48 citations · 49 across the 4 of their papers we have counts for
4 papers
Critical Hawkes Processes with Random Fertilities: Stationarity in Law Beyond Infinite Mean Activity
Didier Sornette
Genuinely critical dynamics have been proposed to organize many natural and social systems, yet exact criticality is usually thought to preclude stationarity because the mean activ…
Deep LPPLS: Forecasting of temporal critical points in natural, engineering and financial systems
Joshua Nielsen, Didier Sornette, Maziar Raissi
The Log-Periodic Power Law Singularity (LPPLS) model offers a general framework for capturing dynamics and predicting transition points in diverse natural and social systems. In th…
Scaling Laws And Statistical Properties of The Transaction Flows And Holding Times of Bitcoin
Didier Sornette, Yu Zhang
We study the temporal evolution of the holding-time distribution of bitcoins and find that the average distribution of holding-time is a heavy-tailed power law extending from one d…
Stock Market Speculation: Spontaneous Symmetry Breaking of Economic Valuation
D. Sornette
Firm foundation theory estimates a security's firm fundamental value based on four determinants: expected growth rate, expected dividend payout, the market interest rate and the de…