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Sornette, Didier's
Scholarly Papers
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Aggregate Statistics |
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Total Downloads
26,365 |
Total
Citations
312 |
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1.
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Financial Bubbles, Real Estate Bubbles, Derivative Bubbles, and the Financial and Economic Crisis
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Sornette, Didier ETH Zurich Woodard, Ryan ETH Zurich
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Posted:
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12 Jun 09
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Last Revised:
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27 Apr 10
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1,646
(4,005)
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8
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Sornette, Didier ETH Zurich Woodard, Ryan ETH Zurich
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165
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8
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Financial crisis, bubbles, real estate bubble, derivatives, super-exponential
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Sornette, Didier ETH Zurich Woodard, Ryan ETH Zurich
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1,481
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8
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Financial crisis, bubbles, real estate, derivatives, out-of-equilibrium, super-exponential, growth, crashes, complex systems
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2.
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Malevergne, Yannick University of Saint Etienne - Graduate School of Economics and Business Administration (ISEAG) Sornette, Didier ETH Zurich
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21 Nov 01
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Last Revised:
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07 Apr 09
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1,077
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26
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Copulas, Dependence Modelisation, Risk Management, Tail Dependence
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3.
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Johansen, Anders Riso National Laboratory - Wind Energy Department Sornette, Didier ETH Zurich
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934
(10,438)
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11
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4.
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Sieczka, Pawel Warsaw University of Technology - Faculty of Physics Sornette, Didier ETH Zurich Holyst, Janusz Warsaw University of Technology - Faculty of Physics
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858
(11,976)
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Network, Cascade, Bankruptcy
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5.
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Sornette, Didier ETH Zurich von der Becke, Susanne ETH Zurich
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801
(13,387)
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3
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High-frequency trading, financial crashes, flash crash, liquidity, efficient market hypothesis, market makers, market breakers, herding, financial bubbles, computer trading, algorithmic trading.
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6.
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Zhou, Wei-Xing East China University of Science and Technology - School of Business Sornette, Didier ETH Zurich
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789
(13,584)
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10
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Real estate, Bubble, Econophysics
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7.
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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 ETH Zurich
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730
(15,247)
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Commodities, endogeneity, reflexivity, branching processes, bubble, oil, regime shift, self-excitation
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8.
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Lux, Thomas University of Kiel - Institute of Economics Sornette, Didier ETH Zurich
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708
(15,892)
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14
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rational bubbles, random difference equations, multiplicative processes, rational bubbles, random difference equations, multiplicative processes, fat tails.
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9.
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Predicting Financial Crashes Using Discrete Scale Invariance
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Johansen, Anders Riso National Laboratory - Wind Energy Department Sornette, Didier ETH Zurich
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Posted:
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28 Apr 00
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Last Revised:
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27 Jun 00
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696
(16,307)
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18
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Johansen, Anders Riso National Laboratory - Wind Energy Department Sornette, Didier ETH Zurich
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0
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Johansen, Anders Riso National Laboratory - Wind Energy Department Sornette, Didier ETH Zurich
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696
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18
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10.
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Bubble Diagnosis and Prediction of the 2005-2007 and 2008-2009 Chinese Stock Market Bubbles
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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 ETH Zurich Woodard, Ryan ETH Zurich Bastiaensen, Ken BNP Paribas Cauwels, Peter Paul BNP Paribas Fortis
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Posted:
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28 Sep 09
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Last Revised:
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02 Jun 10
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682
(16,839)
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10
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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 ETH Zurich Woodard, Ryan ETH Zurich Bastiaensen, Ken BNP Paribas Cauwels, Peter Paul BNP Paribas Fortis
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136
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10
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Stock market crash, financial bubble, Chinese markets, rational expectation bubble, log-periodic power law
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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 ETH Zurich Woodard, Ryan ETH Zurich Bastiaensen, Ken BNP Paribas Cauwels, Peter Paul BNP Paribas Fortis
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546
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10
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stock market crash, financial bubble, Chinese markets, rational expectation bubble, herding, log-periodic power law, Lomb spectral analysis, unit-root test
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11.
