218 citations · 437 across the 5 of their papers we have counts for
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cond-mat.stat-mech2003★ 63 cited
Fearless versus Fearful Speculative Financial Bubbles
J. V. Andersen, D Sornette
Using a recently introduced rational expectation model of bubbles, based on the interplay between stochasticity and positive feedbacks of prices on returns and volatility, we devel…
cond-mat.stat-mech1997★ 89 cited
Scaling with respect to disorder in time-to-failure
D. Sornette, J. V. Andersen
We revisit a simple dynamical model of rupture in random media with long-range elasticity to test whether rupture can be seen as a first-order or a critical transition. We find a c…