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Sornette, Didier


 SSRN Author Rank: 288 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
 

ETH Zurich


 Department of Management, Technology and Economics
 Scheuchzerstrasse 7
 8092 Zurich
 Switzerland
 41446328917 (Phone)
 41446321914 (Fax)
 HOME PAGE: http://www.er.ethz.ch/
 email address

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. Sornette, Didier's Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
33,515
Total
Citations
327
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
ETH Zurich
Woodard, Ryan
ETH Zurich
Posted:
12 Jun 09
Last Revised:
27 Apr 10
1,862
(3,989)
7

2.  
Crashes and High Frequency Trading | Show Abstract | Download |
Swiss Finance Institute Research Paper No. 11-63
Working Paper Series
Sornette, Didier
ETH Zurich
von der Becke, Susanne
ETH Zurich
Posted:
24 Dec 11
1,215
(8,306)
3

3.  
Testing the Gaussian Copula Hypothesis for Financial Assets Dependences | Show Abstract | Download |
Quantitative Finance, Vol. 3, pp. 231-250, 2003
Accepted Paper Series
Malevergne, Yannick
University of Saint Etienne - Graduate School of Economics and Business Administration (ISEAG)
Sornette, Didier
ETH Zurich
Posted:
21 Nov 01
Last Revised:
07 Apr 09
1,110
(9,662)
26

4.  
The Illusion of the Perpetual Money Machine | Show Abstract | Download |
Swiss Finance Institute Research Paper No. 12-40
Working Paper Series
Cauwels, Peter
Swiss Federal Institute of Technology Zurich
Sornette, Didier
ETH Zurich
Posted:
21 Dec 12
1,093
(9,907)
 

5.  
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
Posted:
23 Mar 13
1,087
(10,014)
 

6.  
Johansen, Anders
Riso National Laboratory - Wind Energy Department
Sornette, Didier
ETH Zurich
Posted:
09 Jun 00
996
(11,482)
11

7.   Incl. Electronic Paper
Sornette, Didier
ETH Zurich
Posted:
08 Sep 09
Last Revised:
01 May 10
970
(11,932)
10

8.  
The Lehman Brothers Effect and Bankruptcy Cascades | Show Abstract | Download |
Swiss Finance Institute Research Paper No. 10-06
Working Paper Series
Sieczka, Pawel
Warsaw University of Technology - Faculty of Physics
Sornette, Didier
ETH Zurich
Holyst, Janusz
Warsaw University of Technology - Faculty of Physics
Posted:
03 Feb 10
934
(12,665)
 

9.  
Zhou, Wei-Xing
East China University of Science and Technology - School of Business
Sornette, Didier
ETH Zurich
Posted:
15 Apr 03
815
(15,582)
10

10.   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
ETH Zurich
Woodard, Ryan
ETH Zurich
Bastiaensen, Ken
BNP Paribas
Cauwels, Peter Paul
BNP Paribas Fortis
Posted:
28 Sep 09
Last Revised:
02 Jun 10
767
(17,041)
10

11.   Incl. Electronic Paper
Johansen, Anders
Riso National Laboratory - Wind Energy Department
Sornette, Didier
ETH Zurich
Posted:
28 Apr 00
Last Revised:
27 Jun 00
759
(17,279)
18

12.  
On Rational Bubbles and Fat Tails | Show Abstract | Download |
SFB 303 Working Paper No. B-458
Working Paper Series
Lux, Thomas
University of Kiel - Institute of Economics
Sornette, Didier
ETH Zurich
Posted:
28 Jul 00
737
(18,039)
15

13.   Incl. Electronic Paper
li, Lin
Swiss Federal Institute of Technology Zurich
Ren, Ruoen
Beihang University (BUAA)
Sornette, Didier
ETH Zurich
Posted:
12 Jul 09
Last Revised:
27 Apr 10
722
(18,594)
4

