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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
 

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
35,207
Total
Citations
325
Authors Date Downloads
 (Rank)
Citations
ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts       Legend
1.   Incl. Electronic Paper
Sornette, Didier
ETH Zurich
Woodard, Ryan
ETH Zurich
Posted:
12 Jun 09
Last Revised:
27 Apr 10
1,898
(4,133)
7

2.  
Crashes and High Frequency Trading | Show Abstract | Download This Paper |
Swiss Finance Institute Research Paper No. 11-63
Number of Pages in PDF File: 29
Sornette, Didier
ETH Zurich
von der Becke, Susanne
ETH Zurich
Posted:
24 Dec 11
1,320
(7,770)
3

3.  
The Illusion of the Perpetual Money Machine | Show Abstract | Download This Paper |
Swiss Finance Institute Research Paper No. 12-40
Number of Pages in PDF File: 30
Cauwels, Peter
ETH Zürich
Sornette, Didier
ETH Zurich
Posted:
21 Dec 12
1,192
(9,244)
 

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
ETH Zurich
Posted:
23 Mar 13
1,165
(9,578)
 

5.  
Testing the Gaussian Copula Hypothesis for Financial Assets Dependences | Show Abstract | Download This Paper |
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
ETH Zurich
Posted:
21 Nov 01
Last Revised:
07 Apr 09
1,117
(10,237)
25

6.   Incl. Electronic Paper
Sornette, Didier
ETH Zurich
Posted:
08 Sep 09
Last Revised:
01 May 10
1,030
(11,678)
10

7.  
Johansen, Anders
Riso National Laboratory - Wind Energy Department
Sornette, Didier
ETH Zurich
Posted:
09 Jun 00
1,006
(12,105)
11

8.  
The Lehman Brothers Effect and Bankruptcy Cascades | Show Abstract | Download This Paper |
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
ETH Zurich
Holyst, Janusz
Warsaw University of Technology - Faculty of Physics
Posted:
03 Feb 10
961
(12,971)
 

9.  
Zhou, Wei-Xing
East China University of Science and Technology - School of Business
Sornette, Didier
ETH Zurich
Posted:
15 Apr 03
820
(16,510)
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
781
(17,725)
10

11.   Incl. Electronic Paper
li, Lin
ETH Zürich
Ren, Ruoen
Beihang University (BUAA)
Sornette, Didier
ETH Zurich
Posted:
12 Jul 09
Last Revised:
27 Apr 10
777
(17,869)
4

12.   Incl. Electronic Paper
Johansen, Anders
Riso National Laboratory - Wind Energy Department
Sornette, Didier
ETH Zurich
Posted:
28 Apr 00
Last Revised:
27 Jun 00
771
(18,012)
18

13.  
On Rational Bubbles and Fat Tails | Show Abstract | Download This Paper |
SFB 303 Working Paper No. B-458
Number of Pages in PDF File: 19
Lux, Thomas
University of Kiel - Institute of Economics
Sornette, Didier
ETH Zurich
Posted:
28 Jul 00
741
(19,107)
15

14.  
Follow the Money: The Monetary Roots of Bubbles and Crashes | Show Abstract | Download This Paper |
Swiss Finance Institute Research Paper No. 11-60
Number of Pages in PDF File: 32
Sornette, Didier
ETH Zurich
Posted:
29 Nov 11
736
(19,289)
 

15.  
Mathematical Structure of Quantum Decision Theory | Show Abstract | Download This Paper |
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
ETH Zurich
Posted:
08 Sep 08
Last Revised:
12 Nov 10
675
(21,894)
2

16.  
Bubbles Everywhere in Human Affairs | Show Abstract | Download This Paper |
Swiss Finance Institute Research Paper No. 10-16
Number of Pages in PDF File: 24
Gisler, Monika
ETH Zurich
Sornette, Didier
ETH Zurich
Posted:
19 May 10
643
(23,401)
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
554
(28,792)
30

18.  
Multivariate Weibull Distributions for Asset Returns: I | Show Abstract | Download This Paper |
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
ETH Zurich
Posted:
04 May 05
541
(29,769)
2

19.   Incl. Electronic Paper
Cauwels, Peter
ETH Zürich
Sornette, Didier
ETH Zurich
Posted:
30 Nov 11
Last Revised:
03 Jan 13
514
(31,804)
 

