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Scientific Reports|November 7, 2022
The excess volatility puzzle explained by financial noise amplification from endogenous feedbacksAlexander Wehrli, Didier SornetteProceedings of the National Academy of Sciences of the United States of America|March 5, 2002
Predictability of catastrophic events: material rupture, earthquakes, turbulence, financial crashes, and human birthDidier SornetteReports on Progress in Physics. Physical Society (Great Britain)|May 31, 2014
Physics and financial economics (1776-2014): puzzles, Ising and agent-based modelsDidier SornettePlos One|April 1, 2015
A generic model of dyadic social relationshipsMaroussia Favre, Didier SornettePlos One|March 3, 2018
Calibrating emergent phenomena in stock markets with agent based modelsLucas Fievet, Didier SornetteJournal of Theoretical Biology|June 30, 2012
Strong gender differences in reproductive success variance, and the times to the most recent common ancestorsMaroussia Favre, Didier SornettePhysical Review. E, Statistical, Nonlinear, and Soft Matter Physics|September 26, 2012
Quantifying reflexivity in financial markets: toward a prediction of flash crashesVladimir Filimonov, Didier SornettePlos One|March 26, 2013
The co-evolution of fairness preferences and costly punishmentMoritz Hetzer, Didier SornettePhysical Review. E|May 22, 2019
Pattern phase diagram of spiking neurons on spatial networksDionysios Georgiadis, Didier SornetteJournal of Applied Statistics|February 6, 2026
Multiple outlier detection in samples with exponential & Pareto tailsDidier Sornette, Ran WeiPageof 8