Didier Sornette

情報・人工知能研究

Didier Sornette

特任教授

Statistical physicsEconophysicsComplex

研究プロジェクト

  • Risk assessment in economics and technology

  • Power laws and beyond (dragon-kings)

  • Prediction of crises and extreme events in complex systems

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

2013

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

2011

Didier Sornette and Susanne von der Becke “Complexity clouds finance-risk models”, Nature 471,

2014

Wei Chen, Malte Schroder, Raissa M. D’Souza, Didier Sornette, and Jan Nagler“Microtransition Cascades to Percolation”Phys. Rev. Lett., 112, 155701.

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.

2015

Sandro C. Lera and Didier Sornette
“Currency target-zone modeling: An interplay between physics and economics”
Phys. Rev. E 92, 062828 (2015)

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

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.