20.  
Malevergne, Yannick
University of Saint Etienne - Graduate School of Economics and Business Administration (ISEAG)
Sornette, Didier
ETH Zurich
Posted:
09 Mar 02
507
(32,358)
7

21.  
Johansen, Anders
Riso National Laboratory - Wind Energy Department
Sornette, Didier
ETH Zurich
Posted:
10 Dec 02
505
(32,552)
11

22.  
Satinover, Jeffrey
D-MTEC, Swiss Federal Institute of Technology
Sornette, Didier
ETH Zurich
Posted:
22 Jul 10
493
(33,551)
 

23.  
Quantifying Reflexivity in Financial Markets: Towards a Prediction of Flash Crashes | Show Abstract | Download This Paper |
Swiss Finance Institute Research Paper No. 12-02
Number of Pages in PDF File: 24
Filimonov, Vladimir
Swiss Federal Institute of Technology Zurich (ETH Zurich)
Sornette, Didier
ETH Zurich
Posted:
06 Feb 12
479
(34,809)
1

24.  
Sornette, Didier
ETH Zurich
Zhou, Wei-Xing
East China University of Science and Technology - School of Business
Posted:
31 Jul 03
469
(35,801)
8

25.  
Malevergne, Yannick
University of Saint Etienne - Graduate School of Economics and Business Administration (ISEAG)
Sornette, Didier
ETH Zurich
Posted:
09 Aug 02
465
(36,202)
7

26.   Incl. Electronic Paper
Johansen, Anders
Riso National Laboratory - Wind Energy Department
Sornette, Didier
ETH Zurich
Posted:
25 Jul 01
Last Revised:
11 Oct 01
436
(39,302)
18

27.  
Wiesinger, Judith
ETH Zürich - Department of Management, Technology, and Economics (D-MTEC)
Sornette, Didier
ETH Zurich
Satinover, Jeffrey
affiliation not provided to SSRN
Posted:
20 Feb 10
430
(39,968)
 

28.  
Malevergne, Yannick
University of Saint Etienne - Graduate School of Economics and Business Administration (ISEAG)
Sornette, Didier
ETH Zurich
Posted:
04 May 05
424
(40,644)
4

29.  
Sornette, Didier
ETH Zurich
Zhou, Wei-Xing
East China University of Science and Technology - School of Business
Posted:
17 Aug 04
416
(41,671)
1

30.  
Malevergne, Yannick
University of Saint Etienne - Graduate School of Economics and Business Administration (ISEAG)
Sornette, Didier
ETH Zurich
Posted:
23 Feb 02
406
(42,951)
2

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
400
(43,763)
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
389
(45,241)
5

33.  
Diagnosis and Prediction of Market Rebounds in Financial Markets | Show Abstract | Download This Paper |
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
ETH Zurich
Posted:
14 Apr 10
388
(45,371)
3

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
ETH Zurich
Posted:
25 Jun 03
387
(45,495)
8

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
362
(49,331)
17

36.  
Malevergne, Yannick
University of Saint Etienne - Graduate School of Economics and Business Administration (ISEAG)
Saichev, Alexander I.
ETH Zurich - D-MTEC (Deceased)
Sornette, Didier
ETH Zurich
Posted:
15 Jan 08
Last Revised:
13 Apr 10
361
(49,495)
4

37.  
Anomalous Returns in a Neural Network Equity-Ranking Predictor | Show Abstract | Download This Paper |
Swiss Finance Institute Research Paper No. 08-15
Number of Pages in PDF File: 39
Satinover, Jeffrey
University of Nice, CNRS
Sornette, Didier
ETH Zurich
Posted:
09 Jul 08
349
(51,648)
 

38.  
Sornette, Didier
ETH Zurich
Ouillon, Guy
Lithophyse
Posted:
20 Dec 12
334
(54,381)
 

39.  
Physics and Financial Economics (1776-2014): Puzzles, Ising and Agent-Based Models | Show Abstract | Download This Paper |
Swiss Finance Institute Research Paper No. 14-25
Number of Pages in PDF File: 78
Sornette, Didier
ETH Zurich
Posted:
07 Apr 14
331
(54,980)
 

