF in Browser |
Theory and Decision, Vol. 70, pp. 283-328, 2011
Number of Pages in PDF File: 42
Yukalov, Vyacheslav I.
Joint Institute for Nuclear Research
Sornette, Didier
Swiss Federal Institute of Technology Zurich - Department of Management, Technology, and Economics (D-MTEC)
Posted:
14 Feb 11
61
(230,928)
2

95.  
Yura, Yoshihiro
Tokyo Institute of Technology
Takayasu, Hideki
Sony Computer Science Laboratories
Sornette, Didier
Swiss Federal Institute of Technology Zurich - Department of Management, Technology, and Economics (D-MTEC)
Takayasu, Misako
Tokyo Institute of Technology
Posted:
08 Feb 14
57
(238,858)
 

96.  
Statistical Outliers and Dragon-Kings as Bose-Condensed Droplets | Show Abstract | Download This Paper | Open PDF in Browser |
European Physical Journal Special Topics, Vol. 205, pp. 53-64, 2012
Number of Pages in PDF File: 16
Yukalov, Vyacheslav I.
Joint Institute for Nuclear Research
Sornette, Didier
Swiss Federal Institute of Technology Zurich - Department of Management, Technology, and Economics (D-MTEC)
Posted:
08 May 12
56
(240,938)
 

97.  
Fiévet, Lucas
ETH Zurich
Forrò, Zalàn
Independent
Cauwels, Peter
ETH Zürich
Sornette, Didier
Swiss Federal Institute of Technology Zurich - Department of Management, Technology, and Economics (D-MTEC)
Posted:
26 Jul 14
53
(247,176)
 

98.  
Entanglement Production in Quantum Decision Making | Show Abstract | Download This Paper | Open PDF in Browser |
Physics of Atomic Nuclei, Vol. 73, pp. 559-562, 2010
Number of Pages in PDF File: 7
Yukalov, Vyacheslav I.
Joint Institute for Nuclear Research
Sornette, Didier
Swiss Federal Institute of Technology Zurich - Department of Management, Technology, and Economics (D-MTEC)
Posted:
25 Mar 10
48
(258,403)
1

99.  
Yukalov, Vyacheslav I.
Joint Institute for Nuclear Research
Yukalova, E.P.
Joint Institute for Nuclear Research
Sornette, Didier
Swiss Federal Institute of Technology Zurich - Department of Management, Technology, and Economics (D-MTEC)
Posted:
19 Dec 12
Last Revised:
06 Jan 14
44
(267,973)
 

100.  
Zhou, Wei-Xing
East China University of Science and Technology - School of Business
Mu, Guo-Hua
East China University of Science and Technology (ECUST)
Chen, Wei
Stock Exchange of Shenzhen
Sornette, Didier
Swiss Federal Institute of Technology Zurich - Department of Management, Technology, and Economics (D-MTEC)
Posted:
21 Dec 12
Last Revised:
22 Dec 12
42
(273,027)
 

101.   Incl. Electronic Paper
Schweitzer, Frank
ETH Zürich
Fagiolo, Giorgio
Scuola Superiore Sant'Anna di Pisa - Laboratory of Economics and Management (LEM)
Sornette, Didier
Swiss Federal Institute of Technology Zurich - Department of Management, Technology, and Economics (D-MTEC)
Vega-Redondo, Fernando
University of Alicante - Department of Economic Analysis
White, Douglas R.
University of California, Irvine - Department of Anthropology
Posted:
26 Apr 10
Last Revised:
29 Apr 10
38
(283,679)
2

102.  
How Brains Make Decisions | Show Abstract | Download This Paper | Open PDF in Browser |
Springer Proceedings in Physics , Vol. 150, pp. 37-53, 2014
Number of Pages in PDF File: 20
Yukalov, Vyacheslav I.
Joint Institute for Nuclear Research
Sornette, Didier
Swiss Federal Institute of Technology Zurich - Department of Management, Technology, and Economics (D-MTEC)
Posted:
24 Jul 14
37
(286,440)
 

103.  
A Generic Model of Dyadic Social Relationships | Show Abstract | Download This Paper | Open PDF in Browser |
Swiss Finance Institute Research Paper No. 13-62
Number of Pages in PDF File: 18
Favre, Maroussia
Swiss Federal Institute of Technology Zurich - Department of Management, Technology, and Economics (D-MTEC)
Sornette, Didier
Swiss Federal Institute of Technology Zurich - Department of Management, Technology, and Economics (D-MTEC)
Posted:
24 Dec 13
Last Revised:
20 May 15
37
(286,440)
 

104.  
Extreme Events in Population Dynamics With Functional Carrying Capacity | Show Abstract | Download This Paper | Open PDF in Browser |
European Physical Journal Special Topics, Vol. 205, pp. 313-354, 2012
Number of Pages in PDF File: 60
Yukalov, Vyacheslav I.
Joint Institute for Nuclear Research
Yukalova, E.P.
Joint Institute for Nuclear Research
Sornette, Didier
Swiss Federal Institute of Technology Zurich - Department of Management, Technology, and Economics (D-MTEC)
Posted:
08 May 12
34
(295,197)
 

105.  
Disorder-Induced Volatility of Collective Dynamics | Show Abstract | Download This Paper | Open PDF in Browser |
CCSS Working Paper No. CCSS-10-001
Number of Pages in PDF File: 7
Harras, Georges
affiliation not provided to SSRN
Tessone, Claudio J.
ETH Zürich
Sornette, Didier
Swiss Federal Institute of Technology Zurich - Department of Management, Technology, and Economics (D-MTEC)
Posted:
27 Apr 10
33
(298,243)
1

