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1. Full Text Physics and financial economics (1776-2014): puzzles, Ising and agent-based models
by Sornette, Didier
Reports on progress in physics, ISSN 0034-4885, 5/2014, Volume 77, Issue 6, pp. 062001 - 062001
adaptive markets | Ising model | phase transitions | bubbles | excess volatility puzzle | finance | econophysics | Physics, Multidisciplinary | Physical Sciences | Physics | Science & Technology | Economics | Crashes | Decision theory | Volatility | Evolutionary | Markets | Mathematical models
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2. Why stock markets crash
: critical events in complex financial systems
by Sornette, D
2003, ISBN 9780691096308, xx, 421
Prices | Stock exchanges | Stocks | Critical phenomena (Physics) | Complexity (Philosophy) | Financial crises | History | Economics | United States | Finance | Theory | BUSINESS & ECONOMICS
Book
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3. Extreme financial risks
: from dependence to risk management
by Malevergne, Yannick and Sornette, Didier, 1957
2006, 1. Aufl., ISBN 9783540272649, xvi, 312
Investment analysis | Mathematical models | Stochastic models | Risk management | Statistics for Business, Management, Economics, Finance, Insurance | Complex Systems | Probability Theory and Stochastic Processes | Mathematics | Econometrics | Mathematics and Statistics | Quantitative Finance | Business and Management, general | Business administration | Economics and Finance | Humanities and Social Sciences
Book
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4. Extreme financial risks
: from dependence to risk management
by Malevergne, Yannick and Sornette, Didier, 1957
2006, 1. Aufl., ISBN 9783540272649, xvi, 312
Investment analysis | Mathematical models | Stochastic models | Risk management | Business administration | Economics and Finance | Humanities and Social Sciences
Book
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5. Full Text Critical market crashes
by Sornette, D
Physics reports, ISSN 0370-1573, 2003, Volume 378, Issue 1, pp. 1 - 98
Physics, Multidisciplinary | Physical Sciences | Physics | Science & Technology
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6. Scale invariance and beyond
: Les Houches workshop, March 10-14, 1997
by Dubrulle, B and Graner, F and Sornette, D and Centre de physique des Houches
1997, Centre de physique, Les Houches, ISBN 9783540640004, Volume 7, xix, 286
Fractals | Congresses | Scaling laws (Statistical physics)
Book
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7. Full Text Dragon-kings: Mechanisms, statistical methods and empirical evidence
by Sornette, D and Ouillon, G
The European physical journal. ST, Special topics, ISSN 1951-6355, 5/2012, Volume 205, Issue 1, pp. 1 - 26
Condensed Matter Physics | Measurement Science and Instrumentation | Materials Science, general | Atomic, Molecular, Optical and Plasma Physics | Physics, general | Physics | Classical Continuum Physics | Physics, Multidisciplinary | Physical Sciences | Science & Technology
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8. Full Text Comparing nested data sets and objectively determining financial bubbles’ inceptions
by Demos, G and Sornette, D
Physica A, ISSN 0378-4371, 06/2019, Volume 524, pp. 661 - 675
Change-point detection | Optimisation | Goodness-of-fit | Time series | Financial bubbles | Numerical simulation | Sub-sample selection | Cost function | Physics, Multidisciplinary | Physical Sciences | Physics | Science & Technology | Analysis | Numerical analysis
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9. Full Text Discrete-scale invariance and complex dimensions
by Sornette, Didier
Physics reports, ISSN 0370-1573, 1998, Volume 297, Issue 5, pp. 239 - 270
47.53.+n | 0.5.70.Jk | 47.54.+r | 11.30.-j | 64.60.Hr | Physics, Multidisciplinary | Physical Sciences | Physics | Science & Technology | Physics - Statistical Mechanics
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