Didier Sornette - Selected Publications#

Google Scholar citation number 44305 (since 2015: 15558)
h-index 101 (since 2015: 54)
i10-index 530 (since 2015: 335)

D. Sornette, Discrete-scale invariance and complex dimensions, Physics reports 297 (5), 239-270 (1998)

A. Johansen, O. Ledoit and D. Sornette, Crashes as critical points, International Journal of Theoretical and Applied Finance 3 (2), 219-255 (2000)

D. Sornette, Predictability of catastrophic events: Material rupture, earthquakes, turbulence, financial crashes, and human birth Proceedings of the National Academy of Sciences 99 (suppl 1), 2522-2529 (2002)

D. Sornette and G. Ouillon, Multifractal Scaling of Thermally-Activated Rupture Processes, Phys. Rev. Lett. 94, 038501 (2005)

W.X. Zhou, D. Sornette, R.A. Hill, and R.I.M. Dunbar, Discrete hierarchical organization of social group sizes, Proceedings of the Royal Society B: Biological Sciences 272 (1561), 439-444 (2005)

D. Sornette, Critical phenomena in natural sciences: chaos, fractals, self-organization and disorder: concepts and tools, Springer (2006) (monograph)

D. Sornette, Why stock markets crash: critical events in complex financial systems, Princeton University Press (2003; 2017) (monograph)

D. Sornette and G. Ouillon, Dragon-kings: mechanisms, statistical methods and empirical evidence, The European Physical Journal Special Topics 205 (1), 1-26 (2012)

V. Filimonov and D. Sornette, Quantifying reflexivity in financial markets: towards a prediction of flash crashes, Phys. Rev. E 85 (5): 056108 (2012)

Y. Yura, H. Takayasu, D. Sornette and M.Takayasu, Financial Brownian particle in the critical order book fluid and Fluctuation-Dissipation theorems, Phys. Rev. Letts. 112, 098703 (2014)