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Dragon-Kings, Black Swans and the Prediction of Crises
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Sornette, Didier ETH Zurich
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Posted:
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08 Sep 09
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Last Revised:
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01 May 10
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682
(17,073)
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9
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Sornette, Didier ETH Zurich
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82
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9
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outliers, kings, red dragons, extremes, crisis, catastrophes, bifurcations, power laws, prediction
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Sornette, Didier ETH Zurich
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600
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9
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outliers,; kings, red dragons, extremes, crisis, catastrophes, bifurcations, power laws, prediction
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12.
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A Consistent Model of 'Explosive' Financial Bubbles with Mean-Reversing Residuals
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Lin, Li China Academy of Financial Research (CAFR) Ren, Ruoen Beihang University (BUAA) Sornette, Didier ETH Zurich
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Posted:
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12 Jul 09
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Last Revised:
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27 Apr 10
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600
(20,172)
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4
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li, Lin Swiss Federal Institute of Technology Zurich Ren, Ruoen Beihang University (BUAA) Sornette, Didier ETH Zurich
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226
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4
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Rational bubbles, finite-time singularity, super-exponential growth, Bayesian analysis, log-periodic power law
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Lin, Li China Academy of Financial Research (CAFR) Ren, Ruoen Beihang University (BUAA) Sornette, Didier ETH Zurich
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374
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4
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Rational bubbles, mean reversal, positive feedbacks, finite-time singularity, superexponential growth, Bayesian analysis, log-periodic power law
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13.
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Yukalov, Vyacheslav I. Joint Institute for Nuclear Research Sornette, Didier ETH Zurich
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| Posted: |
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08 Sep 08
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Last Revised:
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12 Nov 10
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578
(21,217)
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1
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decision theory, quantum theory, Hilbert space, utility theory, emotions, loss aversion, uncertainty aversion, Allais paradox, independence paradox, inversion paradox, Ellsberg paradox, conjunction fallacy, disjunction effect, isolation effect
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14.
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The Dynamics of the Forward Interest Rate Curve with Stochastic String Shocks
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Santa-Clara, Pedro Nova School of Business and Economics Sornette, Didier ETH Zurich
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Posted:
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27 Mar 00
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Last Revised:
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23 Jul 01
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534
(23,635)
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25
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Santa-Clara, Pedro Nova School of Business and Economics Sornette, Didier ETH Zurich
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0
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Santa-Clara, Pedro Nova School of Business and Economics Sornette, Didier ETH Zurich
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534
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25
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15.
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Malevergne, Yannick University of Saint Etienne - Graduate School of Economics and Business Administration (ISEAG) Sornette, Didier ETH Zurich
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485
(26,913)
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2
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Distribution of asset returns, copulas, modified Weibull distribution
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16.
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Malevergne, Yannick University of Saint Etienne - Graduate School of Economics and Business Administration (ISEAG) Sornette, Didier ETH Zurich
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483
(26,985)
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7
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17.
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Sornette, Didier ETH Zurich Zhou, Wei-Xing East China University of Science and Technology - School of Business
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454
(29,298)
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8
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Foreign capital inflow, speculative bubble, new economy, dollar depreciation, depression
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18.
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Johansen, Anders Riso National Laboratory - Wind Energy Department Sornette, Didier ETH Zurich
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451
(29,534)
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11
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19.
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Malevergne, Yannick University of Saint Etienne - Graduate School of Economics and Business Administration (ISEAG) Sornette, Didier ETH Zurich
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451
(29,534)
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7
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20.
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Significance of Log-Periodic Precursors to Financial Crashes
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Johansen, Anders Riso National Laboratory - Wind Energy Department Sornette, Didier ETH Zurich
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Posted:
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25 Jul 01
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Last Revised:
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11 Oct 01
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405
(33,905)
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17
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Johansen, Anders Riso National Laboratory - Wind Energy Department Sornette, Didier ETH Zurich
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0
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Johansen, Anders Riso National Laboratory - Wind Energy Department Sornette, Didier ETH Zurich
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405
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17
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21.
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Gisler, Monika ETH Zurich Sornette, Didier ETH Zurich
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402
(34,672)
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3
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social bubbles, innovation, positive feedbacks, financial bubbles, tulip mania, Apollo program
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22.
