Didier Sornette

2006-Present Professor, ETH-Zurich, 
1999-2006 Professor at UCLA
2008-Present Director of the Financial Crisis Observatory in ETH
2016- Present Specially Appointed Professor, WRHI, Tokyo Institute of Technology

Field of Specialization
Statistical physics, Econophysics, Complex systems, Geophysics, World Economy

Advanced Data Analysis and Modeling Unit (ADAM) (IIR, Tokyo Tech)
ETH Zurich(Switzerland)


Research Hub Group:Information and Artificial Intelligence Research International Hub Group

Research Highlights

  • Risk assessment in economics and technology
  • Power laws and beyond (dragon-kings)
  • Prediction of crises and extreme events in complex systems


Selected Awards

  • Fellow of the American Association for the Advancement of Science (2013) 

Selected Publications

  • 2017 Matsuo Yamashita Rios de Sousa, Hideki Takayasu, Didier Sornette, Misako Takayasu
    “Power-Law Distributions from Sigma-Pi Structure of Sums of Random Multiplicative Processes”
    Entropy 2017, 19(8), 417
  • 2017 Diego Ardila, Dorsa Sanadgol, Peter Cauwels and Didier Sornette
    “Identification and Critical time forecasting of real estate bubbles in the USA”
    Quantitative Finance 17, 613.
  • 2015 Sandro C. Lera and Didier Sornette
    “Currency target-zone modeling: An interplay between physics and economics”
    Phys. Rev. E 92, 062828 (2015)
  • 2014 Wei Chen, Malte Schroder, Raissa M. D’Souza, Didier Sornette, and Jan Nagler
    “Microtransition Cascades to Percolation”
    Phys. Rev. Lett., 112, 155701.
  • 2014 Yoshihiro Yura, Hideki Takayasu, Didier Sornette, and Misako Takayasu 
    “Financial Brownian Particle in the Layered Order-Book Fluid and 
    Fluctuation-Dissipation Relations” 
    Phys. Rev. Lett., 112, 098703.
  • 2011 Didier Sornette and Susanne von der Becke 
    “Complexity clouds finance-risk models”, 
    Nature 471,