14.  
Follow the Money: The Monetary Roots of Bubbles and Crashes | Show Abstract | Download |
Swiss Finance Institute Research Paper No. 11-60
Working Paper Series
Corsi, Fulvio
Sornette, Didier
ETH Zurich
Posted:
29 Nov 11
696
(19,615)
 

15.  
Mathematical Structure of Quantum Decision Theory | Show Abstract | Download |
Advances in Complex Systems, Vol. 13, pp. 659-698, 2010
Accepted Paper Series
Yukalov, Vyacheslav I.
Joint Institute for Nuclear Research
Sornette, Didier
ETH Zurich
Posted:
08 Sep 08
Last Revised:
12 Nov 10
654
(21,455)
2

16.  
Bubbles Everywhere in Human Affairs | Show Abstract | Download |
Swiss Finance Institute Research Paper No. 10-16
Working Paper Series
Gisler, Monika
ETH Zurich
Sornette, Didier
ETH Zurich
Posted:
19 May 10
610
(23,647)
2

17.   Incl. Electronic Paper
Santa-Clara, Pedro
New University of Lisbon - Nova School of Business and Economics
Sornette, Didier
ETH Zurich
Posted:
27 Mar 00
Last Revised:
23 Jul 01
546
(27,531)
30

18.  
Multivariate Weibull Distributions for Asset Returns: I | Show Abstract | Download |
Finance Letters, Vol. 2, No. 6, pp. 16-32, 2005
Accepted Paper Series
Malevergne, Yannick
University of Saint Etienne - Graduate School of Economics and Business Administration (ISEAG)
Sornette, Didier
ETH Zurich
Posted:
04 May 05
530
(28,622)
2

19.  
Malevergne, Yannick
University of Saint Etienne - Graduate School of Economics and Business Administration (ISEAG)
Sornette, Didier
ETH Zurich
Posted:
09 Mar 02
501
(30,846)
7

20.  
Johansen, Anders
Riso National Laboratory - Wind Energy Department
Sornette, Didier
ETH Zurich
Posted:
10 Dec 02
494
(31,415)
11

21.   Incl. Electronic Paper
Cauwels, Peter
Swiss Federal Institute of Technology Zurich
Sornette, Didier
ETH Zurich
Posted:
30 Nov 11
Last Revised:
03 Jan 13
491
(31,658)
 

22.  
Satinover, Jeffrey
D-MTEC, Swiss Federal Institute of Technology
Sornette, Didier
ETH Zurich
Posted:
22 Jul 10
473
(33,267)
 

23.  
Sornette, Didier
ETH Zurich
Zhou, Wei-Xing
East China University of Science and Technology - School of Business
Posted:
31 Jul 03
466
(33,897)
8

24.  
Malevergne, Yannick
University of Saint Etienne - Graduate School of Economics and Business Administration (ISEAG)
Sornette, Didier
ETH Zurich
Posted:
09 Aug 02
458
(34,701)
7

25.   Incl. Electronic Paper
Johansen, Anders
Riso National Laboratory - Wind Energy Department
Sornette, Didier
ETH Zurich
Posted:
25 Jul 01
Last Revised:
11 Oct 01
432
(37,341)
18

26.  
Malevergne, Yannick
University of Saint Etienne - Graduate School of Economics and Business Administration (ISEAG)
Sornette, Didier
ETH Zurich
Posted:
04 May 05
420
(38,655)
4

27.  
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
Posted:
20 Feb 10
418
(38,871)
 

28.  
Quantifying Reflexivity in Financial Markets: Towards a Prediction of Flash Crashes | Show Abstract | Download |
Swiss Finance Institute Research Paper No. 12-02
Working Paper Series
Filimonov, Vladimir
Swiss Federal Institute of Technology Zurich (ETH Zurich)
Sornette, Didier
ETH Zurich
Posted:
06 Feb 12
417
(38,985)
1

29.  
Sornette, Didier
ETH Zurich
Zhou, Wei-Xing
East China University of Science and Technology - School of Business
Posted:
17 Aug 04
407
(40,195)
1