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Quis Pendit Ipsa Pretia: Facebook Valuation and Diagnostic of a Bubble Based on Nonlinear Demographic Dynamics
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Cauwels, Peter Swiss Federal Institute of Technology Zurich Sornette, Didier ETH Zurich
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Posted:
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30 Nov 11
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Last Revised:
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03 Jan 13
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401
(34,352)
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Cauwels, Peter Swiss Federal Institute of Technology Zurich Sornette, Didier ETH Zurich
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28
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Facebook, social-networking, valuation, IPO, S-curve, logistic growth, forecast, fundamental value, bubble
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Cauwels, Peter Swiss Federal Institute of Technology Zurich Sornette, Didier ETH Zurich
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373
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facebook, social-networking, valuation, IPO, S-curve, logistic growth, forecast, fundamental value, bubble
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23.
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Malevergne, Yannick University of Saint Etienne - Graduate School of Economics and Business Administration (ISEAG) Sornette, Didier ETH Zurich
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401
(34,445)
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4
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Distribution of asset returns, copulas, modified Weibull distribution
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24.
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Satinover, Jeffrey D-MTEC, Swiss Federal Institute of Technology Sornette, Didier ETH Zurich
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395
(35,114)
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financial bubbles, positive feedbacks, illusion of control, unintended consequences, dragon-kings, outliers, prediction, systemic instabilities
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25.
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Malevergne, Yannick University of Saint Etienne - Graduate School of Economics and Business Administration (ISEAG) Sornette, Didier ETH Zurich
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392
(35,334)
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3
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Factor model, Nonparametric estimation, Tail dependence
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26.
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Corsi, Fulvio Sornette, Didier ETH Zurich
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391
(35,755)
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Minskian dynamics, financial bubbles, positive feedback, financial accelerator, generalized FTS-GARCH
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27.
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Evaluation of the Quantitative Prediction of a Trend Reversal on the Japanese Stock Market in 1999
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Johansen, Anders Riso National Laboratory - Wind Energy Department Sornette, Didier ETH Zurich
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Posted:
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18 Apr 00
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Last Revised:
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23 Jul 01
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388
(35,755)
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5
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Johansen, Anders Riso National Laboratory - Wind Energy Department Sornette, Didier ETH Zurich
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0
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Johansen, Anders Riso National Laboratory - Wind Energy Department Sornette, Didier ETH Zurich
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388
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5
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Stock Market, Log-Periodic Oscillations, Scale Invariance, Prediction, Gold, Nikkei, Herding Behavior
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28.
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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 ETH Zurich
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380
(36,685)
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8
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Extreme-Value Estimators, Non-Nested Hypothesis Testing, Pareto distribution, Weibull distribution
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29.
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Broekstra, Gerrit Nyenrode University Sornette, Didier ETH Zurich Zhou, Wei-Xing East China University of Science and Technology - School of Business
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367
(38,402)
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5
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Syngernetics, Royal Ahold, Bubble, Critical Zone, Crash
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30.
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Sornette, Didier ETH Zurich Zhou, Wei-Xing East China University of Science and Technology - School of Business
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364
(38,660)
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1
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Econophysics, causality, correlation, thermal average, time series
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31.
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Wiesinger, Judith Swiss Federal Institute of Technology Zurich - Department of Management, Technology, and Economics (D-MTEC) Sornette, Didier ETH Zurich Satinover, Jeffrey affiliation not provided to SSRN
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348
(40,889)
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reverse-engineering, financial markets, agent-based models, genetic algorithms, forecast, trading strategies, market regimes
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32.
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Large Stock Market Price Drawdowns Are Outliers
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Johansen, Anders Riso National Laboratory - Wind Energy Department Sornette, Didier ETH Zurich
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Posted:
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28 Dec 00
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Last Revised:
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08 Oct 01
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345
(41,312)
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17
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Johansen, Anders Riso National Laboratory - Wind Energy Department Sornette, Didier ETH Zurich
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0
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Market Crashes, Outliers, Drawdowns
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Johansen, Anders Riso National Laboratory - Wind Energy Department Sornette, Didier ETH Zurich
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345
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17
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Crashes, large market movements
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33.
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Satinover, Jeffrey University of Nice, CNRS Sornette, Didier ETH Zurich
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320
(45,165)
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Neural networks, Value Line ranking, anomalous returns, anti-persistence
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34.