40.  
Harras, Georges
affiliation not provided to SSRN
Sornette, Didier
ETH Zurich
Posted:
07 Jul 08
323
(56,593)
 

41.  
Look-Ahead Benchmark Bias in Portfolio Performance Evaluation | Show Abstract | Download This Paper |
Swiss Finance Institute Research Paper No. 08-33
Number of Pages in PDF File: 22
Daniel, Gilles
ETH Zürich - 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
322
(56,795)
3

42.  
Malevergne, Yannick
University of Saint Etienne - Graduate School of Economics and Business Administration (ISEAG)
Sornette, Didier
ETH Zurich
Posted:
19 Feb 07
320
(57,262)
1

43.  
The US Stock Market Leads the Federal Funds Rate and Treasury Bond Yields | Show Abstract | Download This Paper |
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
ETH Zurich
Posted:
17 Feb 11
318
(57,706)
 

44.  
Gisler, Monika
ETH Zurich
Sornette, Didier
ETH Zurich
Posted:
04 Jun 08
313
(58,736)
 

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
292
(63,543)
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
270
(69,276)
1

47.  
Is There A Real Estate Bubble in Switzerland? (Diagnostic as of 2012-Q4) | Show Abstract | Download This Paper |
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
ETH Zurich
Posted:
22 Mar 13
268
(70,109)
 

48.  
Investors' Misperception: A Hidden Source of High Markups in the Mutual Fund Industry | Show Abstract | Download This Paper |
Swiss Finance Institute Research Paper No. 09-04
Number of Pages in PDF File: 47
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
263
(71,197)
1

49.  
Malevergne, Yannick
University of Saint Etienne - Graduate School of Economics and Business Administration (ISEAG)
Sornette, Didier
ETH Zurich
Posted:
19 Jun 02
254
(73,903)
1

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
247
(76,205)
9

51.   Incl. Electronic Paper
Saichev, Alexander I.
ETH Zurich - D-MTEC (Deceased)
Sornette, Didier
ETH Zurich
Filimonov, Vladimir
Swiss Federal Institute of Technology Zurich (ETH Zurich)
Posted:
09 Sep 09
Last Revised:
27 Apr 10
243
(77,526)
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
241
(78,209)
1

53.  
Financial Bubbles: Mechanisms and Diagnostics | Show Abstract | Download This Paper |
Swiss Finance Institute Research Paper No. 14-28
Number of Pages in PDF File: 26
Sornette, Didier
ETH Zurich
Cauwels, Peter
ETH Zürich
Posted:
12 Apr 14
229
(82,924)
 

54.  
Sornette, Didier
ETH Zurich
Zhou, Wei-Xing
East China University of Science and Technology - School of Business
Posted:
15 Apr 05
227
(83,309)
2

55.  
Investors’ Expectations, Management Fees and the Underperformance of Mutual Funds | Show Abstract | Download This Paper |
Swiss Finance Institute Research Paper No. 12-01
Number of Pages in PDF File: 60
Huesler, Andreas D.
ETH Zürich
Malevergne, Yannick
University of Saint Etienne - Graduate School of Economics and Business Administration (ISEAG)
Sornette, Didier
ETH Zurich
Posted:
06 Feb 12
216
(87,597)
 

56.  
Super-Exponential Growth Expectations and the Global Financial Crisis | Show Abstract | Download This Paper |
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
ETH Zurich
Posted:
08 Aug 14
Last Revised:
28 Jan 15
213
(88,905)
 

57.  
Zhou, Wei-Xing
East China University of Science and Technology - School of Business
Sornette, Didier
ETH Zurich
Posted:
20 Nov 03
212
(89,313)
5

58.  
The Sentiment of the Fed | Show Abstract | Download This Paper |
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
ETH Zurich
Posted:
02 Feb 13
185
(101,908)
 

59.  
Ardila, Diego
ETH Zurich
Sanadgol, Dorsa
ETH Zurich
Cauwels, Peter
ETH Zürich
Sornette, Didier
ETH Zurich
Posted:
12 Jul 14
184
(103,476)
 

60.  
Zhou, Wei-Xing
East China University of Science and Technology - School of Business
Sornette, Didier
ETH Zurich
Posted:
26 Apr 07
180
(104,627)
7

61.  
Role of Diversification Risk in Financial Bubbles | Show Abstract | Download This Paper |
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
ETH Zurich
Posted:
08 Jul 11
177
(106,238)
1