30.  
Malevergne, Yannick
University of Saint Etienne - Graduate School of Economics and Business Administration (ISEAG)
Sornette, Didier
ETH Zurich
Posted:
23 Feb 02
403
(40,662)
3

31.   Incl. Electronic Paper
Johansen, Anders
Riso National Laboratory - Wind Energy Department
Sornette, Didier
ETH Zurich
Posted:
18 Apr 00
Last Revised:
23 Jul 01
399
(41,176)
5

32.  
Broekstra, Gerrit
Nyenrode University
Sornette, Didier
ETH Zurich
Zhou, Wei-Xing
East China University of Science and Technology - School of Business
Posted:
26 Mar 04
387
(42,755)
5

33.  
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
Posted:
25 Jun 03
387
(42,755)
8

34.  
Diagnosis and Prediction of Market Rebounds in Financial Markets | Show Abstract | Download |
Swiss Finance Institute Research Paper No. 10-15
Working Paper Series
Yan, Wanfeng
ETH Zurich
Woodard, Ryan
ETH Zurich
Sornette, Didier
ETH Zurich
Posted:
14 Apr 10
377
(44,117)
3

35.   Incl. Electronic Paper
Johansen, Anders
Riso National Laboratory - Wind Energy Department
Sornette, Didier
ETH Zurich
Posted:
28 Dec 00
Last Revised:
08 Oct 01
359
(46,747)
17

36.  
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
Posted:
15 Jan 08
Last Revised:
13 Apr 10
351
(48,058)
4

37.  
Anomalous Returns in a Neural Network Equity-Ranking Predictor | Show Abstract | Download |
Swiss Finance Institute Research Paper No. 08-15
Working Paper Series
Satinover, Jeffrey
University of Nice, CNRS
Sornette, Didier
ETH Zurich
Posted:
09 Jul 08
346
(48,922)
 

38.  
Look-Ahead Benchmark Bias in Portfolio Performance Evaluation | Show Abstract | Download |
Swiss Finance Institute Research Paper No. 08-33
Working Paper Series
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)
Posted:
27 Oct 08
321
(53,548)
3

39.  
Harras, Georges
affiliation not provided to SSRN
Sornette, Didier
ETH Zurich
Posted:
07 Jul 08
318
(54,163)
 

40.  
Malevergne, Yannick
University of Saint Etienne - Graduate School of Economics and Business Administration (ISEAG)
Sornette, Didier
ETH Zurich
Posted:
19 Feb 07
316
(54,599)
1

41.  
Physics and Financial Economics (1776-2014): Puzzles, Ising and Agent-Based Models | Show Abstract | Download |
Swiss Finance Institute Research Paper No. 14-25
Working Paper Series
Sornette, Didier
ETH Zurich
Posted:
07 Apr 14
312
(55,422)
 

42.  
Gisler, Monika
ETH Zurich
Sornette, Didier
ETH Zurich
Posted:
04 Jun 08
311
(55,630)
 

43.  
The US Stock Market Leads the Federal Funds Rate and Treasury Bond Yields | Show Abstract | Download |
Swiss Finance Institute Research Paper No. 11-05
Working Paper Series
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
Posted:
17 Feb 11
309
(56,048)
 

44.  
Sornette, Didier
ETH Zurich
Ouillon, Guy
Lithophyse
Posted:
20 Dec 12
293
(59,552)
 

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
ETH Zurich
Posted:
21 Aug 09
Last Revised:
02 Oct 09
285
(61,389)
6

46.  
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
Posted:
01 Feb 11
259
(68,240)
1

47.  
Investors' Misperception: A Hidden Source of High Markups in the Mutual Fund Industry | Show Abstract | Download |
Swiss Finance Institute Research Paper No. 09-04
Working Paper Series
Hu, Shengsui
ETH Zurich, D-MTEC
Malevergne, Yannick
University of Saint Etienne - Graduate School of Economics and Business Administration (ISEAG)
Sornette, Didier
ETH Zurich
Posted:
23 Feb 09
Last Revised:
25 Feb 09
259
(68,240)
1

