440 citations · 5k across the 111 of their papers we have counts for
4 papers · 1 filter
The US 2000-2002 Market Descent: How Much Longer and Deeper?
D. Sornette, W. -X. Zhou
A remarkable similarity in the behavior of the US S&P500 index from 1996 to August 2002 and of the Japanese Nikkei index from 1985 to 1992 (11 years shift) is presented, with parti…
New Evidence of Discrete Scale Invariance in the Energy Dissipation of Three-Dimensional Turbulence: Correlation Approach and Direct Spectral Detection
W. -X. Zhou, D. Sornette, V. Pisarenko
We extend the analysis of [Zhou and Sornette, Physica D 165, 94-125, 2002] showing statistically significant log-periodic corrections to scaling in the moments of the energy dissip…
Non-Parametric Analyses of Log-Periodic Precursors to Financial Crashes
Wei-Xing Zhou, Didier Sornette
We apply two non-parametric methods to test further the hypothesis that log-periodicity characterizes the detrended price trajectory of large financial indices prior to financial c…
Generalized q-Analysis of Log-Periodicity: Applications to Critical Ruptures
Wei-Xing Zhou, Didier Sornette
We introduce a generalization of the q-analysis, which provides a novel non-parametric tool for the description and detection of log-periodic structures associated with discrete sc…