62.  
Hetzer, Moritz
ETH Zurich
Sornette, Didier
ETH Zurich
Posted:
23 Oct 11
173
(108,462)
1

63.  
Quantum Decision Making by Social Agents | Show Abstract | Download This Paper |
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
ETH Zurich
Posted:
10 Mar 12
164
(113,899)
1

64.  
Inferring Fundamental Value and Crash Nonlinearity from Bubble Calibration | Show Abstract | Download This Paper |
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
ETH Zurich
Posted:
04 Dec 10
146
(125,993)
3

65.  
Nonlinear Dynamical Model of Regime Switching between Conventions and Business Cycles | Show Abstract | Download This Paper |
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
ETH Zurich
Yukalova, E.P.
Joint Institute for Nuclear Research
Posted:
11 Jan 07
Last Revised:
27 Apr 09
146
(125,993)
 

66.  
Homogeneous Volatility Bridge Estimators | Show Abstract | Download This Paper |
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
ETH Zurich
Filimonov, Vladimir
Swiss Federal Institute of Technology Zurich (ETH Zurich)
Posted:
20 Dec 09
140
(130,510)
1

67.  
Huesler, Andreas D.
ETH Zürich
Sornette, Didier
ETH Zurich
Hommes, C. H.
University of Amsterdam
Posted:
18 May 12
133
(136,164)
1

68.  
Physics of Risk and Uncertainty in Quantum Decision Making | Show Abstract | Download This Paper |
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
ETH Zurich
Posted:
24 Oct 09
132
(137,019)
4

69.  
Dynamics and Spatial Distribution of Global Nighttime Lights | Show Abstract | Download This Paper |
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
ETH Zurich
Posted:
23 Mar 13
124
(143,988)
 

70.  
Toward a Unified Framework of Credit Creation | Show Abstract | Download This Paper |
Swiss Finance Institute Research Paper No. 14-07
Number of Pages in PDF File: 47
von der Becke, Susanne
ETH Zurich
Sornette, Didier
ETH Zurich
Posted:
14 Feb 14
118
(149,527)
 

71.  
Exuberant Innovation: The Human Genome Project | Show Abstract | Download This Paper |
Swiss Finance Institute Research Paper No. 10-12
Number of Pages in PDF File: 25
Gisler, Monika
ETH Zurich
Sornette, Didier
ETH Zurich
Woodard, Ryan
ETH Zurich
Posted:
18 Mar 10
117
(150,477)
1

72.  
A Simple Microstructure Return Model Explaining Microstructure Noise and Epps Effects | Show Abstract | Download This Paper |
Swiss Finance Institute Research Paper No. 12-08
Number of Pages in PDF File: 53
Sornette, Didier
ETH Zurich
Saichev, Alexander I.
ETH Zurich - D-MTEC (Deceased)
Posted:
23 Feb 12
115
(152,377)
 

73.  
Quantum Decision Theory as Quantum Theory of Measurement | Show Abstract | Download This Paper |
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
ETH Zurich
Posted:
01 Apr 09
115
(152,377)
4

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
113
(154,346)
1

75.  
Power Law Scaling and 'Dragon-Kings' in Distributions of Intraday Financial Drawdown | Show Abstract | Download This Paper |
Swiss Finance Institute Research Paper No. 14-48
Number of Pages in PDF File: 32
Filimonov, Vladimir
Swiss Federal Institute of Technology Zurich (ETH Zurich)
Sornette, Didier
ETH Zurich
Posted:
20 Jul 14
110
(158,525)
 

76.  
Investment Strategies Used as Spectroscopy of Financial Markets Reveal New Stylized Facts | Show Abstract | Download This Paper |
Swiss Finance Institute Research Paper No. 11-30
Number of Pages in PDF File: 19
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
110
(157,430)
 

77.  
Processing Information in Quantum Decision Theory | Show Abstract | Download This Paper |
Entropy, Vol. 11, pp. 1073-1120, 2009
Number of Pages in PDF File: 49
Yukalov, Vyacheslav I.
Joint Institute for Nuclear Research
Sornette, Didier
ETH Zurich
Posted:
02 Mar 10
Last Revised:
18 Mar 10
110
(157,430)
2

78.  
Gisler, Monika
ETH Zürich - Department of Management, Technology, and Economics (D-MTEC)
Sornette, Didier
ETH Zurich
Grote, Gudela
ETH Zürich - Department of Management, Technology, and Economics (D-MTEC)
Posted:
10 Oct 13
108
(159,615)
 