48.  
Malevergne, Yannick
University of Saint Etienne - Graduate School of Economics and Business Administration (ISEAG)
Sornette, Didier
ETH Zurich
Posted:
19 Jun 02
254
(69,659)
1

49.  
Is There A Real Estate Bubble in Switzerland? (Diagnostic as of 2012-Q4) | Show Abstract | Download |
Swiss Finance Institute Research Paper No. 13-07
Working Paper Series
Ardila, Diego
ETH Zurich
Cauwels, Peter
Swiss Federal Institute of Technology Zurich
Sanadgol, Dorsa
ETH Zurich
Sornette, Didier
ETH Zurich
Posted:
22 Mar 13
251
(70,566)
 

50.  
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)
Posted:
18 Nov 03
Last Revised:
02 Apr 11
244
(72,760)
9

51.   Incl. Electronic Paper
Saichev, Alexander I.
ETH Zurich - D-MTEC
Sornette, Didier
ETH Zurich
Filimonov, Vladimir
Swiss Federal Institute of Technology Zurich (ETH Zurich)
Posted:
09 Sep 09
Last Revised:
27 Apr 10
233
(76,298)
2

52.   Incl. Electronic Paper
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
232
(76,664)
1

53.  
Sornette, Didier
ETH Zurich
Zhou, Wei-Xing
East China University of Science and Technology - School of Business
Posted:
15 Apr 05
226
(78,858)
2

54.  
Zhou, Wei-Xing
East China University of Science and Technology - School of Business
Sornette, Didier
ETH Zurich
Posted:
20 Nov 03
212
(84,190)
5

55.  
Investors’ Expectations, Management Fees and the Underperformance of Mutual Funds | Show Abstract | Download |
Swiss Finance Institute Research Paper No. 12-01
Working Paper Series
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
Posted:
06 Feb 12
204
(87,507)
 

56.  
Financial Bubbles: Mechanisms and Diagnostics | Show Abstract | Download |
Swiss Finance Institute Research Paper No. 14-28
Working Paper Series
Sornette, Didier
ETH Zurich
Cauwels, Peter
Swiss Federal Institute of Technology Zurich
Posted:
12 Apr 14
189
(94,238)
 

57.  
Zhou, Wei-Xing
East China University of Science and Technology - School of Business
Sornette, Didier
ETH Zurich
Posted:
26 Apr 07
178
(99,678)
7

58.  
Role of Diversification Risk in Financial Bubbles | Show Abstract | Download |
Swiss Finance Institute Research Paper No. 11-26
Working Paper Series
Yan, Wanfeng
ETH Zurich
Woodard, Ryan
ETH Zurich
Sornette, Didier
ETH Zurich
Posted:
08 Jul 11
175
(101,280)
1

59.  
The Sentiment of the Fed | Show Abstract | Download |
Swiss Finance Institute Research Paper No. 13-01
Working Paper Series
Fuksa, Michel
AGH University of Science and Technology
Sornette, Didier
ETH Zurich
Posted:
02 Feb 13
169
(104,538)
 

60.  
Hetzer, Moritz
ETH Zurich
Sornette, Didier
ETH Zurich
Posted:
23 Oct 11
167
(105,678)
1

61.  
Quantum Decision Making by Social Agents | Show Abstract | Download |
Swiss Finance Institute Research Paper No. 12-10
Working Paper Series
Yukalov, Vyacheslav I.
Joint Institute for Nuclear Research
Sornette, Didier
ETH Zurich
Posted:
10 Mar 12
156
(112,485)
1

62.  
Nonlinear Dynamical Model of Regime Switching between Conventions and Business Cycles | Show Abstract | Download |
Journal of Economic Behavior and Organization, Vol. 70, pp. 206-230, 2009
Accepted Paper Series
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
145
(119,718)
 

