gi0rgi0ne's Sornette:D [29 articles] Export

Recent papers posted to gi0rgi0ne's library by the author Sornette:D. You can also see everyone's Sornette:D.

	Discrete-scale invariance and complex dimensions [My Copy] Physics Reports, Vol. 297, No. 5. (01 April 1998), pp. 239-270. by D. Sornette posted to sornette scale lppl complex by gi0rgi0ne on 2009-11-05 19:03:41 as along with 1 person ahuesler
	Convergent Multiplicative Processes Repelled from Zero: Power Laws and Truncated Power Laws [My Copy] (1997) by Power Laws, Truncated P. Laws, Didier Sornette, Rama Cont posted to zipf sornette power_law cont by gi0rgi0ne on 2009-11-05 19:01:20 as
	The Black-Scholes option pricing problem in mathematical finance: generalization and extensions for a large class of stochastic processes [My Copy] No. 500040. (January 1994) by Jean P. Bouchaud, Didier Sornette posted to sornette options bouchaud black-scholes by gi0rgi0ne on 2009-11-05 18:58:41 as
	Stock Market Crashes, Precursors and Replicas [My Copy] Journal de Physique I, Vol. 6, No. 1. (January 1996), pp. 167-175. by Didier Sornette, Anders Johansen, Jean-Philippe Bouchaud posted to sornette lppl crash bouchaud by gi0rgi0ne on 2009-11-05 18:52:28 as
	Nonlinear Dynamical Model of Regime Switching Between Conventions and Business Cycles [My Copy] ArXiv Nonlinear Sciences e-prints (8 Jan 2007) by V. I. Yukalov, D. Sornette, E. P. Yukalova posted to yukalov sornette finance cycles by gi0rgi0ne on 2009-10-05 16:48:18 as along with 2 people ahuesler Scis0000002
	Punctuated evolution due to delayed carrying capacity [My Copy] (10 Aug 2009) by V. I. Yukalov, E. P. Yukalova, D. Sornette posted to yukalov sornette population logistic by gi0rgi0ne on 2009-10-05 16:46:31 as along with 3 people acrmartins yonyoni tomhebbron
	Effects of Diversity and Procrastination in Priority Queuing Theory: the Different Power Law Regimes [My Copy] (19 Aug 2009) by A. Saichev, D. Sornette posted to waiting times sornette queuing pocess by gi0rgi0ne on 2009-09-04 14:31:37 as
	Imitation and contrarian behaviour: hyperbolic bubbles, crashes and chaos [My Copy] Quantitative Finance (August 2002), pp. 264-281. by A. Corcos, J. P. Eckmann, A. Malaspinas, Y. Malevergne, D. Sornette posted to bubble chaos crash finance herding malevergne sornette by gi0rgi0ne on 2009-07-31 10:19:53 as
	Robust dynamic classes revealed by measuring the response function of a social system [My Copy] Proceedings of the National Academy of Sciences, Vol. 105, No. 41. (14 October 2008), pp. 15649-15653. by Riley Crane, Didier Sornette posted to crane riley youtube by gi0rgi0ne on 2009-07-23 18:45:30 as along with 7 people and 1 group normaali jsaramak quianominorleo haewoon ahuesler rgb jonesn Complex Networks Research Group
	Searching with viral dynamics on social networks: the case of YouTube [My Copy] by Riley Crane, Didier Sornette posted to crane draft riley youtube by gi0rgi0ne on 2009-07-23 18:43:52 as
	“Thermometers” of speculative frenzy [My Copy] The European Physical Journal B - Condensed Matter and Complex Systems, Vol. 16, No. 4. (19 August 2000), pp. 729-739. by B. M. Roehner, D. Sornette posted to herding imitation my_refs sornette by gi0rgi0ne on 2009-07-23 18:22:12 as
	New statistic for financial return distributions: Power-law or exponential? [My Copy] Physica A: Statistical Mechanics and its Applications, Vol. 366 (01 July 2006), pp. 387-400. by V. Pisarenko, D. Sornette posted to statistics sornette power_law fit exponential distribution by gi0rgi0ne on 2009-07-06 18:18:27 as
	Multiplicative processes and power laws [My Copy] Physical Review E, Vol. 57, No. 4. (April 1998), 4811. by Didier Sornette posted to zipf sornette random_walk power_law multiplicative geometric by gi0rgi0ne on 2009-06-24 12:02:49 as along with 1 person and 1 group cosy EntrepreneurialRisks
	Parallel Bak-Sneppen model and directed percolation [My Copy] Physical Review E, Vol. 54, No. 4. (Oct 1996), pp. 3334-3338. by Didier Sornette, Ivan Dornic posted to dynamics ising langevin by gi0rgi0ne on 2009-05-29 15:16:02 as