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Yan, Wanfeng ETH Zurich Woodard, Ryan ETH Zurich Sornette, Didier ETH Zurich
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318
(45,698)
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3
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negative bubble, rebound, positive feedback, pattern recognition, trading strategy, error diagram, prediction
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35.
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Malevergne, Yannick University of Saint Etienne - Graduate School of Economics and Business Administration (ISEAG) Saichev, Alexander I. ETH Zurich - D-MTEC Sornette, Didier ETH Zurich
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| Posted: |
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15 Jan 08
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Last Revised:
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13 Apr 10
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310
(46,872)
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3
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36.
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Daniel, Gilles Swiss Federal Institute of Technology Zurich - Department of Management, Technology, and Economics (D-MTEC) Sornette, Didier ETH Zurich Wohrmann, Peter University of Zurich - Swiss Banking Institute (ISB)
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307
(47,416)
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3
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survival bias, look-ahead bias, portfolio optimization, benchmark, investment strategies
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37.
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Malevergne, Yannick University of Saint Etienne - Graduate School of Economics and Business Administration (ISEAG) Sornette, Didier ETH Zurich
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295
(49,895)
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1
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38.
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Harras, Georges affiliation not provided to SSRN Sornette, Didier ETH Zurich
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283
(52,113)
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stock market, crash, rallies, bubble, herding, news
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39.
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Filimonov , Vladimir Swiss Federal Institute of Technology Zurich (ETH Zurich) Sornette, Didier ETH Zurich
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282
(52,311)
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1
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complex systems, econophysics, exogenous- versus endogenous, high-frequency trading, criticality, trading activity, volume
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40.
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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 ETH Zurich
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273
(54,292)
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monetary policy, federal funds rate, yield curves, stock markets, causality, lead-lag, dependence
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41.
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Gisler, Monika ETH Zurich Sornette, Didier ETH Zurich
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251
(59,902)
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Risk, bubble, Apollo-Program, United States
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42.
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Professor Zipf Goes to Wall Street
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Show Abstracts |
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Malevergne, Yannick University of Saint Etienne - Graduate School of Economics and Business Administration (ISEAG) Santa-Clara, Pedro Nova School of Business and Economics Sornette, Didier ETH Zurich
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Posted:
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21 Aug 09
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Last Revised:
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02 Oct 09
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245
(61,425)
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5
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Malevergne, Yannick University of Saint Etienne - Graduate School of Economics and Business Administration (ISEAG) Santa-Clara, Pedro Nova School of Business and Economics Sornette, Didier ETH Zurich
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21
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5
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Malevergne, Yannick University of Saint Etienne - Graduate School of Economics and Business Administration (ISEAG) Santa-Clara, Pedro Nova School of Business and Economics Sornette, Didier ETH Zurich
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224
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5
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Zipf, APT, firm size
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43.
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Hu, Shengsui ETH Zurich, D-MTEC Malevergne, Yannick University of Saint Etienne - Graduate School of Economics and Business Administration (ISEAG) Sornette, Didier ETH Zurich
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| Posted: |
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23 Feb 09
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Last Revised:
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25 Feb 09
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244
(61,686)
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1
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Mutual Fund Fees, Mutual Funds, Asymmetric Information, Principal-Agent, Relationships, Markup, Optimism Bias
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44.
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Malevergne, Yannick University of Saint Etienne - Graduate School of Economics and Business Administration (ISEAG) Sornette, Didier ETH Zurich
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242
(61,950)
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1
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45.
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Sornette, Didier ETH Zurich 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)
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| Posted: |
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18 Nov 03
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Last Revised:
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02 Apr 11
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234
(64,260)
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9
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| |
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| |
Amazon, shocks, endogenous, exogenous, networks, critical, marketing
|
|
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46.
|
|
|
Cauwels, Peter Swiss Federal Institute of Technology Zurich Sornette, Didier ETH Zurich
|
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228
(67,955)
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|
|
| |
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| |
economic growth, productivity, financial markets, investments, returns, debt, bubbles, monetary policy
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|
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47.
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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 ETH Zurich Woehrmann, Peter University of Zurich
|
|
224
(67,630)
|
1
|
|
| |
|
| |
CAPM, Mean-Variance Portfolio Optimization, Constrained Optimization, Fama-French, Value-Size Portfolios, Dynamical Allocation, Expected Returns
|
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48.