63.  
Inferring Fundamental Value and Crash Nonlinearity from Bubble Calibration | Show Abstract | Download |
Swiss Finance Institute Research Paper No. 10-50
Working Paper Series
Yan, Wanfeng
ETH Zurich
Woodard, Ryan
ETH Zurich
Sornette, Didier
ETH Zurich
Posted:
04 Dec 10
132
(129,587)
3

64.  
Huesler, Andreas D.
Swiss Federal Institute of Technology Zurich
Sornette, Didier
ETH Zurich
Hommes, C. H.
University of Amsterdam
Posted:
18 May 12
129
(132,034)
1

65.  
Homogeneous Volatility Bridge Estimators | Show Abstract | Download |
Econometrics Journal, Vol. 10, pp. 1–25, 2010, Swiss Finance Institute Research Paper No. 09-46
Accepted Paper Series
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)
Posted:
20 Dec 09
129
(132,034)
1

66.  
Physics of Risk and Uncertainty in Quantum Decision Making | Show Abstract | Download |
European Physical Journal B, Vol. 71, pp. 533-548, 2009
Accepted Paper Series
Yukalov, Vyacheslav I.
Joint Institute for Nuclear Research
Sornette, Didier
ETH Zurich
Posted:
24 Oct 09
128
(132,897)
4

67.  
Ardila, Diego
ETH Zurich
Sanadgol, Dorsa
ETH Zurich
Cauwels, Peter
Swiss Federal Institute of Technology Zurich
Sornette, Didier
ETH Zurich
Posted:
12 Jul 14
116
(143,319)
 

68.  
Dynamics and Spatial Distribution of Global Nighttime Lights | Show Abstract | Download |
Swiss Finance Institute Research Paper No. 13-02
Working Paper Series
Pestalozzi, Nicola
ETH Zurich
Cauwels, Peter
Swiss Federal Institute of Technology Zurich
Sornette, Didier
ETH Zurich
Posted:
23 Mar 13
115
(144,279)
 

69.  
A Simple Microstructure Return Model Explaining Microstructure Noise and Epps Effects | Show Abstract | Download |
Swiss Finance Institute Research Paper No. 12-08
Working Paper Series
Sornette, Didier
ETH Zurich
Saichev, Alexander I.
ETH Zurich - D-MTEC
Posted:
23 Feb 12
114
(145,182)
 

70.  
Quantum Decision Theory as Quantum Theory of Measurement | Show Abstract | Download |
Physics Letters A, Vol. 372, pp. 6867-6871, 2008
Accepted Paper Series
Yukalov, Vyacheslav I.
Joint Institute for Nuclear Research
Sornette, Didier
ETH Zurich
Posted:
01 Apr 09
113
(146,194)
4

71.  
Exuberant Innovation: The Human Genome Project | Show Abstract | Download |
Swiss Finance Institute Research Paper No. 10-12
Working Paper Series
Gisler, Monika
ETH Zurich
Sornette, Didier
ETH Zurich
Woodard, Ryan
ETH Zurich
Posted:
18 Mar 10
112
(147,152)
1

72.  
Processing Information in Quantum Decision Theory | Show Abstract | Download |
Entropy, Vol. 11, pp. 1073-1120, 2009
Accepted Paper Series
Yukalov, Vyacheslav I.
Joint Institute for Nuclear Research
Sornette, Didier
ETH Zurich
Posted:
02 Mar 10
Last Revised:
18 Mar 10
110
(149,083)
2

73.  
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
Posted:
05 Sep 11
108
(151,051)
 

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
ETH Zurich
Posted:
28 Sep 09
107
(152,077)
1

75.  
Other-Regarding Preferences and Altruistic Punishment: A Darwinian Perspective | Show Abstract | Download |
Swiss Finance Institute Research Paper No. 09-31
Working Paper Series
Hetzer, Moritz
ETH Zurich
Sornette, Didier
ETH Zurich
Posted:
09 Sep 09
104
(155,245)
1

