H-Index & Metrics Top Publications

H-Index & Metrics

Discipline name H-index Citations Publications World Ranking National Ranking
Social Sciences and Humanities H-index 96 Citations 34,896 530 World Ranking 33 National Ranking 1

Research.com Recognitions

Awards & Achievements

2020 - Member of Academia Europaea

2013 - Fellow of the American Association for the Advancement of Science (AAAS)

Overview

What is he best known for?

The fields of study he is best known for:

  • Quantum mechanics
  • Statistics
  • Artificial intelligence

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.

His most cited work include:

  • Critical Phenomena in Natural Sciences (1174 citations)
  • Stretched exponential distributions in nature and economy: ``fat tails'' with characteristic scales (676 citations)
  • Robust dynamic classes revealed by measuring the response function of a social system. (663 citations)

What are the main themes of his work throughout his whole career to date?

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.

He most often published in these fields:

  • Econometrics (36.48%)
  • Statistical physics (24.06%)
  • Power law (20.46%)

What were the highlights of his more recent work (between 2016-2021)?

  • Econometrics (36.48%)
  • Economic bubble (14.46%)
  • Statistical physics (24.06%)

In recent papers he was focusing on the following fields of study:

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.

Between 2016 and 2021, his most popular works were:

  • Why Stock Markets Crash: Critical Events in Complex Financial Systems (602 citations)
  • Multifractal analysis of financial markets: a review. (55 citations)
  • Multifractal analysis of financial markets (53 citations)

In his most recent research, the most cited papers focused on:

  • Quantum mechanics
  • Statistics
  • Artificial intelligence

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.

Top Publications

Critical Phenomena in Natural Sciences: Chaos, Fractals, Selforganization and Disorder: Concepts and Tools

Didier Sornette.
(2000)

2599 Citations

Critical Phenomena in Natural Sciences

Didier Sornette.
(2000)

1737 Citations

Why Stock Markets Crash: Critical Events in Complex Financial Systems

Didier Sornette.
(2002)

1693 Citations

Stretched exponential distributions in nature and economy: ``fat tails'' with characteristic scales

J. Laherrère;D. Sornette.
European Physical Journal B (1998)

861 Citations

Economic Networks: The New Challenges

Frank Schweitzer;Giorgio Fagiolo;Didier Sornette;Didier Sornette;Fernando Vega-Redondo;Fernando Vega-Redondo.
Science (2009)

817 Citations

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)

811 Citations

Discrete scale invariance and complex dimensions

Didier Sornette;Didier Sornette.
Physics Reports (1998)

683 Citations

An observational test of the critical earthquake concept

D. D. Bowman;G. Ouillon;C. G. Sammis;A. Sornette.
Journal of Geophysical Research (1998)

642 Citations

Complex Critical Exponents from Renormalization Group Theory of Earthquakes: Implications for Earthquake Predictions

Didier Sornette;Charles G. Sammis.
Journal De Physique I (1995)

592 Citations

Stock Market Crashes, Precursors and Replicas

Didier Sornette;Anders Johansen;Jean-Philippe Bouchaud.
Journal De Physique I (1996)

571 Citations

Profile was last updated on December 6th, 2021.
Research.com Ranking is based on data retrieved from the Microsoft Academic Graph (MAG).
The ranking h-index is inferred from publications deemed to belong to the considered discipline.

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