106.  
New Approach to Modeling Symbiosis in Biological and Social Systems | Show Abstract | Download This Paper | Open PDF in Browser |
International Journal of Bifurcation and Chaos, Vol. 24, p. 1450117, 2014.
Number of Pages in PDF File: 38
Yukalov, Vyacheslav I.
Joint Institute for Nuclear Research
Yukalova, E.P.
Joint Institute for Nuclear Research
Sornette, Didier
Swiss Federal Institute of Technology Zurich - Department of Management, Technology, and Economics (D-MTEC)
Posted:
11 Jul 14
31
(304,451)
 

107.  
Self-Organization in Complex Systems as Decision Making | Show Abstract | Download This Paper | Open PDF in Browser |
Advances in Complex Systems, Vol. 17, 1450016, 2014
Number of Pages in PDF File: 30
Yukalov, Vyacheslav I.
Joint Institute for Nuclear Research
Sornette, Didier
Swiss Federal Institute of Technology Zurich - Department of Management, Technology, and Economics (D-MTEC)
Posted:
08 Aug 14
30
(307,791)
 

108.  
Yukalov, Vyacheslav I.
Joint Institute for Nuclear Research
Sornette, Didier
Swiss Federal Institute of Technology Zurich - Department of Management, Technology, and Economics (D-MTEC)
Posted:
28 Aug 13
28
(314,855)
 

109.  
Modeling Symbiosis by Interactions Through Species Carrying Capacities | Show Abstract | Download This Paper | Open PDF in Browser |
Physica D: Nonlinear Phenomena, Vol. 241, pp. 1270-1289, 2012
Number of Pages in PDF File: 52
Yukalov, Vyacheslav I.
Joint Institute for Nuclear Research
Yukalova, E.P.
Joint Institute for Nuclear Research
Sornette, Didier
Swiss Federal Institute of Technology Zurich - Department of Management, Technology, and Economics (D-MTEC)
Posted:
08 Jun 12
27
(318,520)
1

110.  
Escobar, Juan Valentin
Physics Dept. Universidad Autonoma Metropolitana-Iztapalapa
Sornette, Didier
Swiss Federal Institute of Technology Zurich - Department of Management, Technology, and Economics (D-MTEC)
Posted:
26 Jul 14
25
(326,383)
 

111.  
Meng, Hao
East China University of Science and Technology (ECUST)
Zhou, Wei-Xing
East China University of Science and Technology - School of Business
Sornette, Didier
Swiss Federal Institute of Technology Zurich - Department of Management, Technology, and Economics (D-MTEC)
Posted:
25 Nov 14
24
(330,502)
 

112.  
Manipulating Decision Making of Typical Agents | Show Abstract | Download This Paper | Open PDF in Browser |
IEEE Transactions on Systems Man and Cybernetics Systems, Vol. 44, pp. 1155-1168, 2014
Number of Pages in PDF File: 14
Yukalov, Vyacheslav I.
Joint Institute for Nuclear Research
Sornette, Didier
Swiss Federal Institute of Technology Zurich - Department of Management, Technology, and Economics (D-MTEC)
Posted:
02 Sep 14
23
(334,734)
 

113.  
Population Dynamics with Nonlinear Delayed Carrying Capacity | Show Abstract | Download This Paper | Open PDF in Browser |
International Journal of Bifurcation and Chaos, Vol. 24, p. 1450021, 2014
Number of Pages in PDF File: 24
Yukalov, Vyacheslav I.
Joint Institute for Nuclear Research
Yukalova, E.P.
Joint Institute for Nuclear Research
Sornette, Didier
Swiss Federal Institute of Technology Zurich - Department of Management, Technology, and Economics (D-MTEC)
Posted:
09 Mar 14
11
(388,246)
 

114.  
Sornette, Didier
Swiss Federal Institute of Technology Zurich - Department of Management, Technology, and Economics (D-MTEC)
Posted:
02 May 15
8
(401,275)
 

115.  
Positive Operator-Valued Measures in Quantum Decision Theory | Show Abstract | Download This Paper | Open PDF in Browser |
Lecture Notes in Computer Science (Book Series), Vol. 8951, pp. 146-161, 2015
Number of Pages in PDF File: 17
Yukalov, Vyacheslav I.
Joint Institute for Nuclear Research
Sornette, Didier
Swiss Federal Institute of Technology Zurich - Department of Management, Technology, and Economics (D-MTEC)
Posted:
18 Mar 15
8
(401,275)
 

116.  
Quantum Theory of Measurements as Quantum Decision Theory | Show Abstract | Download This Paper | Open PDF in Browser |
Journal of Physics Conference Series, Vol. 594, p. 012048, 2015
Number of Pages in PDF File: 9
Yukalov, Vyacheslav I.
Joint Institute for Nuclear Research
Sornette, Didier
Swiss Federal Institute of Technology Zurich - Department of Management, Technology, and Economics (D-MTEC)
Posted:
31 Mar 15
7
(405,406)
 


Records 1 - 116 of 116 matches
[ 1 ]

© 2015 Social Science Electronic Publishing, Inc. All Rights Reserved.  FAQ   Terms of Use   Privacy Policy   Copyright   Contact Us
This page was processed by apollo3 in 3.657 seconds