	Extreme Financial Risks: From Dependence to Risk Management (Springer Finance) [My Copy] (05 December 2005) by Y. Malevergne, Didier Sornette posted to copula finance math risk by gi0rgi0ne on 2009-04-27 15:06:14 as
	Nurturing Breakthroughs: Lessons from Complexity Theory [My Copy] (13 Jun 2007) by Didier Sornette posted to complex lessons review by gi0rgi0ne on 2008-04-13 19:54:46 as
	Large Stock Market Price Drawdowns Are Outliers [My Copy] Social Science Research Network Working Paper Series (3 October 2000) by Anders Johansen, Didier Sornette posted to crash finance outlier by gi0rgi0ne on 2008-04-13 19:36:51 as
	Stock Market Speculation: Spontaneous Symmetry Breaking of Economic Valuation [My Copy] PHYSICA A 284, Vol. 104 (2000) by D. Sornette posted to 2check breaking didier symmetry by gi0rgi0ne on 2008-04-13 19:34:10 as
	Endogenous versus Exogenous Origins of Crises [My Copy] (4 Dec 2004) by D. Sornette posted to exo-endo by gi0rgi0ne on 2008-02-20 14:50:27 as along with 1 person rcrane
	Endogeneous Versus Exogeneous Shocks in Systems with Memory [My Copy] (5 Jun 2002) by D. Sornette, A. Helmstetter posted to exo-endo by gi0rgi0ne on 2008-02-20 14:50:15 as along with 1 person scis0000001
	Mainshocks are aftershocks of conditional foreshocks: How do foreshock statistical properties emerge from aftershock laws [My Copy] (18 Aug 2003) by A. Helmstetter, D. Sornette, J. R. Grasso posted to exo-endo shock by gi0rgi0ne on 2008-02-19 15:29:58 as along with 1 person rcrane
	Sub-critical and Super-critical Regimes in Epidemic Models of Earthquake Aftershocks [My Copy] (18 Aug 2003) by A. Helmstetter, D. Sornette posted to exo-endo shock by gi0rgi0ne on 2008-02-19 15:18:03 as along with 1 person rcrane
	Stock market crashes are outliers [My Copy] EUROPEAN PHYSICAL JOURNAL B, Vol. 1 (1998) by A. Johansen, D. Sornette posted to crash finance outlier by gi0rgi0ne on 2008-02-14 18:07:57 as
	Self-fulfilling Ising Model of Financial Markets [My Copy] (31 Mar 2005) by Wei-Xing Zhou, Didier Sornette posted to finance ising by gi0rgi0ne on 2007-07-25 16:14:35 as along with 1 person and 1 group scis0000001 EntrepreneurialRisks
	Critical Phenomena in Natural Sciences: Chaos, Fractals, Selforganization and Disorder: Concepts and Tools (Springer Series in Synergetics) [My Copy] (11 April 2006) by Didier Sornette posted to critical_phenomena lecture by gi0rgi0ne on 2007-07-04 11:20:47 as along with 4 people and 2 groups ahuesler suo s-adachi felixroudier suogroup EntrepreneurialRisks
	Stock market crashes are outliers [My Copy] The European Physical Journal B - Condensed Matter and Complex Systems, Vol. 1, No. 2. (19 February 1998), pp. 141-143. by A. Johansen, D. Sornette posted to sornette outlier finance crash by gi0rgi0ne on 2007-04-16 13:44:25 as along with 1 group EntrepreneurialRisks
	Stretched exponential distributions in nature and economy: "fat tails" with characteristic scales [My Copy] The European Physical Journal B - Condensed Matter and Complex Systems, Vol. 2, No. 4. (1 April 1998), pp. 525-539. by J. Laherrère, D. Sornette posted to finance by gi0rgi0ne on 2007-04-16 13:44:03 as along with 1 group EntrepreneurialRisks
	Endogenous Versus Exogenous Shocks in Complex Networks: an Empirical Test Using Book Sale Ranking [My Copy] Physical Review Letters, Vol. 93, No. 22. (17 Nov 2004), 228701. by D. Sornette, F. Deschatres, T. Gilbert, Y. Ageon posted to exo-endo by gi0rgi0ne on 2007-04-13 10:50:59 as along with 3 people and 2 groups normaali ahuesler dumpa Complex Networks Research Group EntrepreneurialRisks
	Volatility fingerprints of large shocks: Endogeneous versus exogeneous [My Copy] (30 Apr 2002) by D. Sornette, Y. Malevergne, J. F. Muzy posted to exo-endo finance by gi0rgi0ne on 2007-04-13 10:48:32 as along with 1 person and 1 group rcrane EntrepreneurialRisks

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gi0rgi0ne's Sornette:D [29 articles] Export

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