76.  
Zhou, Wei-Xing
East China University of Science and Technology - School of Business
Sornette, Didier
ETH Zurich
Posted:
26 Mar 04
103
(156,274)
1

77.  
Yan, Wanfeng
ETH Zurich
Rebib, Reda
ETH Zurich
Woodard, Ryan
ETH Zurich
Sornette, Didier
ETH Zurich
Posted:
19 Dec 12
99
(160,572)
2

78.  
Toward a Unified Framework of Credit Creation | Show Abstract | Download |
Swiss Finance Institute Research Paper No. 14-07
Working Paper Series
von der Becke, Susanne
ETH Zurich
Sornette, Didier
ETH Zurich
Posted:
14 Feb 14
97
(162,846)
 

79.  
Scheme of Thinking Quantum Systems | Show Abstract | Download |
Laser Physics Letters, Vol. 6, pp. 833-839, 2009
Accepted Paper Series
Yukalov, Vyacheslav I.
Joint Institute for Nuclear Research
Sornette, Didier
ETH Zurich
Posted:
10 Sep 09
96
(164,052)
3

80.  
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
Posted:
17 Oct 05
94
(166,356)
 

81.  
Gisler, Monika
Swiss Federal Institute of Technology Zurich - Department of Management, Technology, and Economics (D-MTEC)
Sornette, Didier
ETH Zurich
Grote, Gudela
Swiss Federal Institute of Technology Zurich - Department of Management, Technology, and Economics (D-MTEC)
Posted:
10 Oct 13
93
(168,821)
 

82.  
Super-Exponential Growth Expectations and the Global Financial Crisis | Show Abstract | Download |
Swiss Finance Institute Research Paper No. 14-52
Working Paper Series
Leiss, Matthias
ETH Zurich
Nax, Heinrich H.
ETH Zurich
Sornette, Didier
ETH Zurich
Posted:
08 Aug 14
89
(173,719)
 

83.  
The Role of Diversification Risk in Financial Bubbles | Show Abstract | Download |
ETH Risk Center – Working Paper No. ETH-RC-11-003
Working Paper Series
Yan, Wanfeng
ETH Zurich
Woodard, Ryan
ETH Zurich
Sornette, Didier
ETH Zurich
Posted:
21 Dec 12
75
(191,541)
1

84.  
Darcet, didier
Insight Research LLC
Sornette, Didier
ETH Zurich
Posted:
12 Jan 07
75
(191,541)
 

85.  
Filimonov, Vladimir
Swiss Federal Institute of Technology Zurich (ETH Zurich)
Sornette, Didier
ETH Zurich
Posted:
24 Dec 13
72
(197,800)
 

86.  
Conditions for Quantum Interference in Cognitive Sciences | Show Abstract | Download |
Topics in Cognitive Science, Vol. 6, pp. 79-90, 2014
Accepted Paper Series
Yukalov, Vyacheslav I.
Joint Institute for Nuclear Research
Sornette, Didier
ETH Zurich
Posted:
27 May 13
Last Revised:
01 Feb 14
72
(196,194)
 

87.  
Filimonov, Vladimir
Swiss Federal Institute of Technology Zurich (ETH Zurich)
Sornette, Didier
ETH Zurich
Posted:
19 Dec 12
71
(197,800)
 

88.  
Power Law Scaling and "Dragon-Kings'' in Distributions of Intraday Financial Drawdown | Show Abstract | Download |
Swiss Finance Institute Research Paper No. 14-48
Working Paper Series
Filimonov, Vladimir
Swiss Federal Institute of Technology Zurich (ETH Zurich)
Sornette, Didier
ETH Zurich
Posted:
20 Jul 14
69
(200,966)
 

