2020 - Member of Academia Europaea
2013 - Fellow of the American Association for the Advancement of Science (AAAS)
Didier Sornette mainly focuses on Econometrics, Power law, Statistical physics, Stock market and Aftershock. His work on Rational expectations as part of general Econometrics study is frequently connected to Crash, therefore bridging the gap between diverse disciplines of science and establishing a new relationship between them. His studies in Power law integrate themes in fields like Probability and statistics, Event, Relaxation and Pareto distribution.
His research in Statistical physics intersects with topics in Distribution, Random walk, Limit and Scaling. His work investigates the relationship between Stock market and topics such as Monetary economics that intersect with problems in Stock market bubble. His work focuses on many connections between Aftershock and other disciplines, such as Induced seismicity, that overlap with his field of interest in Foreshock, Law and Observable.
Didier Sornette mainly investigates Econometrics, Statistical physics, Power law, Economic bubble and Stock market. His Econometrics study which covers Financial market that intersects with Financial economics. His Statistical physics research includes themes of Scaling and Scale invariance.
His Power law research includes elements of Function, Induced seismicity and Pareto distribution. Didier Sornette combines subjects such as Asset and Financial crisis with his study of Economic bubble. His research in Stock market is mostly concerned with Stock market index.
Didier Sornette mostly deals with Econometrics, Economic bubble, Statistical physics, Monetary economics and Power law. He conducts interdisciplinary study in the fields of Econometrics and Crash through his works. His Economic bubble study combines topics from a wide range of disciplines, such as Volatility, Rational expectations, Asset and Financial crisis.
His Statistical physics research incorporates elements of Nonlinear system, Bifurcation, Stochastic process, Master equation and Function. In his study, Arbitrage is inextricably linked to Market impact, which falls within the broad field of Monetary economics. He performs integrative study on Power law and Exponent.
His primary areas of study are Econometrics, Power law, Statistical physics, Economic bubble and Predictability. His research in Econometrics is mostly focused on Econophysics. His work blends Power law and Crash studies together.
The concepts of his Statistical physics study are interwoven with issues in Stochastic process, Spins, Pareto distribution and Mean field theory. His study in Economic bubble is interdisciplinary in nature, drawing from both Geometric Brownian motion and Rational expectations. His work on Stock market index as part of general Stock market research is often related to Alternating decision tree, thus linking different fields of science.
This overview was generated by a machine learning system which analysed the scientist’s body of work. If you have any feedback, you can contact us here.
Critical Phenomena in Natural Sciences: Chaos, Fractals, Selforganization and Disorder: Concepts and Tools
Critical Phenomena in Natural Sciences
Why Stock Markets Crash: Critical Events in Complex Financial Systems
Stretched exponential distributions in nature and economy: ``fat tails'' with characteristic scales
J. Laherrère;D. Sornette.
European Physical Journal B (1998)
Economic Networks: The New Challenges
Frank Schweitzer;Giorgio Fagiolo;Didier Sornette;Didier Sornette;Fernando Vega-Redondo;Fernando Vega-Redondo.
Robust dynamic classes revealed by measuring the response function of a social system.
Riley Crane;Didier Sornette.
Proceedings of the National Academy of Sciences of the United States of America (2008)
Discrete scale invariance and complex dimensions
Didier Sornette;Didier Sornette.
Physics Reports (1998)
An observational test of the critical earthquake concept
D. D. Bowman;G. Ouillon;C. G. Sammis;A. Sornette.
Journal of Geophysical Research (1998)
Complex Critical Exponents from Renormalization Group Theory of Earthquakes: Implications for Earthquake Predictions
Didier Sornette;Charles G. Sammis.
Journal De Physique I (1995)
Stock Market Crashes, Precursors and Replicas
Didier Sornette;Anders Johansen;Jean-Philippe Bouchaud.
Journal De Physique I (1996)
Profile was last updated on December 6th, 2021.
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