79.  
Filimonov, Vladimir
Swiss Federal Institute of Technology Zurich (ETH Zurich)
Sornette, Didier
ETH Zurich
Posted:
24 Dec 13
107
(160,743)
 

80.  
Detection of Crashes and Rebounds in Major Equity Markets | Show Abstract | Download This Paper |
RC working paper No. 11-001
Number of Pages in PDF File: 39
Yan, Wanfeng
ETH Zurich
Rebib, Reda
ETH Zurich
Woodard, Ryan
ETH Zurich
Sornette, Didier
ETH Zurich
Posted:
19 Dec 12
107
(161,817)
2

81.  
Other-Regarding Preferences and Altruistic Punishment: A Darwinian Perspective | Show Abstract | Download This Paper |
Swiss Finance Institute Research Paper No. 09-31
Number of Pages in PDF File: 13
Hetzer, Moritz
ETH Zurich
Sornette, Didier
ETH Zurich
Posted:
09 Sep 09
105
(162,904)
1

82.  
Zhou, Wei-Xing
East China University of Science and Technology - School of Business
Sornette, Didier
ETH Zurich
Posted:
26 Mar 04
104
(163,989)
1

83.  
Scheme of Thinking Quantum Systems | Show Abstract | Download This Paper |
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
ETH Zurich
Posted:
10 Sep 09
96
(173,316)
3

84.  
Crane, Riley
University of California, Los Angeles - Department of Physics and Astronomy
Escobar-Sotomayor, Juan V.
University of California, Los Angeles (UCLA) - Department of Physics and Astronomy
Sornette, Didier
ETH Zurich
Posted:
17 Oct 05
95
(174,550)
 

85.  
Filimonov, Vladimir
Swiss Federal Institute of Technology Zurich (ETH Zurich)
Sornette, Didier
ETH Zurich
Posted:
19 Dec 12
84
(188,891)
 

86.  
The Role of Diversification Risk in Financial Bubbles | Show Abstract | Download This Paper |
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
ETH Zurich
Posted:
21 Dec 12
81
(193,143)
1

87.  
Darcet, didier
Insight Research LLC
Sornette, Didier
ETH Zurich
Posted:
12 Jan 07
77
(199,122)
 

88.  
Conditions for Quantum Interference in Cognitive Sciences | Show Abstract | Download This Paper |
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
ETH Zurich
Posted:
27 May 13
Last Revised:
01 Feb 14
74
(203,824)
 

89.  
A Creepy World | Show Abstract | Download This Paper |
Swiss Finance Institute Research Paper No. 13-55
Number of Pages in PDF File: 18
Sornette, Didier
ETH Zurich
Cauwels, Peter
ETH Zürich
Posted:
02 Feb 14
71
(212,070)
 

90.  
Estimation of the Hawkes Process with Renewal Immigration Using the EM Algorithm | Show Abstract | Download This Paper |
Swiss Finance Institute Research Paper No. 14-53
Number of Pages in PDF File: 37
Wheatley, Spencer
ETH Zurich
Filimonov, Vladimir
Swiss Federal Institute of Technology Zurich (ETH Zurich)
Sornette, Didier
ETH Zurich
Posted:
08 Aug 14
Last Revised:
08 Nov 14
67
(215,469)
 

91.  
Punctuated Evolution Due to Delayed Carrying Capacity | Show Abstract | Download This Paper |
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
ETH Zurich
Posted:
02 Mar 13
66
(217,228)
1

92.  
Decision Theory with Prospect Interference and Entanglement | Show Abstract | Download This Paper |
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
ETH Zurich
Posted:
14 Feb 11
61
(226,500)
2

93.  
When Games Meet Reality: Is Zynga Overvalued? | Show Abstract | Download This Paper |
RC working paper No. 12-003
Number of Pages in PDF File: 28
Forrò, Zalàn
Independent
Cauwels, Peter
ETH Zürich
Sornette, Didier
ETH Zurich
Posted:
20 Dec 12
59
(230,359)
 

94.  
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
57
(234,294)
 

95.  
Statistical Outliers and Dragon-Kings as Bose-Condensed Droplets | Show Abstract | Download This Paper |
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
ETH Zurich
Posted:
08 May 12
54
(240,460)
 