89.  
Punctuated Evolution Due to Delayed Carrying Capacity | Show Abstract | Download |
Physica D Volume: 238, Pages: 1752-1767 (2009)
Accepted Paper Series
Yukalov, Vyacheslav I.
Joint Institute for Nuclear Research
Yukalova, E.P.
Joint Institute for Nuclear Research
Sornette, Didier
ETH Zurich
Posted:
02 Mar 13
66
(205,830)
1

90.  
Decision Theory with Prospect Interference and Entanglement | Show Abstract | Download |
Theory and Decision, Vol. 70, pp. 283-328, 2011
Accepted Paper Series
Yukalov, Vyacheslav I.
Joint Institute for Nuclear Research
Sornette, Didier
ETH Zurich
Posted:
14 Feb 11
60
(216,226)
2

91.  
A Creepy World | Show Abstract | Download |
Swiss Finance Institute Research Paper No. 13-55
Working Paper Series
Sornette, Didier
ETH Zurich
Cauwels, Peter
Swiss Federal Institute of Technology Zurich
Posted:
02 Feb 14
56
(223,778)
 

92.  
Statistical Outliers and Dragon-Kings as Bose-Condensed Droplets | Show Abstract | Download |
European Physical Journal Special Topics, Vol. 205, pp. 53-64, 2012
Accepted Paper Series
Yukalov, Vyacheslav I.
Joint Institute for Nuclear Research
Sornette, Didier
ETH Zurich
Posted:
08 May 12
54
(227,654)
 

93.  
When Games Meet Reality: Is Zynga Overvalued? | Show Abstract | Download |
RC working paper No. 12-003
Working Paper Series
Forrò, Zalàn
Independent
Cauwels, Peter
Swiss Federal Institute of Technology Zurich
Sornette, Didier
ETH Zurich
Posted:
20 Dec 12
53
(229,633)
 

94.  
Entanglement Production in Quantum Decision Making | Show Abstract | Download |
Physics of Atomic Nuclei, Vol. 73, pp. 559-562, 2010
Accepted Paper Series
Yukalov, Vyacheslav I.
Joint Institute for Nuclear Research
Sornette, Didier
ETH Zurich
Posted:
25 Mar 10
48
(240,155)
1

95.  
Yura, Yoshihiro
Tokyo Institute of Technology
Takayasu, Hideki
Sony Computer Science Laboratories
Sornette, Didier
ETH Zurich
Takayasu, Misako
Tokyo Institute of Technology
Posted:
08 Feb 14
45
(246,786)
 

96.  
Yukalov, Vyacheslav I.
Joint Institute for Nuclear Research
Yukalova, E.P.
Joint Institute for Nuclear Research
Sornette, Didier
ETH Zurich
Posted:
19 Dec 12
Last Revised:
06 Jan 14
44
(249,086)
 

97.  
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
40
(258,344)
 

98.   Incl. Electronic Paper
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
Posted:
26 Apr 10
Last Revised:
29 Apr 10
37
(266,018)
2

99.  
Extreme Events in Population Dynamics With Functional Carrying Capacity | Show Abstract | Download |
European Physical Journal Special Topics, Vol. 205, pp. 313-354, 2012
Accepted Paper Series
Yukalov, Vyacheslav I.
Joint Institute for Nuclear Research
Yukalova, E.P.
Joint Institute for Nuclear Research
Sornette, Didier
ETH Zurich
Posted:
08 May 12
34
(274,178)
 

100.  
Disorder-Induced Volatility of Collective Dynamics | Show Abstract | Download |
CCSS Working Paper No. CCSS-10-001
Working Paper Series
Harras, Georges
affiliation not provided to SSRN
Tessone, Claudio J.
Swiss Federal Institute of Technology Zurich
Sornette, Didier
ETH Zurich
Posted:
27 Apr 10
33
(276,879)
1