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Sornette, Didier ETH Zurich Zhou, Wei-Xing East China University of Science and Technology - School of Business
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214
(70,566)
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2
|
|
| |
|
| |
Ising model, overconfidence, imitation and herding, econophysics
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|
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49.
|
|
Most Efficient Homogeneous Volatility Estimators
|
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Saichev, Alexander I. ETH Zurich - D-MTEC Sornette, Didier ETH Zurich Filimonov , Vladimir Swiss Federal Institute of Technology Zurich (ETH Zurich)
|
|
Posted:
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|
09 Sep 09
|
|
Last Revised:
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|
27 Apr 10
|
|
201
(75,191)
|
2
|
|
|
|
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Saichev, Alexander I. ETH Zurich - D-MTEC Sornette, Didier ETH Zurich Filimonov , Vladimir Swiss Federal Institute of Technology Zurich (ETH Zurich)
|
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54
|
2
|
|
| |
|
| |
Variance and volatility estimators, efficiency, homogeneous functions, Schwarz inequality, extremes of Wiener processes
|
|
|
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Saichev, Alexander I. ETH Zurich - D-MTEC Sornette, Didier ETH Zurich Filimonov , Vladimir Swiss Federal Institute of Technology Zurich (ETH Zurich)
|
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147
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2
|
|
| |
|
| |
Variance and volatility estimators, efficiency, homogeneous functions, Schwarz inequality, extremes of Wiener processes
|
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|
|
|
|
50.
|
|
|
Zhou, Wei-Xing East China University of Science and Technology - School of Business Sornette, Didier ETH Zurich
|
|
199
(75,947)
|
5
|
|
| |
|
| |
Econophysics, Prediction, Log-periodic power law, Antibubble, Hypothesis test
|
|
|
51.
|
|
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Zhou, Wei-Xing East China University of Science and Technology - School of Business Sornette, Didier ETH Zurich
|
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169
(88,773)
|
7
|
|
| |
|
| |
Econophysics, real estate market, periodicity, power law, prediction
|
|
|
52.
|
|
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Huesler, Andreas D. Swiss Federal Institute of Technology Zurich Malevergne, Yannick University of Saint Etienne - Graduate School of Economics and Business Administration (ISEAG) Sornette, Didier ETH Zurich
|
|
162
(92,324)
|
|
|
| |
|
| |
Mutual Fund Fee, Mutual Fund, Asymmetric Information, Principal-Agent Relationship, Markup
|
|
|
53.
|
|
Clarifications to Questions and Criticisms on the Johansen-Ledoit-Sornette Bubble Model
|
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Sornette, Didier ETH Zurich 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
|
|
157
(95,036)
|
1
|
|
|
|
|
Sornette, Didier ETH Zurich Woodard, Ryan ETH Zurich Yan, Wanfeng ETH Zurich Zhou, Wei-Xing East China University of Science and Technology - School of Business
|
|
24
|
1
|
|
| |
|
| |
JLS model, financial bubbles, crashes, log-periodic power law, fit method, sloppiness, taboo search, bootstrap, probabilistic forecast
|
|
|
|
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Sornette, Didier ETH Zurich Woodard, Ryan ETH Zurich Yan, Wanfeng ETH Zurich Zhou, Wei-Xing East China University of Science and Technology - School of Business
|
|
133
|
1
|
|
| |
|
| |
JLS model, financial bubbles, crashes, log-periodic power law, fit method, sloppiness, taboo search, bootstrap, probabilistic forecast
|
|
|
|
|
|
54.
|
|
|
Yan, Wanfeng ETH Zurich Woodard, Ryan ETH Zurich Sornette, Didier ETH Zurich
|
|
157
(95,036)
|
1
|
|
| |
|
| |
financial bubbles, rational expectations, positive feedback, factor model, diversification, Chinese market
|
|
|
55.
|
|
|
Yukalov, Vyacheslav I. Joint Institute for Nuclear Research Sornette, Didier ETH Zurich Yukalova, E.P. Joint Institute for Nuclear Research
|
| Posted: |
|
11 Jan 07
|
|
Last Revised:
|
|
27 Apr 09
|
|
128
(113,220)
|
|
|
| |
|
| |
|
|
|
56.
