3 papers
physics.gen-ph2026
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…
cs.CE2024
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…
q-fin.TR2024
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…