817 citations · 2.1k across the 35 of their papers we have counts for
14 papers · 1 filter
Importance of Positive Feedbacks and Over-confidence in a Self-Fulfilling Ising Model of Financial Markets
Didier Sornette, Wei-Xing Zhou
Following a long tradition of physicists who have noticed that the Ising model provides a general background to build realistic models of social interactions, we study a model of f…
A Mechanism for Pockets of Predictability in Complex Adaptive Systems
Jorgen Vitting Andersen, Didier Sornette
We document a mechanism operating in complex adaptive systems leading to dynamical pockets of predictability (``prediction days''), in which agents collectively take predetermined…
Non-parametric Determination of Real-Time Lag Structure between Two Time Series: the "Optimal Thermal Causal Path" Method
D. Sornette, W. -X. Zhou
We introduce a novel non-parametric methodology to test for the dynamical time evolution of the lag-lead structure between two arbitrary time series. The method consists in constru…
Discrete Hierarchical Organization of Social Group Sizes
W. -X. Zhou, D. Sornette, R. A. Hill +1
The ``social brain hypothesis'' for the evolution of large brains in primates has led to evidence for the coevolution of neocortical size and social group sizes. Extrapolation of t…
Response Functions to Critical Shocks in Social Sciences: An Empirical and Numerical Study
M. Roehner, D. Sornette, J. V. Andersen
We show that, provided one focuses on properly selected episodes, one can apply to the social sciences the same observational strategy that has proved successful in natural science…
Endogenous Versus Exogenous Shocks in Complex Networks: an Empirical Test Using Book Sale Ranking
D. Sornette, F. Deschatres, T. Gilbert +1
Are large biological extinctions such as the Cretaceous/Tertiary KT boundary due to a meteorite, extreme volcanic activity or self-organized critical extinction cascades? Are comme…