|
|
|
Ardila, Diego ETH Zurich Cauwels, Peter Swiss Federal Institute of Technology Zurich Sanadgol, Dorsa ETH Zurich Sornette, Didier ETH Zurich
|
|
119
(120,859)
|
|
|
| |
|
| |
real estate bubble, Switzerland, interest rates, positive feedbacks, log-periodic power law, Comparis, Internet, supervised machine learning
|
|
|
57.
|
|
|
Yukalov, Vyacheslav I. Joint Institute for Nuclear Research Sornette, Didier ETH Zurich
|
|
117
(121,709)
|
|
|
| |
|
| |
Decision theory, Decision making under risk and uncertainty, Group consultations, Social interactions, Information and knowledge
|
|
|
58.
|
|
|
Saichev, Alexander I. ETH Zurich - D-MTEC Sornette, Didier ETH Zurich Filimonov , Vladimir Swiss Federal Institute of Technology Zurich (ETH Zurich) Corsi, Fulvio Swiss Federal Institute of Technology Zurich (ETH Zurich)
|
|
114
(124,226)
|
1
|
|
| |
|
| |
volatility, variance, estimators, efficiency, Wiener processes, homogeneous functions
|
|
|
59.
|
|
|
Yukalov, Vyacheslav I. Joint Institute for Nuclear Research Sornette, Didier ETH Zurich
|
|
114
(124,226)
|
3
|
|
| |
|
| |
Social and economic systems, Communication complexity, Complex systems, Quantum communication
|
|
|
60.
|
|
|
Sornette, Didier ETH Zurich Saichev, Alexander I. ETH Zurich - D-MTEC
|
|
104
(132,944)
|
|
|
| |
|
| |
high-frequency trading, micro-structure, Epps effect, long memory, momentum
|
|
|
61.
|
|
|
Yan, Wanfeng ETH Zurich Woodard, Ryan ETH Zurich Sornette, Didier ETH Zurich
|
|
103
(133,786)
|
3
|
|
| |
|
| |
Financial Bubbles, Crash, Prediction, Fundamental Value, Nonlinearity, Wilks Statistics, Bootstrap
|
|
|
62.
|
|
|
Yukalov, Vyacheslav I. Joint Institute for Nuclear Research Sornette, Didier ETH Zurich
|
|
99
(137,501)
|
3
|
|
| |
|
| |
|
|
|
63.
|
|
|
Yukalov, Vyacheslav I. Joint Institute for Nuclear Research Sornette, Didier ETH Zurich
|
| Posted: |
|
02 Mar 10
|
|
Last Revised:
|
|
18 Mar 10
|
|
98
(138,463)
|
1
|
|
| |
|
| |
quantum information processing, quantum decision making, entangled decisions, intention interference, decision non-commutativity, minimal information
|
|
|
64.
|
|
|
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 ETH Zurich Chen, Wei Stock Exchange of Shenzhen
|
|
97
(139,409)
|
|
|
| |
|
| |
trading strategies, stylized facts, Shenzhen Stock Exchange of China, investment performance, illusion of control, trading frequency, arbitrage opportunities
|
|
|
65.
|
|
|
Zhou, Wei-Xing East China University of Science and Technology - School of Business Sornette, Didier ETH Zurich
|
|
96
(140,381)
|
1
|
|
| |
|
| |
Econophysics, Antibubble, Causality, Yield, Stock market
|
|
|
66.
|
|
|
Hetzer, Moritz ETH Zurich Sornette, Didier ETH Zurich
|
|
95
(141,389)
|
1
|
|
| |
|
| |
altruism, punishment, social dilemman, cooperation, social norms, agent-based model, evolutionary dynamics
|
|
|
67.
|
|
|
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 ETH Zurich
|
|
91
(145,507)
|
1
|
|
| |
|
| |
City sizes, Gibrat’s law, Zipf’s law
|
|
|
68.
|
|
|
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 ETH Zurich
|
|
91
(145,507)
|
|
|
| |
|
| |
Gift card, charity, charities, stored-value, prepaid, altruism
|
|
|
69.
|
|
|
Yukalov, Vyacheslav I. Joint Institute for Nuclear Research Sornette, Didier ETH Zurich
|
|
82
(155,570)
|
3
|
|
| |
|
| |
|
|
|
70.
