pith. sign in

D. Sornette (Univ. Nice/CNRS

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Papers (21)

  1. Rigorous statistical detection and characterization of a deviation from the Gutenberg-Richter distribution above magnitude 8 in subduction zones cond-mat.stat-mech · 2002 · author #3
  2. On the Occurrence of Finite-Time-Singularities in Epidemic Models of Rupture, Earthquakes and Starquakes cond-mat.stat-mech · 2001 · author #1
  3. Testing the Gaussian Copula Hypothesis for Financial Assets Dependences cond-mat.stat-mech · 2001 · author #3
  4. Mechanism for Powerlaws without Self-Organization cond-mat.stat-mech · 2001 · author #1
  5. Imitation and contrarian behavior: hyperbolic bubbles, crashes and chaos cond-mat.stat-mech · 2001 · author #6
  6. Sub-critical and Super-critical Regimes in Epidemic Models of Earthquake Aftershocks cond-mat.stat-mech · 2001 · author #2
  7. Predictability of catastrophic events: material rupture, earthquakes, turbulence, financial crashes and human birth cond-mat.stat-mech · 2001 · author #1
  8. Positive Feedback, Memory and the Predictability of Earthquakes cond-mat.stat-mech · 2001 · author #2
  9. Significance of log-periodic precursors to financial crashes cond-mat.stat-mech · 2001 · author #1
  10. Log-periodic route to fractal functions cond-mat.stat-mech · 2001 · author #2
  11. Theory of self-similar oscillatory finite-time singularities in Finance, Population and Rupture cond-mat.stat-mech · 2001 · author #1
  12. Oscillatory Finite-Time Singularities in Finance, Population and Rupture cond-mat.stat-mech · 2001 · author #2
  13. A Nonlinear Super-Exponential Rational Model of Speculative Financial Bubbles cond-mat.stat-mech · 2001 · author #1
  14. General framework for a portfolio theory with non-Gaussian risks and non-linear correlations cond-mat.stat-mech · 2001 · author #2
  15. From Rational Bubbles to Crashes cond-mat.stat-mech · 2001 · author #1
  16. Multi-dimensional Rational Bubbles and fat tails: application of stochastic regression equations to financial speculation cond-mat.stat-mech · 2001 · author #2
  17. Fokker-Planck equation of distributions of financial returns and power laws cond-mat.stat-mech · 2000 · author #1
  18. Self-Consistent Theory of Rupture by Progressive Diffuse Damage cond-mat.stat-mech · 2000 · author #2
  19. "Slimming" of power law tails by increasing market returns cond-mat.stat-mech · 2000 · author #1
  20. Multifractal returns and Hierarchical Portfolio Theory cond-mat.stat-mech · 2000 · author #2
  21. Statistical Asynchronous Regression: Determining the Relationship Between two Quantities that are not Measured Simultaneously cond-mat.stat-mech · 2000 · author #2

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