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Sornette, Didier


 SSRN Author Rank: 282 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

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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
36,474
Total
Citations
329
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
1,924
(4,284)
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
1,401
(7,451)
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
1,255
(8,939)
 

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
1,198
(9,659)
 

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
1,127
(10,649)
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
1,110
(10,957)
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
1,019
(12,486)
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
981
(13,211)
 

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
826
(17,209)
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
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
801
(17,999)
10

11.   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
800
(18,030)
4

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
790
(18,369)
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
781
(18,653)
 

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
747
(19,869)
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
687
(22,417)
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
663
(23,553)
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
557
(30,018)
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
545
(30,890)
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
539
(31,324)
 

20.  
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
516
(33,177)
11

21.  
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
510
(33,677)
7

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
504
(34,247)
 

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
493
(35,173)
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
472
(37,212)
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
467
(37,731)
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
439
(40,824)
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
438
(40,952)
 

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
426
(42,369)
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
422
(42,848)
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
(44,803)
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
(45,638)
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
397
(46,170)
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
391
(47,079)
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
388
(47,537)
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
(50,703)
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
368
(50,703)
17

37.  
Sornette, Didier
Swiss Federal Institute of Technology Zurich - Department of Management, Technology, and Economics (D-MTEC)
Ouillon, Guy
Lithophyse
Posted:
20 Dec 12
359
(52,531)
 

38.  
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
354
(53,134)
 

39.  
Sornette, Didier
Swiss Federal Institute of Technology Zurich - Department of Management, Technology, and Economics (D-MTEC)
Posted:
07 Apr 14
350
(53,873)
 

40.  
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
335
(56,780)
 

41.  
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
331
(57,595)
3

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
329
(58,168)
 

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
324
(59,061)
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
322
(59,480)
 

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
305
(63,252)
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
286
(67,944)
 

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
277
(70,420)
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
268
(72,887)
1

49.  
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
262
(74,664)
 

50.  
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
255
(76,868)
1

51.  
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
253
(77,533)
 

52.   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
251
(78,218)
2

53.  
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
251
(78,218)
9

54.   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
247
(79,609)
1

55.  
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
236
(83,523)
 

56.  
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
232
(85,473)
2

57.  
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
228
(86,612)
 

58.  
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
216
(91,493)
5

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
202
(97,791)
 

60.  
Hetzer, Moritz
ETH Zurich
Sornette, Didier
Swiss Federal Institute of Technology Zurich - Department of Management, Technology, and Economics (D-MTEC)
Posted:
23 Oct 11
180
(109,098)
1

61.  
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
180
(109,098)
1

62.  
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
(109,098)
7

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
168
(116,113)
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
156
(124,006)
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
147
(130,447)
 

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
143
(133,529)
1

67.  
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
138
(137,513)
 

68.  
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
137
(138,359)
1

69.  
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
134
(140,948)
4

70.  
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
131
(143,578)
 

71.  
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
131
(143,578)
 

72.  
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
122
(152,761)
 

73.  
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
120
(153,649)
1

74.  
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
118
(155,649)
 

75.  
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
117
(156,635)
 

76.  
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
116
(157,656)
2

77.  
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
116
(157,656)
1

78.  
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
(158,639)
4

79.  
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
112
(161,847)
 

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
112
(161,847)
 

81.  
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
(162,889)
2

82.  
Hetzer, Moritz
ETH Zurich
Sornette, Didier
Swiss Federal Institute of Technology Zurich - Department of Management, Technology, and Economics (D-MTEC)
Posted:
09 Sep 09
107
(167,223)
1

83.  
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
106
(168,336)
1

84.  
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
98
(177,926)
3

85.  
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
96
(180,350)
 

86.  
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
90
(188,093)
1

87.  
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
89
(189,500)
 

88.  
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
81
(200,965)
 

89.  
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
81
(200,965)
 

90.  
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
(207,254)
 

91.  
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
(212,100)
 

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
(225,984)
1

93.  
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
63
(231,640)
 

94.  
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
(231,640)
 

95.  
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
(235,558)
2

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
57
(243,647)
 

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
54
(249,906)
 

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
(263,610)
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
45
(270,885)
 

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
44
(273,434)
 

101.  
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
42
(278,568)
 

102.  
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
42
(278,568)
 

103.   Incl. Electronic Paper
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
Schweitzer, Frank
ETH Zürich
Posted:
26 Apr 10
Last Revised:
29 Apr 10
39
(286,530)
2

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
(301,025)
 

105.  
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
33
(304,085)
 

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
33
(304,085)
 

107.  
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
(304,085)
1

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
(321,100)
 

109.  
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
27
(324,817)
 

110.  
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
(324,817)
1

111.  
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
26
(328,823)
 

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
24
(337,031)
 

113.  
Sornette, Didier
Swiss Federal Institute of Technology Zurich - Department of Management, Technology, and Economics (D-MTEC)
Posted:
02 May 15
17
(367,821)
 

114.  
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
12
(390,921)
 

115.  
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
11
(395,470)
4

116.  
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
(395,470)
 

117.  
Dynamical System Theory of Periodically Collapsing Bubbles | Show Abstract | Download This Paper | Open PDF in Browser |
European Physical Journal B, Vol. 88, p. 179 (2015)
Number of Pages in PDF File: 35
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:
20 Jul 15
10
(399,964)
 

118.  
Nonparametric Empirical Evidence for Krugman's Target Zone Model | Show Abstract | Download This Paper | Open PDF in Browser |
Swiss Finance Institute Research Paper No. 15-22
Number of Pages in PDF File: 3
Lera, Sandro
ETH Zurich
Sornette, Didier
Swiss Federal Institute of Technology Zurich - Department of Management, Technology, and Economics (D-MTEC)
Posted:
24 Jul 15
5
(421,348)
 

119.  
Hisano, Ryohei
University of Tokyo
Watanabe, Tsutomu
Tokyo Center for Economic Research (TCER)
Mizuno, Takayuki
Hitotsubashi University
Ohnishi, Takaaki
University of Tokyo - Graduate School of Law and Politics
Sornette, Didier
Swiss Federal Institute of Technology Zurich - Department of Management, Technology, and Economics (D-MTEC)
Posted:
01 Jun 15
5
(421,348)
 


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