|
|
|
Huesler, Andreas D. Swiss Federal Institute of Technology Zurich Sornette, Didier ETH Zurich Hommes, C. H. University of Amsterdam
|
|
78
(160,414)
|
1
|
|
| |
|
| |
rational expectations, nancial bubbles, speculation, anchoring, laboratory experiments, behavioral model, super-exponential growth, positive feedback, behavioral expectations
|
|
|
71.
|
|
|
Gisler, Monika ETH Zurich Sornette, Didier ETH Zurich Woodard, Ryan ETH Zurich
|
|
78
(160,414)
|
2
|
|
| |
|
| |
Human Genome Project; social bubbles; innovation; positive feedbacks; financial bubbles;
|
|
|
72.
|
|
|
Darcet, didier Insight Research LLC Sornette, Didier ETH Zurich
|
|
72
(168,259)
|
|
|
| |
|
| |
altruistic punishment, strong cooperativity, cooperation, public good games, social dilemma
|
|
|
73.
|
|
|
Fuksa, Michel AGH University of Science and Technology Sornette, Didier ETH Zurich
|
|
70
(173,824)
|
|
|
| |
|
| |
economics, Federal Reserve, Federal Open Market Committee, Beige Book, word sentiment dictionary, prediction
|
|
|
74.
|
|
|
Hetzer, Moritz ETH Zurich Sornette, Didier ETH Zurich
|
|
61
(185,713)
|
1
|
|
| |
|
| |
inequity aversion, other-regarding behavior, utility theory, altruistic punishment, evolution
|
|
|
75.
|
|
|
Yukalov, Vyacheslav I. Joint Institute for Nuclear Research Yukalova, E.P. Joint Institute for Nuclear Research Sornette, Didier ETH Zurich
|
|
58
(188,896)
|
1
|
|
| |
|
| |
Delay equations, Population dynamics, Punctuated evolution
|
|
|
76.
|
|
|
Yukalov, Vyacheslav I. Joint Institute for Nuclear Research Sornette, Didier ETH Zurich
|
|
53
(197,209)
|
1
|
|
| |
|
| |
decision making, entangled decisions, intention interference, interference alternation, disjunction effect, conjunction fallacy, uncertainty aversion, decision noncommutativity
|
|
|
77.
|
|
|
Pestalozzi, Nicola ETH Zurich Cauwels, Peter Swiss Federal Institute of Technology Zurich Sornette, Didier ETH Zurich
|
|
47
(208,021)
|
|
|
| |
|
| |
satellite nighttime lights, spatial light Gini coefficient, nighttime light growth, economic development, agglomeration growth, light pollution
|
|
|
78.
|
|
|
Yukalov, Vyacheslav I. Joint Institute for Nuclear Research Sornette, Didier ETH Zurich
|
|
41
(219,985)
|
|
|
| |
|
| |
|
|
|
79.
|
|
|
Yan, Wanfeng ETH Zurich Rebib, Reda ETH Zurich Woodard, Ryan ETH Zurich Sornette, Didier ETH Zurich
|
|
39
(224,194)
|
2
|
|
| |
|
| |
JLS model, financial bubbles, crashes, rebounds, log-periodic power law, pattern recognition method, alarm index, prediction, error diagram, trading strategy
|
|
|
80.
|
|
Economic Networks: What Do We Know and What Do We Need to Know?
|
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Fagiolo, Giorgio Scuola Superiore Sant'Anna di Pisa - Laboratory of Economics and Management (LEM) Sornette, Didier ETH Zurich Vega-Redondo, Fernando University of Alicante - Department of Economic Analysis Schweitzer, Frank Swiss Federal Institute of Technology Zurich
|
|
Posted:
|
|
26 Apr 10
|
|
Last Revised:
|
|
29 Apr 10
|
|
30
(245,662)
|
2
|
|
|
|
|
Schweitzer, Frank Swiss Federal Institute of Technology Zurich Fagiolo, Giorgio Scuola Superiore Sant'Anna di Pisa - Laboratory of Economics and Management (LEM) Sornette, Didier ETH Zurich Vega-Redondo, Fernando University of Alicante - Department of Economic Analysis White, Douglas R. University of California, Irvine - Department of Anthropology
|
|
30
|
2
|
|
| |
|
| |
economic networks
|
|
|
|
|
|
|
Fagiolo, Giorgio Scuola Superiore Sant'Anna di Pisa - Laboratory of Economics and Management (LEM) Sornette, Didier ETH Zurich Vega-Redondo, Fernando University of Alicante - Department of Economic Analysis Schweitzer, Frank Swiss Federal Institute of Technology Zurich
|
| Posted: |
|
26 Apr 10
|
|
Last Revised:
|
|
29 Apr 10
|
|
0
|
|
|
| |
|
| |
Economic networks
|
|
|
|
|
|
81.