101.  
Categorization of Exchange Fluxes Explains the Four Relational Models | Show Abstract | Download |
Swiss Finance Institute Research Paper No. 13-62
Working Paper Series
Favre, Maroussia
Swiss Federal Institute of Technology Zurich - Department of Management, Technology, and Economics (D-MTEC)
Sornette, Didier
ETH Zurich
Posted:
24 Dec 13
Last Revised:
07 Apr 14
30
(285,951)
 

102.  
Modeling Symbiosis by Interactions Through Species Carrying Capacities | Show Abstract | Download |
Physica D: Nonlinear Phenomena, Vol. 241, pp. 1270-1289, 2012
Accepted Paper Series
Yukalov, Vyacheslav I.
Joint Institute for Nuclear Research
Yukalova, E.P.
Joint Institute for Nuclear Research
Sornette, Didier
ETH Zurich
Posted:
08 Jun 12
27
(296,007)
1

103.  
Fiévet, Lucas
ETH Zurich
Forrò, Zalàn
Independent
Cauwels, Peter
Swiss Federal Institute of Technology Zurich
Sornette, Didier
ETH Zurich
Posted:
26 Jul 14
24
(307,205)
 

104.  
How Brains Make Decisions | Show Abstract | Download |
Springer Proceedings in Physics , Vol. 150, pp. 37-53, 2014
Accepted Paper Series
Yukalov, Vyacheslav I.
Joint Institute for Nuclear Research
Sornette, Didier
ETH Zurich
Posted:
24 Jul 14
24
(307,205)
 

105.  
New Approach to Modeling Symbiosis in Biological and Social Systems | Show Abstract | Download |
International Journal of Bifurcation and Chaos, Vol. 24, p. 1450117, 2014.
Accepted Paper Series
Yukalov, Vyacheslav I.
Joint Institute for Nuclear Research
Yukalova, E.P.
Joint Institute for Nuclear Research
Sornette, Didier
ETH Zurich
Posted:
11 Jul 14
20
(323,525)
 

106.  
Yukalov, Vyacheslav I.
Joint Institute for Nuclear Research
Sornette, Didier
ETH Zurich
Posted:
28 Aug 13
20
(323,525)
 

107.  
Estimation of the Hawkes Process with Renewal Immigration Using the EM Algorithm | Show Abstract | Download |
Swiss Finance Institute Research Paper No. 14-52
Working Paper Series
Wheatley, Spencer
ETH Zurich
Filimonov, Vladimir
Swiss Federal Institute of Technology Zurich (ETH Zurich)
Sornette, Didier
ETH Zurich
Posted:
08 Aug 14
19
(327,758)
 

108.  
Self-Organization in Complex Systems as Decision Making | Show Abstract | Download |
Advances in Complex Systems, Vol. 17, 1450016, 2014
Accepted Paper Series
Yukalov, Vyacheslav I.
Joint Institute for Nuclear Research
Sornette, Didier
ETH Zurich
Posted:
08 Aug 14
18
(331,921)
 

109.  
Escobar, Juan Valentin
Physics Dept. Universidad Autonoma Metropolitana-Iztapalapa
Sornette, Didier
ETH Zurich
Posted:
26 Jul 14
17
(336,172)
 

110.  
Population Dynamics with Nonlinear Delayed Carrying Capacity | Show Abstract | Download |
International Journal of Bifurcation and Chaos, Vol. 24, p. 1450021, 2014
Accepted Paper Series
Yukalov, Vyacheslav I.
Joint Institute for Nuclear Research
Yukalova, E.P.
Joint Institute for Nuclear Research
Sornette, Didier
ETH Zurich
Posted:
09 Mar 14
10
(366,217)
 

111.  
Manipulating Decision Making of Typical Agents | Show Abstract | Download |
IEEE Transactions on Systems Man and Cybernetics Systems, Vol. 44, pp. 1155-1168, 2014
Accepted Paper Series
Yukalov, Vyacheslav I.
Joint Institute for Nuclear Research
Sornette, Didier
ETH Zurich
Posted:
02 Sep 14
7
(378,608)
 


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