96.  
Forecasting Future Oil Production in Norway and the UK: A General Improved Methodology | Show Abstract | Download This Paper |
Swiss Finance Institute Research Paper No. 14-46
Number of Pages in PDF File: 23
Fiévet, Lucas
ETH Zurich
Forrò, Zalàn
Independent
Cauwels, Peter
ETH Zürich
Sornette, Didier
ETH Zurich
Posted:
26 Jul 14
49
(253,571)
 

97.  
Kaizoji, Taisei
International Christian University
Leiss, Matthias
ETH Zurich
Saichev, Alexander I.
ETH Zurich - D-MTEC (Deceased)
Sornette, Didier
ETH Zurich
Posted:
08 Feb 15
Last Revised:
10 Mar 15
48
(262,883)
 

98.  
Entanglement Production in Quantum Decision Making | Show Abstract | Download This Paper |
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
ETH Zurich
Posted:
25 Mar 10
48
(253,571)
1

99.  
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
(262,883)
 

100.  
Strategies Used as Spectroscopy of Financial Markets Reveal New Stylized Facts | Show Abstract | Download This Paper |
ETH Risk Center Working Paper No. 11-005
Number of Pages in PDF File: 18
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
41
(270,358)
 

101.  
How Brains Make Decisions | Show Abstract | Download This Paper |
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
ETH Zurich
Posted:
24 Jul 14
37
(281,066)
 

102.   Incl. Electronic Paper
Schweitzer, Frank
ETH Zürich
Fagiolo, Giorgio
Scuola Superiore Sant'Anna di Pisa - Laboratory of Economics and Management (LEM)
Sornette, Didier
ETH Zurich
Vega-Redondo, Fernando
Universidad de 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
(281,066)
2

103.  
Categorization of Exchange Fluxes Explains the Four Relational Models | Show Abstract | Download This Paper |
Swiss Finance Institute Research Paper No. 13-62
Number of Pages in PDF File: 22
Favre, Maroussia
ETH Zürich - Department of Management, Technology, and Economics (D-MTEC)
Sornette, Didier
ETH Zurich
Posted:
24 Dec 13
Last Revised:
07 Apr 14
36
(283,860)
 

104.  
Extreme Events in Population Dynamics With Functional Carrying Capacity | Show Abstract | Download This Paper |
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
ETH Zurich
Posted:
08 May 12
34
(289,672)
 

105.  
Disorder-Induced Volatility of Collective Dynamics | Show Abstract | Download This Paper |
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
ETH Zurich
Posted:
27 Apr 10
33
(292,600)
1

106.  
Self-Organization in Complex Systems as Decision Making | Show Abstract | Download This Paper |
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
ETH Zurich
Posted:
08 Aug 14
28
(309,109)
 

107.  
Modeling Symbiosis by Interactions Through Species Carrying Capacities | Show Abstract | Download This Paper |
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
ETH Zurich
Posted:
08 Jun 12
27
(312,733)
1

108.  
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
ETH Zurich
Posted:
25 Nov 14
24
(324,534)
 

109.  
Escobar, Juan Valentin
Physics Dept. Universidad Autonoma Metropolitana-Iztapalapa
Sornette, Didier
ETH Zurich
Posted:
26 Jul 14
24
(324,534)
 

110.  
Yukalov, Vyacheslav I.
Joint Institute for Nuclear Research
Sornette, Didier
ETH Zurich
Posted:
28 Aug 13
24
(324,534)
 

111.  
Manipulating Decision Making of Typical Agents | Show Abstract | Download This Paper |
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
ETH Zurich
Posted:
02 Sep 14
23
(328,668)
 

112.  
New Approach to Modeling Symbiosis in Biological and Social Systems | Show Abstract | Download This Paper |
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
ETH Zurich
Posted:
11 Jul 14
23
(328,668)
 

113.  
Population Dynamics with Nonlinear Delayed Carrying Capacity | Show Abstract | Download This Paper |
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
ETH Zurich
Posted:
09 Mar 14
11
(381,708)
 

114.  
Positive Operator-Valued Measures in Quantum Decision Theory | Show Abstract | Download This Paper |
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
ETH Zurich
Posted:
18 Mar 15
5
(407,090)
 

115.  
Quantum Theory of Measurements as Quantum Decision Theory | Show Abstract | Download This Paper |
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
ETH Zurich
Posted:
31 Mar 15
2
 


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