|
|
|
Yan, Wanfeng ETH Zurich Woodard, Ryan ETH Zurich Sornette, Didier ETH Zurich
|
|
27
(254,349)
|
1
|
|
| |
|
| |
financial bubbles, rational expectations, positive feedback, factor model, diversification, Chinese market
|
|
|
82.
|
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|
Sornette, Didier ETH Zurich Ouillon, Guy Lithophyse
|
|
27
(264,046)
|
|
|
| |
|
| |
extreme events, earthquakes, volcanoes, landlsides, finance, social sciences, geophysics, weather, bubbles, forecast, floods, drawdowns, wealth, epileptic seizures, neurosciences, hydrodynamics, rain, turbulence, storm, hurricane, snow avalanche, rupture, failure, damage, forest fire, evolution, ext
|
|
|
83.
|
|
|
Yukalov, Vyacheslav I. Joint Institute for Nuclear Research Yukalova, E.P. Joint Institute for Nuclear Research Sornette, Didier ETH Zurich
|
|
26
(257,495)
|
|
|
| |
|
| |
trait groups, cooperators, defectors, regulators, evolution equations, evolutionally stable strategies, self-organized societies
|
|
|
84.
|
|
|
Harras, Georges affiliation not provided to SSRN Tessone, Claudio J. Swiss Federal Institute of Technology Zurich Sornette, Didier ETH Zurich
|
|
26
(257,495)
|
|
|
| |
|
| |
volatility, stochastic processes, financial markets
|
|
|
85.
|
|
|
Forrò, Zalàn Independent Cauwels, Peter Swiss Federal Institute of Technology Zurich Sornette, Didier ETH Zurich
|
|
25
(260,729)
|
|
|
| |
|
| |
Zynga, valuation, social-networks, IPO, growth in competition, bubble, Facebook, lock-up, The Journal of Investment Strategies
|
|
|
86.
|
|
|
Filimonov , Vladimir Swiss Federal Institute of Technology Zurich (ETH Zurich) Sornette, Didier ETH Zurich
|
|
24
(264,046)
|
|
|
| |
|
| |
JLS model, financial bubbles, crashes, log-periodic power law, fit method, optimization
|
|
|
87.
|
|
|
Yukalov, Vyacheslav I. Joint Institute for Nuclear Research Sornette, Didier ETH Zurich
|
|
24
(267,410)
|
|
|
| |
|
| |
|
|
|
88.
|
|
|
Yukalov, Vyacheslav I. Joint Institute for Nuclear Research Yukalova, E.P. Joint Institute for Nuclear Research Sornette, Didier ETH Zurich
|
|
24
(264,046)
|
|
|
| |
|
| |
|
|
|
89.
|
|
|
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 ETH Zurich
|
| Posted: |
|
21 Dec 12
|
|
Last Revised:
|
|
22 Dec 12
|
|
20
(277,805)
|
|
|
| |
|
| |
trading strategies, stylized facts, Shenzhen Stock Exchange of China, investment performance, illusion of control, trading frequency, arbitrage opportunities
|
|
|
90.
|
|
|
Yukalov, Vyacheslav I. Joint Institute for Nuclear Research Yukalova, E.P. Joint Institute for Nuclear Research Sornette, Didier ETH Zurich
|
|
20
(277,805)
|
1
|
|
| |
|
| |
|
|
|
91.
|
|
|
Yukalov, Vyacheslav I. Joint Institute for Nuclear Research Sornette, Didier ETH Zurich
|
|
14
(299,378)
|
|
|
| |
|
| |
Decisions under uncertainty, Quantum measurements, Quantum probability, Conditions for interference
|
|