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D. Sornette (CNRS-Univ. Nice

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Papers (15)

  1. Predicting Failure using Conditioning on Damage History: Demonstration on Percolation and Hierarchical Fiber Bundles cond-mat.mtrl-sci · 2005 · author #4
  2. Multifractality of Inverse Statistics of Exit Distances in 3D Fully Developed Turbulence physics.flu-dyn · 2005 · author #2
  3. The Dynamics of Book Sales: Endogenous versus Exogenous Shocks in Complex Networks physics.soc-ph · 2004 · author #2
  4. Non-parametric Determination of Real-Time Lag Structure between Two Time Series: the "Optimal Thermal Causal Path" Method cond-mat.stat-mech · 2004 · author #1
  5. Magnitude-Dependent Omori Law: Empirical Study and Theory cond-mat.stat-mech · 2004 · author #3
  6. Bubble, Critical Zone and the Crash of Royal Ahold cond-mat.stat-mech · 2004 · author #2
  7. Evidence of Fueling of the 2000 New Economy Bubble by Foreign Capital Inflow: Implications for the Future of the US Economy and its Stock Market cond-mat.stat-mech · 2003 · author #1
  8. The US 2000-2003 Market Descent: Clarifications cond-mat.stat-mech · 2003 · author #1
  9. Predictability of large future changes in major financial indices cond-mat.stat-mech · 2003 · author #1
  10. Renormalization Group Analysis of the 2000-2002 anti-bubble in the US S&P 500 index: Explanation of the hierarchy of 5 crashes and Prediction physics.soc-ph · 2003 · author #2
  11. VaR-Efficient Portfolios for a Class of Super- and Sub-Exponentially Decaying Assets Return Distributions physics.soc-ph · 2003 · author #3
  12. Collective Origin of the Coexistence of Apparent RMT Noise and Factors in Large Sample Correlation Matrices cond-mat.stat-mech · 2002 · author #3
  13. The US 2000-2002 Market Descent: How Much Longer and Deeper? cond-mat.stat-mech · 2002 · author #1
  14. Multi-Moments Method for Portfolio Management: Generalized Capital Asset Pricing Model in Homogeneous and Heterogeneous markets cond-mat.stat-mech · 2002 · author #3
  15. Hedging Extreme Co-Movements cond-mat.stat-mech · 2002 · author #3

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